Class CharacteristicLine


  • public final class CharacteristicLine
    extends java.lang.Object
    • Field Detail

      • beta

        public double beta
      • alpha

        public double alpha
      • epsilon

        public double epsilon
    • Constructor Detail

      • CharacteristicLine

        public CharacteristicLine​(FinancePortfolio theMarketPortfolio)
      • CharacteristicLine

        private CharacteristicLine()
    • Method Detail

      • calculateCorrelation

        public double calculateCorrelation​(FinancePortfolio anyAsset)
      • calculateCovariance

        public double calculateCovariance​(FinancePortfolio anyAsset)