Uses of Class
org.ojalgo.data.domain.finance.portfolio.MarketEquilibrium

Packages that use MarketEquilibrium

Package	Description
org.ojalgo.data.domain.finance.portfolio	Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.

Uses of MarketEquilibrium in org.ojalgo.data.domain.finance.portfolio

Fields in org.ojalgo.data.domain.finance.portfolio declared as MarketEquilibrium

Modifier and Type	Field	Description
private final MarketEquilibrium	EquilibriumModel.myMarketEquilibrium

Methods in org.ojalgo.data.domain.finance.portfolio that return MarketEquilibrium

Modifier and Type	Method	Description
MarketEquilibrium	MarketEquilibrium.clean()	Equivalent to copying, but additionally the covariance matrix will be cleaned of negative and very small eigenvalues to make it positive definite.
MarketEquilibrium	MarketEquilibrium.copy()
final MarketEquilibrium	EquilibriumModel.getMarketEquilibrium()

Constructors in org.ojalgo.data.domain.finance.portfolio with parameters of type MarketEquilibrium

Modifier	Constructor	Description
private	BlackLittermanModel(MarketEquilibrium aMarketEquilibrium)
	BlackLittermanModel(MarketEquilibrium marketEquilibrium, MatrixR064 originalWeights)
	EfficientFrontier(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)
protected	EquilibriumModel(MarketEquilibrium marketEquilibrium)
private	FixedReturnsPortfolio(MarketEquilibrium aMarketEquilibrium)
	FixedReturnsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 returnsVector)
private	FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium)
	FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 assetWeightsInColumn)
(package private)	MarketEquilibrium(MarketEquilibrium marketEquilibrium)
	MarkowitzModel(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)
(package private)	OptimisedPortfolio(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)