Uses of Interface
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio.Context
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Packages that use FinancePortfolio.Context Package Description org.ojalgo.data.domain.finance.portfolio Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory. -
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Uses of FinancePortfolio.Context in org.ojalgo.data.domain.finance.portfolio
Classes in org.ojalgo.data.domain.finance.portfolio that implement FinancePortfolio.Context Modifier and Type Class Description (package private) class
BlackLittermanContext
class
BlackLittermanModel
class
EfficientFrontier
Represents a portfolio on the efficient fronter.(package private) class
EquilibriumModel
class
FixedReturnsPortfolio
class
FixedWeightsPortfolio
class
MarkowitzModel
The Markowitz model, in this class, is defined as:(package private) class
OptimisedPortfolio
class
PortfolioContext
class
SimplePortfolio
Methods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio.Context Modifier and Type Method Description void
FixedWeightsPortfolio. calibrate(FinancePortfolio.Context targetReturns)
Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio.Context Constructor Description BlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights)
EfficientFrontier(FinancePortfolio.Context portfolioContext)
EquilibriumModel(FinancePortfolio.Context portfolioContext)
FixedReturnsPortfolio(FinancePortfolio.Context aContext)
FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)
MarkowitzModel(FinancePortfolio.Context portfolioContext)
OptimisedPortfolio(FinancePortfolio.Context portfolioContext)
SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)
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