org.ojalgo.finance.portfolio
Class CapitalAssetPricingModel

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

public final class CapitalAssetPricingModel
extends Object

Constructor Summary

CapitalAssetPricingModel(FinancePortfolio theMarketPortfolio)

Method Summary

BigDecimal	calculateBeta(FinancePortfolio anyAsset)
BigDecimal	calculateCorrelation(FinancePortfolio anyAsset)
BigDecimal	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 BigDecimal calculateBeta(FinancePortfolio anyAsset)

calculateCorrelation

public BigDecimal calculateCorrelation(FinancePortfolio anyAsset)

calculateCovariance

public BigDecimal calculateCovariance(FinancePortfolio anyAsset)