BlackLittermanContext

java.lang.Object
- org.ojalgo.data.domain.finance.portfolio.BlackLittermanContext

All Implemented Interfaces:: FinancePortfolio.Context

final class BlackLittermanContext
extends java.lang.Object
implements FinancePortfolio.Context

Constructor Summary

Constructors
Constructor Description

BlackLittermanContext()

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`calculatePortfolioReturn(FinancePortfolio weightsPortfolio)`
`double`	`calculatePortfolioVariance(FinancePortfolio weightsPortfolio)`
`MatrixR064`	`getAssetReturns()`
`MatrixR064`	`getAssetVolatilities()`
`MatrixR064`	`getCorrelations()`
`MatrixR064`	`getCovariances()`
`int`	`size()`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - BlackLittermanContext
```
public BlackLittermanContext()
```
- Method Detail
  - calculatePortfolioReturn
```
public double calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
```
    Specified by:
    
    calculatePortfolioReturn in interface FinancePortfolio.Context
  - calculatePortfolioVariance
```
public double calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
```
    Specified by:
    
    calculatePortfolioVariance in interface FinancePortfolio.Context
  - getAssetReturns
```
public MatrixR064 getAssetReturns()
```
    Specified by:
    
    getAssetReturns in interface FinancePortfolio.Context
  - getAssetVolatilities
```
public MatrixR064 getAssetVolatilities()
```
    Specified by:
    
    getAssetVolatilities in interface FinancePortfolio.Context
  - getCorrelations
```
public MatrixR064 getCorrelations()
```
    Specified by:
    
    getCorrelations in interface FinancePortfolio.Context
  - getCovariances
```
public MatrixR064 getCovariances()
```
    Specified by:
    
    getCovariances in interface FinancePortfolio.Context
  - size
```
public int size()
```
    Specified by:
    
    size in interface FinancePortfolio.Context