Class BlackLittermanModel.View

    • Field Detail

      • myMeanReturn

        private java.math.BigDecimal myMeanReturn
      • myReturnVariance

        private java.math.BigDecimal myReturnVariance
      • myScale

        private java.math.BigDecimal myScale
      • myWeights

        private final java.util.List<java.math.BigDecimal> myWeights
    • Constructor Detail

      • View

        public View​(BlackLittermanModel aModel,
                    java.util.List<java.math.BigDecimal> someWeights)
      • View

        private View()
    • Method Detail

      • getMeanReturn

        public double getMeanReturn()
        Description copied from class: FinancePortfolio
        The mean/expected return of this instrument. May return either the absolute or excess return of the instrument. The context in which an instance is used should make it clear which. return.
        Specified by:
        getMeanReturn in class FinancePortfolio
      • getWeights

        public java.util.List<java.math.BigDecimal> getWeights()
        Description copied from class: FinancePortfolio
        This method returns a list of the weights of the Portfolio's contained assets. An asset weight is NOT restricted to being a share/percentage - it can be anything. Most subclasses do however assume that the list of asset weights are shares/percentages that sum up to 100%. Calling FinancePortfolio.normalise() will transform any set of weights to that form.
        Specified by:
        getWeights in class FinancePortfolio
      • setMeanReturn

        protected void setMeanReturn​(java.math.BigDecimal aMeanReturn)
      • setReturnVariance

        protected void setReturnVariance​(java.math.BigDecimal aReturnVariance)
      • setScale

        protected void setScale​(java.math.BigDecimal aScale)