org.ojalgo.finance
Class EquilibriumPortfolio

java.lang.Object
  org.ojalgo.finance.EquilibriumPortfolio

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

@Deprecated
public final class EquilibriumPortfolio
extends Object

EquilibriumPortfolio

Author:

apete

Constructor Summary

EquilibriumPortfolio(BasicMatrix aCovarianceMatrix, BasicMatrix aPortfolio, BigDecimal aRiskAversion)
Deprecated.

EquilibriumPortfolio(MarketEquilibrium aMarket, BasicMatrix aPortfolio)
Deprecated.

Method Summary

void	calibrate(BasicMatrix aReturnsVctr) Deprecated.
BigDecimal	getMeanReturn() Deprecated. The mean/expected return of this asset.
BigDecimal	getReturnVariance() Deprecated.
String[]	getSymbols() Deprecated.
List<BigDecimal>	getWeights() Deprecated.

Methods inherited from class java.lang.Object

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

Constructor Detail

EquilibriumPortfolio

public EquilibriumPortfolio(BasicMatrix aCovarianceMatrix,
                            BasicMatrix aPortfolio,
                            BigDecimal aRiskAversion)

Deprecated.

EquilibriumPortfolio

public EquilibriumPortfolio(MarketEquilibrium aMarket,
                            BasicMatrix aPortfolio)

Deprecated.

Method Detail

calibrate

public void calibrate(BasicMatrix aReturnsVctr)

Deprecated.

getMeanReturn

public BigDecimal getMeanReturn()

Deprecated.

The mean/expected return of this asset. May return either the absolute or excess return of the asset. The context in which an instance is used should make it clear which.

getReturnVariance

public BigDecimal getReturnVariance()

Deprecated.

getSymbols

public String[] getSymbols()

Deprecated.

getWeights

public List<BigDecimal> getWeights()

Deprecated.