Class CharacteristicLine
- java.lang.Object
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- org.ojalgo.data.domain.finance.portfolio.CharacteristicLine
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public final class CharacteristicLine extends java.lang.Object
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Field Summary
Fields Modifier and Type Field Description double
alpha
double
beta
double
epsilon
private FinancePortfolio
myMarketPortfolio
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Constructor Summary
Constructors Modifier Constructor Description private
CharacteristicLine()
CharacteristicLine(FinancePortfolio theMarketPortfolio)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
calculateBeta(FinancePortfolio anyAsset)
double
calculateCorrelation(FinancePortfolio anyAsset)
double
calculateCovariance(FinancePortfolio anyAsset)
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Field Detail
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beta
public double beta
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alpha
public double alpha
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epsilon
public double epsilon
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myMarketPortfolio
private final FinancePortfolio myMarketPortfolio
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Constructor Detail
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CharacteristicLine
public CharacteristicLine(FinancePortfolio theMarketPortfolio)
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CharacteristicLine
private CharacteristicLine()
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Method Detail
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calculateBeta
public double calculateBeta(FinancePortfolio anyAsset)
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calculateCorrelation
public double calculateCorrelation(FinancePortfolio anyAsset)
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calculateCovariance
public double calculateCovariance(FinancePortfolio anyAsset)
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