Uses of Interface
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio.Context
Packages that use FinancePortfolio.Context
Package
Description
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.ContextModifier and TypeClassDescription(package private) final classfinal classfinal classRepresents a portfolio on the efficient fronter.(package private) classfinal classfinal classfinal classThe Markowitz model, in this class, is defined as:(package private) classclassfinal classMethods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio.ContextModifier and TypeMethodDescriptionvoidFixedWeightsPortfolio.calibrate(FinancePortfolio.Context targetReturns) Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio.ContextModifierConstructorDescriptionBlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights) EfficientFrontier(FinancePortfolio.Context portfolioContext) protectedEquilibriumModel(FinancePortfolio.Context portfolioContext) FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio) MarkowitzModel(FinancePortfolio.Context portfolioContext) (package private)OptimisedPortfolio(FinancePortfolio.Context portfolioContext) SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)