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

Packages that use MarketEquilibrium

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

Uses of MarketEquilibrium in org.ojalgo.finance.portfolio

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

Modifier and Type	Method and Description
MarketEquilibrium	MarketEquilibrium.clean() Equivalent to copying, but additionally the covariance matrix will be cleaned of negative and very small eigenvalues to make it positive definite.
MarketEquilibrium	MarketEquilibrium.copy()

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

Constructor and Description
BlackLittermanModel(MarketEquilibrium marketEquilibrium, BasicMatrix originalWeights)
EfficientFrontier(MarketEquilibrium marketEquilibrium, BasicMatrix expectedExcessReturns)
FixedReturnsPortfolio(MarketEquilibrium aMarketEquilibrium, BasicMatrix returnsVector)
FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium, BasicMatrix assetWeightsInColumn)
MarkowitzModel(MarketEquilibrium marketEquilibrium, BasicMatrix expectedExcessReturns)