org.ojalgo.finance.portfolio

Class CharacteristicLine

java.lang.Object

org.ojalgo.finance.portfolio.CharacteristicLine

public final class CharacteristicLine
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
double	alpha
double	beta
double	epsilon

Constructor Summary

Constructors

Constructor and Description
CharacteristicLine(FinancePortfolio theMarketPortfolio)

Method Summary

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

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

Field Detail

beta

public double beta

alpha

public double alpha

epsilon

public double epsilon

Constructor Detail

CharacteristicLine

public CharacteristicLine(FinancePortfolio theMarketPortfolio)

Method Detail

calculateBeta

public double calculateBeta(FinancePortfolio anyAsset)

calculateCorrelation

public double calculateCorrelation(FinancePortfolio anyAsset)

calculateCovariance

public double calculateCovariance(FinancePortfolio anyAsset)