Class BlackLittermanContext
- java.lang.Object
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- org.ojalgo.data.domain.finance.portfolio.BlackLittermanContext
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- All Implemented Interfaces:
FinancePortfolio.Context
final class BlackLittermanContext extends java.lang.Object implements FinancePortfolio.Context
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Constructor Summary
Constructors Constructor Description BlackLittermanContext()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double
calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
MatrixR064
getAssetReturns()
MatrixR064
getAssetVolatilities()
MatrixR064
getCorrelations()
MatrixR064
getCovariances()
int
size()
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Method Detail
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calculatePortfolioReturn
public double calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
- Specified by:
calculatePortfolioReturn
in interfaceFinancePortfolio.Context
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calculatePortfolioVariance
public double calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
- Specified by:
calculatePortfolioVariance
in interfaceFinancePortfolio.Context
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getAssetReturns
public MatrixR064 getAssetReturns()
- Specified by:
getAssetReturns
in interfaceFinancePortfolio.Context
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getAssetVolatilities
public MatrixR064 getAssetVolatilities()
- Specified by:
getAssetVolatilities
in interfaceFinancePortfolio.Context
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getCorrelations
public MatrixR064 getCorrelations()
- Specified by:
getCorrelations
in interfaceFinancePortfolio.Context
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getCovariances
public MatrixR064 getCovariances()
- Specified by:
getCovariances
in interfaceFinancePortfolio.Context
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size
public int size()
- Specified by:
size
in interfaceFinancePortfolio.Context
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