biz.ojalgo.finance

Interface TargetPortfolio

All Superinterfaces:

BusinessObject

public interface TargetPortfolio
extends BusinessObject

Author:

apete

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	TargetPortfolio.Asset
static class	TargetPortfolio.Logic
static class	TargetPortfolio.WeightsContext

Method Summary

Modifier and Type	Method and Description
SimplePortfolio	toDefinitionPortfolio() Complete set of (historical) data; return, risk, correlations and market portfolio weights.
FixedWeightsPortfolio	toEquilibriumModel()

Methods inherited from interface biz.ojalgo.BusinessObject

toDisplayString

Method Detail

toDefinitionPortfolio

SimplePortfolio toDefinitionPortfolio()

Complete set of (historical) data; return, risk, correlations and market portfolio weights.

See Also:

ModernPortfolio.toDefinitionPortfolio()

toEquilibriumModel

FixedWeightsPortfolio toEquilibriumModel()