org.ojalgo.finance.portfolio

Class CapitalAssetPricingModel

java.lang.Object

org.ojalgo.finance.portfolio.CapitalAssetPricingModel

public final class CapitalAssetPricingModel
extends Object

Constructor Summary

Constructors

Constructor and Description
CapitalAssetPricingModel(FinancePortfolio theMarketPortfolio)

Method Summary

Methods

Modifier and Type	Method and Description
double	calculateBeta(FinancePortfolio anyAsset)
double	calculateCorrelation(FinancePortfolio anyAsset)
double	calculateCovariance(FinancePortfolio anyAsset)

Methods inherited from class java.lang.Object

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

Constructor Detail

CapitalAssetPricingModel

public CapitalAssetPricingModel(FinancePortfolio theMarketPortfolio)

Method Detail

calculateBeta

public double calculateBeta(FinancePortfolio anyAsset)

calculateCorrelation

public double calculateCorrelation(FinancePortfolio anyAsset)

calculateCovariance

public double calculateCovariance(FinancePortfolio anyAsset)