Uses of Class
org.ojalgo.finance.portfolio.FinancePortfolio

Packages that use FinancePortfolio

Package	Description
org.ojalgo.finance.portfolio	Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.

Uses of FinancePortfolio in org.ojalgo.finance.portfolio

Subclasses of FinancePortfolio in org.ojalgo.finance.portfolio

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	SimpleAsset SimpleAsset is used to describe 1 asset (portfolio member).
class	SimplePortfolio

Methods in org.ojalgo.finance.portfolio that return FinancePortfolio

Modifier and Type	Method and Description
FinancePortfolio	FinancePortfolio.normalise() Normalised weights Portfolio
FinancePortfolio	FinancePortfolio.normalise(NumberContext weightsContext) Normalised weights Portfolio

Methods in org.ojalgo.finance.portfolio that return types with arguments of type FinancePortfolio

Modifier and Type	Method and Description
protected List<FinancePortfolio>	BlackLittermanModel.getViews()

Methods in org.ojalgo.finance.portfolio with parameters of type FinancePortfolio

Modifier and Type	Method and Description
void	BlackLittermanModel.addView(FinancePortfolio aView)
double	CharacteristicLine.calculateBeta(FinancePortfolio anyAsset)
double	CharacteristicLine.calculateCorrelation(FinancePortfolio anyAsset)
double	CharacteristicLine.calculateCovariance(FinancePortfolio anyAsset)
double	SimplePortfolio.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	PortfolioContext.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	FinancePortfolio.Context.calculatePortfolioReturn(FinancePortfolio weightsPortfolio)
double	SimplePortfolio.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double	PortfolioContext.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
double	FinancePortfolio.Context.calculatePortfolioVariance(FinancePortfolio weightsPortfolio)
void	FixedReturnsPortfolio.calibrate(FinancePortfolio targetWeights)
int	FinancePortfolio.compareTo(FinancePortfolio reference)
double	FinancePortfolio.getConformance(FinancePortfolio reference)

Constructors in org.ojalgo.finance.portfolio with parameters of type FinancePortfolio

Constructor and Description
BlackLittermanModel(FinancePortfolio.Context context, FinancePortfolio originalWeights)
CharacteristicLine(FinancePortfolio theMarketPortfolio)
FixedWeightsPortfolio(FinancePortfolio.Context aContext, FinancePortfolio weightsPortfolio)
PortfolioMixer(FinancePortfolio target, Collection<? extends FinancePortfolio> components)
PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)
PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)
SimpleAsset(FinancePortfolio portfolio)
SimpleAsset(FinancePortfolio portfolio, Number weight)
SimplePortfolio(FinancePortfolio.Context portfolioContext, FinancePortfolio weightsPortfolio)

Constructor parameters in org.ojalgo.finance.portfolio with type arguments of type FinancePortfolio

Constructor and Description
PortfolioMixer(FinancePortfolio target, Collection<? extends FinancePortfolio> components)