FixedWeightsPortfolio

java.lang.Object
- org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
- - org.ojalgo.data.domain.finance.portfolio.EquilibriumModel
  - - org.ojalgo.data.domain.finance.portfolio.FixedWeightsPortfolio

All Implemented Interfaces:

java.lang.Comparable<FinancePortfolio>, FinancePortfolio.Context
```
public final class FixedWeightsPortfolio
extends EquilibriumModel
```

Nested Class Summary
- Nested classes/interfaces inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
  FinancePortfolio.Context

Field Summary

Fields
Modifier and Type Field Description

private MatrixR064 myWeights
- Fields inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
  MATRIX_FACTORY

Constructor Summary

Constructors
Modifier	Constructor	Description
	`FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)`
`private`	`FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium)`
	`FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 assetWeightsInColumn)`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`protected MatrixR064`	`calculateAssetReturns()`
`protected MatrixR064`	`calculateAssetWeights()`
`void`	`calibrate(java.util.List<? extends java.lang.Comparable<?>> targetReturns)`
`void`	`calibrate(FinancePortfolio.Context targetReturns)`

Methods inherited from class org.ojalgo.data.domain.finance.portfolio.EquilibriumModel
calculateAssetReturns, calculateAssetWeights, calculatePortfolioReturn, calculatePortfolioReturn, calculatePortfolioVariance, calculatePortfolioVariance, calibrate, getAssetReturns, getAssetVolatilities, getAssetWeights, getCorrelations, getCovariances, getMarketEquilibrium, getMeanReturn, getReturnVariance, getRiskAversion, getSymbols, getWeights, isDefaultRiskAversion, reset, setRiskAversion, size, toSimpleAssets, toSimplePortfolio, toString

Methods inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
compareTo, forecast, getConformance, getLossProbability, getLossProbability, getSharpeRatio, getSharpeRatio, getValueAtRisk, getValueAtRisk95, getVolatility, normalise, normalise

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

Field Detail
- myWeights
```
private final MatrixR064 myWeights
```

Constructor Detail

FixedWeightsPortfolio

public FixedWeightsPortfolio(FinancePortfolio.Context aContext,
                             FinancePortfolio weightsPortfolio)

FixedWeightsPortfolio

public FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium,
                             MatrixR064 assetWeightsInColumn)

FixedWeightsPortfolio

private FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium)

Method Detail

calibrate

public void calibrate(FinancePortfolio.Context targetReturns)

calibrate

public void calibrate(java.util.List<? extends java.lang.Comparable<?>> targetReturns)

calculateAssetReturns
```
protected MatrixR064 calculateAssetReturns()
```
Specified by:

calculateAssetReturns in class EquilibriumModel

calculateAssetWeights
```
protected MatrixR064 calculateAssetWeights()
```
Specified by:

calculateAssetWeights in class EquilibriumModel