Class CharacteristicLine
java.lang.Object
org.ojalgo.data.domain.finance.portfolio.CharacteristicLine
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Field Summary
Fields -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptiondouble
calculateBeta
(FinancePortfolio anyAsset) double
calculateCorrelation
(FinancePortfolio anyAsset) double
calculateCovariance
(FinancePortfolio anyAsset)
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Field Details
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beta
public double beta -
alpha
public double alpha -
epsilon
public double epsilon -
myMarketPortfolio
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Constructor Details
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CharacteristicLine
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CharacteristicLine
private CharacteristicLine()
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Method Details
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calculateBeta
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calculateCorrelation
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calculateCovariance
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