Uses of Class
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
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Packages that use FinancePortfolio 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 in org.ojalgo.data.domain.finance.portfolio
Subclasses of FinancePortfolio in org.ojalgo.data.domain.finance.portfolio Modifier and Type Class Description class
BlackLittermanModel
private static class
BlackLittermanModel.View
View/Forecast/Opinionclass
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
NormalisedPortfolio
Normalised weights Portfolio(package private) class
OptimisedPortfolio
class
SimpleAsset
SimpleAsset is used to describe 1 asset (portfolio member).class
SimplePortfolio
Fields in org.ojalgo.data.domain.finance.portfolio declared as FinancePortfolio Modifier and Type Field Description private FinancePortfolio
NormalisedPortfolio. myBasePortfolio
private FinancePortfolio
CharacteristicLine. myMarketPortfolio
private FinancePortfolio
PortfolioMixer. myTarget
Fields in org.ojalgo.data.domain.finance.portfolio with type parameters of type FinancePortfolio Modifier and Type Field Description private java.util.ArrayList<FinancePortfolio>
PortfolioMixer. myComponents
private java.util.List<FinancePortfolio>
BlackLittermanModel. myViews
Methods in org.ojalgo.data.domain.finance.portfolio that return FinancePortfolio Modifier and Type Method Description FinancePortfolio
FinancePortfolio. normalise()
Normalised weights PortfolioFinancePortfolio
FinancePortfolio. normalise(NumberContext weightsContext)
Normalised weights PortfolioMethods in org.ojalgo.data.domain.finance.portfolio that return types with arguments of type FinancePortfolio Modifier and Type Method Description protected java.util.List<FinancePortfolio>
BlackLittermanModel. getViews()
Methods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio Modifier and Type Method Description void
BlackLittermanModel. addView(FinancePortfolio aView)
double
CharacteristicLine. calculateBeta(FinancePortfolio anyAsset)
double
CharacteristicLine. calculateCorrelation(FinancePortfolio anyAsset)
double
CharacteristicLine. calculateCovariance(FinancePortfolio anyAsset)
double
BlackLittermanContext. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double
EquilibriumModel. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double
FinancePortfolio.Context. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double
PortfolioContext. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double
SimplePortfolio. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double
BlackLittermanContext. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double
EquilibriumModel. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double
FinancePortfolio.Context. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double
PortfolioContext. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double
SimplePortfolio. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
void
FixedReturnsPortfolio. calibrate(FinancePortfolio targetWeights)
int
FinancePortfolio. compareTo(FinancePortfolio reference)
double
FinancePortfolio. getConformance(FinancePortfolio reference)
Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio Constructor Description BlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights)
CharacteristicLine(FinancePortfolio theMarketPortfolio)
FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)
NormalisedPortfolio(FinancePortfolio basePortfolio, NumberContext weightsContext)
PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)
PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)
SimpleAsset(FinancePortfolio portfolio)
SimpleAsset(FinancePortfolio portfolio, java.lang.Comparable<?> weight)
SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)
Constructor parameters in org.ojalgo.data.domain.finance.portfolio with type arguments of type FinancePortfolio Constructor Description PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)
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