Uses of Class
org.ojalgo.data.domain.finance.portfolio.MarketEquilibrium
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Packages that use MarketEquilibrium 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 MarketEquilibrium in org.ojalgo.data.domain.finance.portfolio
Fields in org.ojalgo.data.domain.finance.portfolio declared as MarketEquilibrium Modifier and Type Field Description private MarketEquilibrium
EquilibriumModel. myMarketEquilibrium
Methods in org.ojalgo.data.domain.finance.portfolio that return MarketEquilibrium Modifier and Type Method Description MarketEquilibrium
MarketEquilibrium. clean()
Equivalent to copying, but additionally the covariance matrix will be cleaned of negative and very small eigenvalues to make it positive definite.MarketEquilibrium
MarketEquilibrium. copy()
MarketEquilibrium
EquilibriumModel. getMarketEquilibrium()
Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type MarketEquilibrium Constructor Description BlackLittermanModel(MarketEquilibrium aMarketEquilibrium)
BlackLittermanModel(MarketEquilibrium marketEquilibrium, MatrixR064 originalWeights)
EfficientFrontier(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)
EquilibriumModel(MarketEquilibrium marketEquilibrium)
FixedReturnsPortfolio(MarketEquilibrium aMarketEquilibrium)
FixedReturnsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 returnsVector)
FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium)
FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 assetWeightsInColumn)
MarketEquilibrium(MarketEquilibrium marketEquilibrium)
MarkowitzModel(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)
OptimisedPortfolio(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)
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