Uses of Class
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
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Packages that use FinancePortfolio 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 in org.ojalgo.data.domain.finance.portfolio
Subclasses of FinancePortfolio in org.ojalgo.data.domain.finance.portfolio Modifier and Type Class Description classBlackLittermanModelprivate static classBlackLittermanModel.ViewView/Forecast/OpinionclassEfficientFrontierRepresents a portfolio on the efficient fronter.(package private) classEquilibriumModelclassFixedReturnsPortfolioclassFixedWeightsPortfolioclassMarkowitzModelThe Markowitz model, in this class, is defined as:(package private) classNormalisedPortfolioNormalised weights Portfolio(package private) classOptimisedPortfolioclassSimpleAssetSimpleAsset is used to describe 1 asset (portfolio member).classSimplePortfolioFields in org.ojalgo.data.domain.finance.portfolio declared as FinancePortfolio Modifier and Type Field Description private FinancePortfolioNormalisedPortfolio. myBasePortfolioprivate FinancePortfolioCharacteristicLine. myMarketPortfolioprivate FinancePortfolioPortfolioMixer. myTargetFields in org.ojalgo.data.domain.finance.portfolio with type parameters of type FinancePortfolio Modifier and Type Field Description private java.util.ArrayList<FinancePortfolio>PortfolioMixer. myComponentsprivate java.util.List<FinancePortfolio>BlackLittermanModel. myViewsMethods in org.ojalgo.data.domain.finance.portfolio that return FinancePortfolio Modifier and Type Method Description FinancePortfolioFinancePortfolio. normalise()Normalised weights PortfolioFinancePortfolioFinancePortfolio. normalise(NumberContext weightsContext)Normalised weights PortfolioMethods in org.ojalgo.data.domain.finance.portfolio that return types with arguments of type FinancePortfolio Modifier and Type Method Description protected java.util.List<FinancePortfolio>BlackLittermanModel. getViews()Methods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio Modifier and Type Method Description voidBlackLittermanModel. addView(FinancePortfolio aView)doubleCharacteristicLine. calculateBeta(FinancePortfolio anyAsset)doubleCharacteristicLine. calculateCorrelation(FinancePortfolio anyAsset)doubleCharacteristicLine. calculateCovariance(FinancePortfolio anyAsset)doubleBlackLittermanContext. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)doubleEquilibriumModel. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)doubleFinancePortfolio.Context. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)doublePortfolioContext. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)doubleSimplePortfolio. calculatePortfolioReturn(FinancePortfolio weightsPortfolio)doubleBlackLittermanContext. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)doubleEquilibriumModel. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)doubleFinancePortfolio.Context. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)doublePortfolioContext. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)doubleSimplePortfolio. calculatePortfolioVariance(FinancePortfolio weightsPortfolio)voidFixedReturnsPortfolio. calibrate(FinancePortfolio targetWeights)intFinancePortfolio. compareTo(FinancePortfolio reference)doubleFinancePortfolio. getConformance(FinancePortfolio reference)Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio Constructor Description BlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights)CharacteristicLine(FinancePortfolio theMarketPortfolio)FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)NormalisedPortfolio(FinancePortfolio basePortfolio, NumberContext weightsContext)PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)SimpleAsset(FinancePortfolio portfolio)SimpleAsset(FinancePortfolio portfolio, java.lang.Comparable<?> weight)SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)Constructor parameters in org.ojalgo.data.domain.finance.portfolio with type arguments of type FinancePortfolio Constructor Description PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)
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