org.ojalgo.finance.portfolio

Interface FinancePortfolio.Context

All Known Implementing Classes:

BlackLittermanModel, EfficientFrontier, FixedReturnsPortfolio, FixedWeightsPortfolio, MarkowitzModel, PortfolioContext, SimplePortfolio

Enclosing class:

FinancePortfolio

public static interface FinancePortfolio.Context

Method Summary

Modifier and Type	Method and Description
double	calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
BasicMatrix	getAssetReturns()
BasicMatrix	getAssetVolatilities()
BasicMatrix	getCorrelations()
BasicMatrix	getCovariances()
int	size()

Method Detail

calculatePortfolioReturn

double calculatePortfolioReturn(FinancePortfolio weightsPortfolio)

calculatePortfolioVariance

double calculatePortfolioVariance(FinancePortfolio weightsPortfolio)

getAssetReturns

BasicMatrix getAssetReturns()

getAssetVolatilities

BasicMatrix getAssetVolatilities()

getCorrelations

BasicMatrix getCorrelations()

getCovariances

BasicMatrix getCovariances()

size

int size()