Class: Math::Finance::CurrencyMatrix

Inherits:
Object
  • Object
show all
Defined in:
lib/ruuuby/math/finance/currency_matrix.rb

Overview

@note: temporary implementation

‣ w/ n currencies there exists ‘n² - n` exchange rates

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(labels, data, raw_ratios = true) ⇒ CurrencyMatrix

Returns a new instance of CurrencyMatrix.



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 19

def initialize(labels, data, raw_ratios=true)

Instance Attribute Details

#cached_stats ⇒ Object (readonly)

Returns the value of attribute cached_stats.



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 17

def cached_stats
  @cached_stats
end

#data ⇒ Object (readonly)

Returns the value of attribute data.



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 17

def data
  @data
end

#labels ⇒ Object (readonly)

Returns the value of attribute labels.



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 17

def labels
  @labels
end

Instance Method Details

#algo_🌴_arbitrage ⇒ Object 



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 48

def algo_

#calc_arbitrage_multipliers ⇒ Array

Returns:



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 55

def calc_arbitrage_multipliers

#calc_karps_algo_values ⇒ Float, ...

karps algo will verify the best value but NOT which vertexes are involved to create that best value

Returns:



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 101

def calc_karps_algo_values

#karps_algorithm(target_vertex) ⇒ Float

Parameters:

Returns:



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 114

def karps_algorithm(target_vertex)
  identity_matrix                = ::Array.new(@len, ::Float::INFINITY_NEGATIVE)
  identity_matrix[target_vertex] = 0.0
  identity_matrix                = ::Matrix.column_vector(identity_matrix)
  v

#η̂! ⇒ Matrix

Returns self (w/ each normalized via lnₑ).

Returns:

  • (Matrix) —

    self (w/ each normalized via lnₑ)



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# File 'lib/ruuuby/math/finance/currency_matrix.rb', line 38

def