Class CharacteristicLine

java.lang.Object
org.ojalgo.data.domain.finance.portfolio.CharacteristicLine

public final class CharacteristicLine extends Object
  • Field Details

    • beta

      public double beta
    • alpha

      public double alpha
    • epsilon

      public double epsilon
    • myMarketPortfolio

      private final FinancePortfolio myMarketPortfolio
  • Constructor Details

    • CharacteristicLine

      public CharacteristicLine(FinancePortfolio theMarketPortfolio)
    • CharacteristicLine

      private CharacteristicLine()
  • Method Details

    • calculateBeta

      public double calculateBeta(FinancePortfolio anyAsset)
    • calculateCorrelation

      public double calculateCorrelation(FinancePortfolio anyAsset)
    • calculateCovariance

      public double calculateCovariance(FinancePortfolio anyAsset)