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@doc """ | ||
S | ||
WIP | ||
""" | ||
mutable struct SimpleAssetReturn{T} <: PortfolioAnalytics{T} | ||
value::Union{Missing,T} | ||
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@doc """ | ||
WIP | ||
""" | ||
mutable struct CumulativeReturn{T} <: PortfolioAnalytics{T} | ||
value::T | ||
n::Int | ||
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@doc """ | ||
WIP | ||
""" | ||
mutable struct AssetReturnMoments{T} <: PortfolioAnalytics{T} | ||
value::NamedTuple | ||
n::Int | ||
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Original file line number | Diff line number | Diff line change |
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@@ -1,3 +1,6 @@ | ||
@doc """ | ||
WIP | ||
""" | ||
mutable struct Sharpe{T} <: PortfolioAnalytics{T} | ||
value::T | ||
n::Int | ||
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Original file line number | Diff line number | Diff line change |
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@@ -1,3 +1,6 @@ | ||
@doc """ | ||
WIP | ||
""" | ||
mutable struct Sortino{T} <: PortfolioAnalytics{T} | ||
value::T | ||
n::Int | ||
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