Interface FinancePortfolio.Context
- All Known Implementing Classes:
BlackLittermanContext
,BlackLittermanModel
,EfficientFrontier
,EquilibriumModel
,FixedReturnsPortfolio
,FixedWeightsPortfolio
,MarkowitzModel
,OptimisedPortfolio
,PortfolioContext
,SimplePortfolio
- Enclosing class:
FinancePortfolio
public static interface FinancePortfolio.Context
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Method Summary
Modifier and TypeMethodDescriptiondouble
calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) double
calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) int
size()
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Method Details
-
calculatePortfolioReturn
-
calculatePortfolioVariance
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getAssetReturns
MatrixR064 getAssetReturns() -
getAssetVolatilities
MatrixR064 getAssetVolatilities() -
getCorrelations
MatrixR064 getCorrelations() -
getCovariances
MatrixR064 getCovariances() -
size
int size()
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