org.ojalgo.finance.portfolio
Interface FinancePortfolio

All Known Implementing Classes:

BlackLittermanModel, CovarianceBasedModel, EquilibriumReturnsPortfolio, EquilibriumWeightsPortfolio, MarkowitzModel, MeanVarianceAsset, NormalisedPortfolio, SimpleAsset, StrategicShift, StrategicTransformation

public interface FinancePortfolio

Method Summary

BigDecimal	getMeanReturn() The mean/expected return of this asset.
BigDecimal	getReturnVariance() The asset's return variance.
BigDecimal	getVolatility() Volatility refers to the standard deviation of the change in value of an asset with a specific time horizon.
List<BigDecimal>	getWeights() This method returns a list of the weights of the Portfolio's contained assets.

Method Detail

getMeanReturn

BigDecimal getMeanReturn()

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

BigDecimal getReturnVariance()

The asset's return variance.

getVolatility

BigDecimal getVolatility()

Volatility refers to the standard deviation of the change in value of an asset with a specific time horizon. It is often used to quantify the risk of the asset over that time period.

getWeights

List<BigDecimal> getWeights()

This method returns a list of the weights of the Portfolio's contained assets.