DoubleTimeSeries<?>[] series = TimeSeriesIntersector.intersect(assetReturnTS, benchmarkReturnTS);
assetReturnTS = series[0];
benchmarkReturnTS = series[1];
final SharpeRatioCalculator calculator = getCalculator(constraints.getValues(ValuePropertyNames.EXCESS_RETURN_CALCULATOR),
constraints.getValues(ValuePropertyNames.STD_DEV_CALCULATOR));
final double ratio = calculator.evaluate(assetReturnTS, benchmarkReturnTS);
final ValueProperties resultProperties = getResultProperties(desiredValues.iterator().next());
return Sets.newHashSet(new ComputedValue(new ValueSpecification(ValueRequirementNames.SHARPE_RATIO, targetSpec, resultProperties), ratio));
}
@Override