The Leverage Space Portfolio Model in the Real World 391
public static void main(String[] args){
MaxTWR4VAR maxTWR4VAR = new MaxTWR4VAR(args);
}protected void getinputdata(String fileName){
String filetext = readInputFile(fileName);
lines = getArgs(filetext,”\r\n”);
N=lines.length-2;
NL=(long)N;
plays=new double[N][];
for(int i=0;i<lines.length;i++){
System.out.println(”line ”+i+” : ”+lines[i]);
if(i==0){
msnames = getArgs(lines[i],”,”);
}else if(i==1){
f=
convertStringArrayToDouble(getArgs(lines[i],”,”));
}else{
plays[i-2]=
convertStringArrayToDouble(getArgs(lines[i],”,”));
}
}
System.out.println(”b : ”+b);
if(usedrawdowninsteadofruin){
System.out.println(”pr of : drawdown”);
}else{
System.out.println(”pr of : ruin”);
}}protected void createHPRs(){
//first find the biggest loss
double biggestLoss[] = new double [N];
hprs = new double [plays[0].length][N];
Arrays.fill(biggestLoss,Double.MAXVALUE);
for(int j=0;j<msnames.length;j++){
for(int i=0;i<N;i++){
if(plays[i][j]<biggestLoss[j]){
biggestLoss[j]=plays[i][j];
}
}
}
//fing the hpr for each msnames for each associated
f
for(int j=0;j<msnames.length;j++){