Uses of Interface
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio.Context
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Packages that use FinancePortfolio.Context Package Description org.ojalgo.data.domain.finance.portfolio Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory. -
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Uses of FinancePortfolio.Context in org.ojalgo.data.domain.finance.portfolio
Classes in org.ojalgo.data.domain.finance.portfolio that implement FinancePortfolio.Context Modifier and Type Class Description (package private) classBlackLittermanContextclassBlackLittermanModelclassEfficientFrontierRepresents a portfolio on the efficient fronter.(package private) classEquilibriumModelclassFixedReturnsPortfolioclassFixedWeightsPortfolioclassMarkowitzModelThe Markowitz model, in this class, is defined as:(package private) classOptimisedPortfolioclassPortfolioContextclassSimplePortfolioMethods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio.Context Modifier and Type Method Description voidFixedWeightsPortfolio. calibrate(FinancePortfolio.Context targetReturns)Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio.Context Constructor Description BlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights)EfficientFrontier(FinancePortfolio.Context portfolioContext)EquilibriumModel(FinancePortfolio.Context portfolioContext)FixedReturnsPortfolio(FinancePortfolio.Context aContext)FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)MarkowitzModel(FinancePortfolio.Context portfolioContext)OptimisedPortfolio(FinancePortfolio.Context portfolioContext)SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)
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