Class BlackLittermanModel.View
- java.lang.Object
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- org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
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- org.ojalgo.data.domain.finance.portfolio.BlackLittermanModel.View
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- All Implemented Interfaces:
java.lang.Comparable<FinancePortfolio>
- Enclosing class:
- BlackLittermanModel
private static final class BlackLittermanModel.View extends FinancePortfolio
View/Forecast/Opinion
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Nested Class Summary
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Nested classes/interfaces inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
FinancePortfolio.Context
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Field Summary
Fields Modifier and Type Field Description private java.math.BigDecimal
myMeanReturn
private BlackLittermanModel
myModel
private java.math.BigDecimal
myReturnVariance
private java.math.BigDecimal
myScale
private java.util.List<java.math.BigDecimal>
myWeights
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Fields inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
MATRIX_FACTORY
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Constructor Summary
Constructors Modifier Constructor Description private
View()
View(BlackLittermanModel aModel, java.util.List<java.math.BigDecimal> someWeights)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
getMeanReturn()
The mean/expected return of this instrument.double
getReturnVariance()
The instrument's return variance.java.util.List<java.math.BigDecimal>
getWeights()
This method returns a list of the weights of the Portfolio's contained assets.protected void
reset()
protected void
setMeanReturn(java.math.BigDecimal aMeanReturn)
protected void
setReturnVariance(java.math.BigDecimal aReturnVariance)
protected void
setScale(java.math.BigDecimal aScale)
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Methods inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
compareTo, forecast, getConformance, getLossProbability, getLossProbability, getSharpeRatio, getSharpeRatio, getValueAtRisk, getValueAtRisk95, getVolatility, normalise, normalise, toString
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Field Detail
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myMeanReturn
private java.math.BigDecimal myMeanReturn
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myModel
private final BlackLittermanModel myModel
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myReturnVariance
private java.math.BigDecimal myReturnVariance
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myScale
private java.math.BigDecimal myScale
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myWeights
private final java.util.List<java.math.BigDecimal> myWeights
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Constructor Detail
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View
public View(BlackLittermanModel aModel, java.util.List<java.math.BigDecimal> someWeights)
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View
private View()
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Method Detail
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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 classFinancePortfolio
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getReturnVariance
public double getReturnVariance()
Description copied from class:FinancePortfolio
The instrument's return variance. Subclasses must override either FinancePortfolio.getReturnVariance() or FinancePortfolio.getVolatility().- Overrides:
getReturnVariance
in classFinancePortfolio
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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 classFinancePortfolio
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reset
protected void reset()
- Specified by:
reset
in classFinancePortfolio
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setMeanReturn
protected void setMeanReturn(java.math.BigDecimal aMeanReturn)
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setReturnVariance
protected void setReturnVariance(java.math.BigDecimal aReturnVariance)
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setScale
protected void setScale(java.math.BigDecimal aScale)
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