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

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.

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
final class	BlackLittermanModel
private static final class	BlackLittermanModel.View	View/Forecast/Opinion
final class	EfficientFrontier	Represents a portfolio on the efficient fronter.
(package private) class	EquilibriumModel
final class	FixedReturnsPortfolio
final class	FixedWeightsPortfolio
final class	MarkowitzModel	The Markowitz model, in this class, is defined as:
(package private) final class	NormalisedPortfolio	Normalised weights Portfolio
(package private) class	OptimisedPortfolio
final class	SimpleAsset	SimpleAsset is used to describe 1 asset (portfolio member).
final class	SimplePortfolio

Classes in org.ojalgo.data.domain.finance.portfolio that implement interfaces with type arguments of type FinancePortfolio

Modifier and Type	Class	Description
class	FinancePortfolio	A FinancePortfolio is primarily a set of portfolio asset weights.

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

Modifier and Type	Field	Description
private final FinancePortfolio	NormalisedPortfolio.myBasePortfolio
private final FinancePortfolio	CharacteristicLine.myMarketPortfolio
private final FinancePortfolio	PortfolioMixer.myTarget

Fields in org.ojalgo.data.domain.finance.portfolio with type parameters of type FinancePortfolio

Modifier and Type	Field	Description
private final ArrayList<FinancePortfolio>	PortfolioMixer.myComponents
private final List<FinancePortfolio>	BlackLittermanModel.myViews

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

Modifier and Type	Method	Description
final FinancePortfolio	FinancePortfolio.normalise()	Normalised weights Portfolio
final FinancePortfolio	FinancePortfolio.normalise(NumberContext weightsContext)	Normalised weights Portfolio

Methods in org.ojalgo.data.domain.finance.portfolio that return types with arguments of type FinancePortfolio

Modifier and Type	Method	Description
protected List<FinancePortfolio>	BlackLittermanModel.getViews()

Methods in org.ojalgo.data.domain.finance.portfolio with parameters of type FinancePortfolio

Modifier and Type	Method	Description
void	BlackLittermanModel.addView(FinancePortfolio aView)
double	CharacteristicLine.calculateBeta(FinancePortfolio anyAsset)
double	CharacteristicLine.calculateCorrelation(FinancePortfolio anyAsset)
double	CharacteristicLine.calculateCovariance(FinancePortfolio anyAsset)
double	BlackLittermanContext.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
final double	EquilibriumModel.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	FinancePortfolio.Context.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	PortfolioContext.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	SimplePortfolio.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	BlackLittermanContext.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
final double	EquilibriumModel.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double	FinancePortfolio.Context.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double	PortfolioContext.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double	SimplePortfolio.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
void	FixedReturnsPortfolio.calibrate(FinancePortfolio targetWeights)
final int	FinancePortfolio.compareTo(FinancePortfolio reference)
final double	FinancePortfolio.getConformance(FinancePortfolio reference)

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

Modifier	Constructor	Description
	BlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights)
	CharacteristicLine(FinancePortfolio theMarketPortfolio)
	FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)
(package private)	NormalisedPortfolio(FinancePortfolio basePortfolio, NumberContext weightsContext)
	PortfolioMixer(FinancePortfolio target, Collection<? extends FinancePortfolio> components)
	PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)
	SimpleAsset(FinancePortfolio portfolio)
	SimpleAsset(FinancePortfolio portfolio, Comparable<?> weight)
	SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)

Constructor parameters in org.ojalgo.data.domain.finance.portfolio with type arguments of type FinancePortfolio

Modifier	Constructor	Description
	PortfolioMixer(FinancePortfolio target, Collection<? extends FinancePortfolio> components)