biz.ojalgo.finance

Interface MarketView

All Superinterfaces:

BusinessObject

public interface MarketView
extends BusinessObject

A market view is a an investor/analyst opinion or a computer/system/model forecast in the form of portfolio weights toDefinitionPortfolio() and an estimated return for that portfolio.

Author:

apete

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	MarketView.Asset
static class	MarketView.Confidence
static interface	MarketView.Evaluation
static interface	MarketView.Evaluator The entity (person/user) that assigns confidence to MarketViews.
static class	MarketView.Logic

Method Summary

Modifier and Type	Method and Description
FinancePortfolio	getEvaluatedViewPortfolio() A view portfolio that can be used directly with BlackLittermanModel.addView(FinancePortfolio).
double	getMarketViewReturn()
FinancePortfolio	toDefinitionPortfolio() The FinancePortfolio that defines this ModernPortfolio (primarily in terms of portfolio asset weights).
FinancePortfolio	toMarketViewPortfolio() The toDefinitionPortfolio() where the expected return has been replaced with getMarketViewReturn().

Methods inherited from interface biz.ojalgo.BusinessObject

toDisplayString

Method Detail

getEvaluatedViewPortfolio

FinancePortfolio getEvaluatedViewPortfolio()

A view portfolio that can be used directly with BlackLittermanModel.addView(FinancePortfolio).

getMarketViewReturn

double getMarketViewReturn()

toMarketViewPortfolio

FinancePortfolio toMarketViewPortfolio()

The toDefinitionPortfolio() where the expected return has been replaced with getMarketViewReturn().

toDefinitionPortfolio

FinancePortfolio toDefinitionPortfolio()

The FinancePortfolio that defines this ModernPortfolio (primarily in terms of portfolio asset weights).