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