Package tech.nmfin.returns

Converting price changes to absolute, simple, or logarithmic returns.

See: Description

Interface Summary

Interface	Description
ReturnsCalculator	This interface defines how return is computed from two values of a portfolio.

Class Summary

Class	Description
Returns	Contains utility methods related to returns computation.
ReturnsMatrix

Enum Summary

Enum	Description
ReturnsCalculators	Various ways of return calculations.

Package tech.nmfin.returns Description

Converting price changes to absolute, simple, or logarithmic returns.

ReturnsCalculators has an example for computing a return and reconstructing the ending price. Simple returns are fractions, not percentages; logarithmic returns use natural logarithms. Use one convention consistently and keep price units and sampling intervals consistent.