Interface FinancePortfolio.Context
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- 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
All Methods Instance Methods Abstract 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
double calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
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calculatePortfolioVariance
double calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
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getAssetReturns
MatrixR064 getAssetReturns()
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getAssetVolatilities
MatrixR064 getAssetVolatilities()
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getCorrelations
MatrixR064 getCorrelations()
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getCovariances
MatrixR064 getCovariances()
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size
int size()
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