Code covered by the BSD License  

Highlights from
FinMetrics

  • fm(varargin) This source file is subject to version 3 of the GPL license,
  • AssetThis source file is subject to version 3 of the GPL license,
  • AssetUniverseThis source file is subject to version 3 of the GPL license,
  • AxlThis source file is subject to version 3 of the GPL license,
  • CashPositionThis source file is subject to version 3 of the GPL license,
  • CashTransactionThis source file is subject to version 3 of the GPL license,
  • Config This source file is subject to version 3 of the GPL license,
  • ConsoleMenuThis source file is subject to version 3 of the GPL license,
  • ConsoleMenuItemThis source file is subject to version 3 of the GPL license,
  • CurrencyAssetThis source file is subject to version 3 of the GPL license,
  • ExchangeTradedAssetThis source file is subject to version 3 of the GPL license,
  • FinMetricsThis source file is subject to version 3 of the GPL license,
  • PortfolioThis source file is subject to version 3 of the GPL license,
  • PositionThis source file is subject to version 3 of the GPL license,
  • StatisticsThis source file is subject to version 3 of the GPL license,
  • StockPositionThis source file is subject to version 3 of the GPL license,
  • StockTransactionThis source file is subject to version 3 of the GPL license,
  • TextUIThis source file is subject to version 3 of the GPL license,
  • TextUILocaleThis source file is subject to version 3 of the GPL license,
  • TextUIQuestionThis source file is subject to version 3 of the GPL license,
  • TextUIQuestionnaireThis source file is subject to version 3 of the GPL license,
  • TransactionThis source file is subject to version 3 of the GPL license,
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FinMetrics

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Open source/open architecture quantitative portfolio management environment.

Transaction
classdef Transaction < handle
% This source file is subject to version 3 of the GPL license, 
% that is bundled with this package in the file LICENSE, and is 
% available online at http://www.gnu.org/licenses/gpl.txt
%
% This source file can be linked to GPL-incompatible facilities, 
% produced or made available by MathWorks, Inc.
    
    properties (SetAccess = protected, GetAccess = public)               
        % The underlying asset of the transaction
        Asset = {} ;        
        % Does the transaction open a position?
    end
    
    properties
        % Timestamp when transaction has been committed to the portfolio.
        CommittedOn = '';
        % If transaction has been uncommitted, the PreviouslyCommittedOn
        % will have the timestamp of the previous committement.
        PreviouslyCommittedOn = '';                
        Openning;        
    end
    
    methods(Abstract)
        % UpdateAsset is used to update the pointer to the underlying asset
        % in the Asset propery. The new asset should be the same as the
        % asset currently referred to. The function is called by
        % SyncAssetsWithUniverse in Portfolio class.                
        rslt = UpdateAsset(asset);
        
        rslt = Summary(trns);
        % GenPosition returns a resulting position from executing
        % transaction
        rslt = GenPosition(trns);
        % Reverse method should generate an offesting transaction 
        rslt = Reverse(trns);
    end
        
end

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