org.ojalgo.finance
Class CapitalAssetPricingModel

java.lang.Object
  org.ojalgo.finance.CapitalAssetPricingModel

Deprecated. Since Version 24. Use the org.ojalgo.finance.portfolio package instead.

@Deprecated
public final class CapitalAssetPricingModel
extends Object

CapitalAssetPricingModel

Author:

apete

Constructor Summary

CapitalAssetPricingModel(org.ojalgo.finance.PortfolioDescriptor theMarketPortfolio)
Deprecated.

Method Summary

BigDecimal	calculateBeta(org.ojalgo.finance.InstrumentDescriptor anyInstrument) Deprecated.
BigDecimal	calculateCorrelation(org.ojalgo.finance.InstrumentDescriptor anyInstrument) Deprecated.
BigDecimal	calculateCovariance(org.ojalgo.finance.InstrumentDescriptor anyInstrument) Deprecated.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CapitalAssetPricingModel

public CapitalAssetPricingModel(org.ojalgo.finance.PortfolioDescriptor theMarketPortfolio)

Deprecated.

Method Detail

calculateBeta

public BigDecimal calculateBeta(org.ojalgo.finance.InstrumentDescriptor anyInstrument)

Deprecated.

calculateCorrelation

public BigDecimal calculateCorrelation(org.ojalgo.finance.InstrumentDescriptor anyInstrument)

Deprecated.

calculateCovariance

public BigDecimal calculateCovariance(org.ojalgo.finance.InstrumentDescriptor anyInstrument)

Deprecated.