FinancePortfolio.Context

All Known Implementing Classes:

BlackLittermanContext, BlackLittermanModel, EfficientFrontier, EquilibriumModel, FixedReturnsPortfolio, FixedWeightsPortfolio, MarkowitzModel, OptimisedPortfolio, PortfolioContext, SimplePortfolio

Enclosing class:

FinancePortfolio
```
public static interface FinancePortfolio.Context
```

Method Summary

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

Method Detail

calculatePortfolioReturn

double calculatePortfolioReturn(FinancePortfolio weightsPortfolio)

calculatePortfolioVariance

double calculatePortfolioVariance(FinancePortfolio weightsPortfolio)

getAssetReturns
```
MatrixR064 getAssetReturns()
```

getAssetVolatilities
```
MatrixR064 getAssetVolatilities()
```

getCorrelations
```
MatrixR064 getCorrelations()
```

getCovariances
```
MatrixR064 getCovariances()
```

size
```
int size()
```