Package | Description |
---|---|
org.ojalgo.finance.portfolio |
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
|
Modifier and Type | Class and Description |
---|---|
class |
BlackLittermanModel |
class |
EfficientFrontier
Represents a portfolio on the efficient fronter.
|
class |
FixedReturnsPortfolio |
class |
FixedWeightsPortfolio |
class |
MarkowitzModel
The Markowitz model, in this class, is defined as:
|
class |
PortfolioContext |
class |
SimplePortfolio |
Modifier and Type | Method and Description |
---|---|
void |
FixedWeightsPortfolio.calibrate(FinancePortfolio.Context targetReturns) |
Constructor and Description |
---|
BlackLittermanModel(FinancePortfolio.Context context,
FinancePortfolio originalWeights) |
EfficientFrontier(FinancePortfolio.Context portfolioContext) |
FixedReturnsPortfolio(FinancePortfolio.Context aContext) |
FixedWeightsPortfolio(FinancePortfolio.Context aContext,
FinancePortfolio weightsPortfolio) |
MarkowitzModel(FinancePortfolio.Context portfolioContext) |
SimplePortfolio(FinancePortfolio.Context portfolioContext,
FinancePortfolio weightsPortfolio) |
Copyright © 2017 Optimatika. All rights reserved.