org.akutan.blacklitterman.gui
Class BLEditStats

java.lang.Object
  extended by java.awt.Component
      extended by java.awt.Container
          extended by java.awt.Window
              extended by java.awt.Dialog
                  extended by javax.swing.JDialog
                      extended by org.akutan.blacklitterman.gui.BLEditStats
All Implemented Interfaces:
java.awt.event.ActionListener, java.awt.image.ImageObserver, java.awt.MenuContainer, java.io.Serializable, java.util.EventListener, javax.accessibility.Accessible, javax.swing.RootPaneContainer, javax.swing.WindowConstants

public class BLEditStats
extends javax.swing.JDialog
implements java.awt.event.ActionListener

Subclass of JDialog for editing statistics for a Black-Litterman equilibrium. The statistics include asset name, mean returns and standard deviation.

Since:
11 November 2008
See Also:
Serialized Form

Nested Class Summary
 
Nested classes/interfaces inherited from class javax.swing.JDialog
javax.swing.JDialog.AccessibleJDialog
 
Nested classes/interfaces inherited from class java.awt.Dialog
java.awt.Dialog.AccessibleAWTDialog, java.awt.Dialog.ModalExclusionType, java.awt.Dialog.ModalityType
 
Nested classes/interfaces inherited from class java.awt.Window
java.awt.Window.AccessibleAWTWindow
 
Nested classes/interfaces inherited from class java.awt.Container
java.awt.Container.AccessibleAWTContainer
 
Nested classes/interfaces inherited from class java.awt.Component
java.awt.Component.AccessibleAWTComponent, java.awt.Component.BaselineResizeBehavior, java.awt.Component.BltBufferStrategy, java.awt.Component.FlipBufferStrategy
 
Field Summary
protected  java.lang.String[] _assets
           
protected  javax.swing.JButton _cancel
           
protected  cern.colt.matrix.DoubleMatrix2D _covars
           
protected  javax.swing.JButton _insert
           
protected  javax.swing.table.DefaultTableModel _model
           
protected  javax.swing.JButton _ok
           
protected  javax.swing.JButton _reset
           
protected  cern.colt.matrix.DoubleMatrix1D _weights
           
protected  boolean canceled
           
protected  boolean reset
           
 
Fields inherited from class javax.swing.JDialog
accessibleContext, rootPane, rootPaneCheckingEnabled
 
Fields inherited from class java.awt.Dialog
DEFAULT_MODALITY_TYPE
 
Fields inherited from class java.awt.Component
BOTTOM_ALIGNMENT, CENTER_ALIGNMENT, LEFT_ALIGNMENT, RIGHT_ALIGNMENT, TOP_ALIGNMENT
 
Fields inherited from interface javax.swing.WindowConstants
DISPOSE_ON_CLOSE, DO_NOTHING_ON_CLOSE, EXIT_ON_CLOSE, HIDE_ON_CLOSE
 
Fields inherited from interface java.awt.image.ImageObserver
ABORT, ALLBITS, ERROR, FRAMEBITS, HEIGHT, PROPERTIES, SOMEBITS, WIDTH
 
Constructor Summary
BLEditStats(java.awt.Frame owner, java.awt.Color background, java.lang.String[] assetNames, cern.colt.matrix.DoubleMatrix1D wgt, cern.colt.matrix.DoubleMatrix2D V)
          Constructs
 
Method Summary
 void actionPerformed(java.awt.event.ActionEvent e)
          Called when a button on the GUI is pressed, handles validation of the form to make sure it is complete and the edits can be used.
protected  double checkWeights()
          Sums up the weights so we can compute new weight, or check for the sum(weights) = 1 constraint
protected  void constrain(java.awt.Container container, java.awt.Component component, int grid_x, int grid_y, int grid_width, int grid_height)
          Internal helper function to manage putting components into the container
 java.lang.String[] getAssets()
          Returns the array of asset names
 cern.colt.matrix.DoubleMatrix2D getCovars()
          Returns the covariance metrix
 cern.colt.matrix.DoubleMatrix1D getWeights()
          Returns the vector of weights
 boolean isCanceled()
          Called to determine if the dialog was canceled or ok'ed
 boolean isReset()
          Called to determine if the dialog has been reset
 
Methods inherited from class javax.swing.JDialog
addImpl, createRootPane, dialogInit, getAccessibleContext, getContentPane, getDefaultCloseOperation, getGlassPane, getGraphics, getJMenuBar, getLayeredPane, getRootPane, getTransferHandler, isDefaultLookAndFeelDecorated, isRootPaneCheckingEnabled, paramString, processWindowEvent, remove, repaint, setContentPane, setDefaultCloseOperation, setDefaultLookAndFeelDecorated, setGlassPane, setJMenuBar, setLayeredPane, setLayout, setRootPane, setRootPaneCheckingEnabled, setTransferHandler, update
 
Methods inherited from class java.awt.Dialog
addNotify, getModalityType, getTitle, hide, isModal, isResizable, isUndecorated, setModal, setModalityType, setResizable, setTitle, setUndecorated, setVisible, show, toBack
 
Methods inherited from class java.awt.Window
addPropertyChangeListener, addPropertyChangeListener, addWindowFocusListener, addWindowListener, addWindowStateListener, applyResourceBundle, applyResourceBundle, createBufferStrategy, createBufferStrategy, dispose, getBufferStrategy, getFocusableWindowState, getFocusCycleRootAncestor, getFocusOwner, getFocusTraversalKeys, getGraphicsConfiguration, getIconImages, getInputContext, getListeners, getLocale, getModalExclusionType, getMostRecentFocusOwner, getOwnedWindows, getOwner, getOwnerlessWindows, getToolkit, getWarningString, getWindowFocusListeners, getWindowListeners, getWindows, getWindowStateListeners, isActive, isAlwaysOnTop, isAlwaysOnTopSupported, isFocusableWindow, isFocusCycleRoot, isFocused, isLocationByPlatform, isShowing, pack, postEvent, processEvent, processWindowFocusEvent, processWindowStateEvent, removeNotify, removeWindowFocusListener, removeWindowListener, removeWindowStateListener, reshape, setAlwaysOnTop, setBounds, setBounds, setCursor, setFocusableWindowState, setFocusCycleRoot, setIconImage, setIconImages, setLocationByPlatform, setLocationRelativeTo, setMinimumSize, setModalExclusionType, setSize, setSize, toFront
 
Methods inherited from class java.awt.Container
add, add, add, add, add, addContainerListener, applyComponentOrientation, areFocusTraversalKeysSet, countComponents, deliverEvent, doLayout, findComponentAt, findComponentAt, getAlignmentX, getAlignmentY, getComponent, getComponentAt, getComponentAt, getComponentCount, getComponents, getComponentZOrder, getContainerListeners, getFocusTraversalPolicy, getInsets, getLayout, getMaximumSize, getMinimumSize, getMousePosition, getPreferredSize, insets, invalidate, isAncestorOf, isFocusCycleRoot, isFocusTraversalPolicyProvider, isFocusTraversalPolicySet, layout, list, list, locate, minimumSize, paint, paintComponents, preferredSize, print, printComponents, processContainerEvent, remove, removeAll, removeContainerListener, setComponentZOrder, setFocusTraversalKeys, setFocusTraversalPolicy, setFocusTraversalPolicyProvider, setFont, transferFocusBackward, transferFocusDownCycle, validate, validateTree
 
Methods inherited from class java.awt.Component
action, add, addComponentListener, addFocusListener, addHierarchyBoundsListener, addHierarchyListener, addInputMethodListener, addKeyListener, addMouseListener, addMouseMotionListener, addMouseWheelListener, bounds, checkImage, checkImage, coalesceEvents, contains, contains, createImage, createImage, createVolatileImage, createVolatileImage, disable, disableEvents, dispatchEvent, enable, enable, enableEvents, enableInputMethods, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, getBackground, getBaseline, getBaselineResizeBehavior, getBounds, getBounds, getColorModel, getComponentListeners, getComponentOrientation, getCursor, getDropTarget, getFocusListeners, getFocusTraversalKeysEnabled, getFont, getFontMetrics, getForeground, getHeight, getHierarchyBoundsListeners, getHierarchyListeners, getIgnoreRepaint, getInputMethodListeners, getInputMethodRequests, getKeyListeners, getLocation, getLocation, getLocationOnScreen, getMouseListeners, getMouseMotionListeners, getMousePosition, getMouseWheelListeners, getName, getParent, getPeer, getPropertyChangeListeners, getPropertyChangeListeners, getSize, getSize, getTreeLock, getWidth, getX, getY, gotFocus, handleEvent, hasFocus, imageUpdate, inside, isBackgroundSet, isCursorSet, isDisplayable, isDoubleBuffered, isEnabled, isFocusable, isFocusOwner, isFocusTraversable, isFontSet, isForegroundSet, isLightweight, isMaximumSizeSet, isMinimumSizeSet, isOpaque, isPreferredSizeSet, isValid, isVisible, keyDown, keyUp, list, list, list, location, lostFocus, mouseDown, mouseDrag, mouseEnter, mouseExit, mouseMove, mouseUp, move, nextFocus, paintAll, prepareImage, prepareImage, printAll, processComponentEvent, processFocusEvent, processHierarchyBoundsEvent, processHierarchyEvent, processInputMethodEvent, processKeyEvent, processMouseEvent, processMouseMotionEvent, processMouseWheelEvent, remove, removeComponentListener, removeFocusListener, removeHierarchyBoundsListener, removeHierarchyListener, removeInputMethodListener, removeKeyListener, removeMouseListener, removeMouseMotionListener, removeMouseWheelListener, removePropertyChangeListener, removePropertyChangeListener, repaint, repaint, repaint, requestFocus, requestFocus, requestFocusInWindow, requestFocusInWindow, resize, resize, setBackground, setComponentOrientation, setDropTarget, setEnabled, setFocusable, setFocusTraversalKeysEnabled, setForeground, setIgnoreRepaint, setLocale, setLocation, setLocation, setMaximumSize, setName, setPreferredSize, show, size, toString, transferFocus, transferFocusUpCycle
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Field Detail

_ok

protected javax.swing.JButton _ok

_cancel

protected javax.swing.JButton _cancel

_reset

protected javax.swing.JButton _reset

_insert

protected javax.swing.JButton _insert

_model

protected javax.swing.table.DefaultTableModel _model

canceled

protected boolean canceled

reset

protected boolean reset

_assets

protected java.lang.String[] _assets

_weights

protected cern.colt.matrix.DoubleMatrix1D _weights

_covars

protected cern.colt.matrix.DoubleMatrix2D _covars
Constructor Detail

BLEditStats

public BLEditStats(java.awt.Frame owner,
                   java.awt.Color background,
                   java.lang.String[] assetNames,
                   cern.colt.matrix.DoubleMatrix1D wgt,
                   cern.colt.matrix.DoubleMatrix2D V)
Constructs

Parameters:
owner -
background -
assetNames -
wgt -
V -
Method Detail

constrain

protected void constrain(java.awt.Container container,
                         java.awt.Component component,
                         int grid_x,
                         int grid_y,
                         int grid_width,
                         int grid_height)
Internal helper function to manage putting components into the container

Parameters:
container -
component -
grid_x -
grid_y -
grid_width -
grid_height -

checkWeights

protected double checkWeights()
Sums up the weights so we can compute new weight, or check for the sum(weights) = 1 constraint

Returns:
Returns the sum of the weights

getAssets

public java.lang.String[] getAssets()
Returns the array of asset names

Returns:
Array of asset names

getWeights

public cern.colt.matrix.DoubleMatrix1D getWeights()
Returns the vector of weights

Returns:
The vector of asset weights

getCovars

public cern.colt.matrix.DoubleMatrix2D getCovars()
Returns the covariance metrix

Returns:
The covariance matrix

actionPerformed

public void actionPerformed(java.awt.event.ActionEvent e)
Called when a button on the GUI is pressed, handles validation of the form to make sure it is complete and the edits can be used.

Specified by:
actionPerformed in interface java.awt.event.ActionListener
Parameters:
e - ActionEvent

isCanceled

public boolean isCanceled()
Called to determine if the dialog was canceled or ok'ed

Returns:
true if canceled

isReset

public boolean isReset()
Called to determine if the dialog has been reset

Returns:
true if dialog has been reset