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

Modifier and Type

Method

Description

double

calculatePortfolioReturn(FinancePortfolio weightsPortfolio)

double

calculatePortfolioVariance(FinancePortfolio weightsPortfolio)

MatrixR064

getAssetReturns()

MatrixR064

getAssetVolatilities()

MatrixR064

getCorrelations()

MatrixR064

getCovariances()

int

size()

Method Details
- 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()