Uses of Class
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
Packages that use FinancePortfolio
Package
Description
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
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Uses of FinancePortfolio in org.ojalgo.data.domain.finance.portfolio
Subclasses of FinancePortfolio in org.ojalgo.data.domain.finance.portfolioModifier and TypeClassDescriptionfinal class
private static final class
View/Forecast/Opinionfinal class
Represents a portfolio on the efficient fronter.(package private) class
final class
final class
final class
The Markowitz model, in this class, is defined as:(package private) final class
Normalised weights Portfolio(package private) class
final class
SimpleAsset is used to describe 1 asset (portfolio member).final class
Fields in org.ojalgo.data.domain.finance.portfolio declared as FinancePortfolioModifier and TypeFieldDescriptionprivate final FinancePortfolio
NormalisedPortfolio.myBasePortfolio
private final FinancePortfolio
CharacteristicLine.myMarketPortfolio
private final FinancePortfolio
PortfolioMixer.myTarget
Fields in org.ojalgo.data.domain.finance.portfolio with type parameters of type FinancePortfolioModifier and TypeFieldDescriptionprivate final ArrayList
<FinancePortfolio> PortfolioMixer.myComponents
private final List
<FinancePortfolio> BlackLittermanModel.myViews
Methods in org.ojalgo.data.domain.finance.portfolio that return FinancePortfolioModifier and TypeMethodDescriptionfinal FinancePortfolio
FinancePortfolio.normalise()
Normalised weights Portfoliofinal FinancePortfolio
FinancePortfolio.normalise
(NumberContext weightsContext) Normalised weights PortfolioMethods in org.ojalgo.data.domain.finance.portfolio that return types with arguments of type FinancePortfolioModifier and TypeMethodDescriptionprotected List
<FinancePortfolio> BlackLittermanModel.getViews()
Methods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolioModifier and TypeMethodDescriptionvoid
BlackLittermanModel.addView
(FinancePortfolio aView) double
CharacteristicLine.calculateBeta
(FinancePortfolio anyAsset) double
CharacteristicLine.calculateCorrelation
(FinancePortfolio anyAsset) double
CharacteristicLine.calculateCovariance
(FinancePortfolio anyAsset) double
BlackLittermanContext.calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) final double
EquilibriumModel.calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) double
FinancePortfolio.Context.calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) double
PortfolioContext.calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) double
SimplePortfolio.calculatePortfolioReturn
(FinancePortfolio weightsPortfolio) double
BlackLittermanContext.calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) final double
EquilibriumModel.calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) double
FinancePortfolio.Context.calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) double
PortfolioContext.calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) double
SimplePortfolio.calculatePortfolioVariance
(FinancePortfolio weightsPortfolio) void
FixedReturnsPortfolio.calibrate
(FinancePortfolio targetWeights) final int
FinancePortfolio.compareTo
(FinancePortfolio reference) final double
FinancePortfolio.getConformance
(FinancePortfolio reference) Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolioModifierConstructorDescriptionBlackLittermanModel
(FinancePortfolio.Context context, FinancePortfolio originalWeights) CharacteristicLine
(FinancePortfolio theMarketPortfolio) FixedWeightsPortfolio
(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio) (package private)
NormalisedPortfolio
(FinancePortfolio basePortfolio, NumberContext weightsContext) PortfolioMixer
(FinancePortfolio target, Collection<? extends FinancePortfolio> components) PortfolioMixer
(FinancePortfolio target, FinancePortfolio... components) SimpleAsset
(FinancePortfolio portfolio) SimpleAsset
(FinancePortfolio portfolio, Comparable<?> weight) SimplePortfolio
(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio) Constructor parameters in org.ojalgo.data.domain.finance.portfolio with type arguments of type FinancePortfolioModifierConstructorDescriptionPortfolioMixer
(FinancePortfolio target, Collection<? extends FinancePortfolio> components)