Interface FinancePortfolio.Context

All Known Implementing Classes:
BlackLittermanContext, BlackLittermanModel, EfficientFrontier, EquilibriumModel, FixedReturnsPortfolio, FixedWeightsPortfolio, MarkowitzModel, OptimisedPortfolio, PortfolioContext, SimplePortfolio
Enclosing class:
FinancePortfolio

public static interface FinancePortfolio.Context
  • Method Details

    • calculatePortfolioReturn

      double calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
    • calculatePortfolioVariance

      double calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
    • getAssetReturns

      MatrixR064 getAssetReturns()
    • getAssetVolatilities

      MatrixR064 getAssetVolatilities()
    • getCorrelations

      MatrixR064 getCorrelations()
    • getCovariances

      MatrixR064 getCovariances()
    • size

      int size()