Class BlackLittermanContext
java.lang.Object
org.ojalgo.data.domain.finance.portfolio.BlackLittermanContext
- All Implemented Interfaces:
FinancePortfolio.Context
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptiondouble
calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) double
calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) int
size()
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Constructor Details
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BlackLittermanContext
public BlackLittermanContext()
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Method Details
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calculatePortfolioReturn
- Specified by:
calculatePortfolioReturn
in interfaceFinancePortfolio.Context
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calculatePortfolioVariance
- Specified by:
calculatePortfolioVariance
in interfaceFinancePortfolio.Context
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getAssetReturns
- Specified by:
getAssetReturns
in interfaceFinancePortfolio.Context
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getAssetVolatilities
- Specified by:
getAssetVolatilities
in interfaceFinancePortfolio.Context
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getCorrelations
- Specified by:
getCorrelations
in interfaceFinancePortfolio.Context
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getCovariances
- Specified by:
getCovariances
in interfaceFinancePortfolio.Context
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size
public int size()- Specified by:
size
in interfaceFinancePortfolio.Context
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