Package | Description |
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org.ojalgo.finance.portfolio |
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
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Class and Description |
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FinancePortfolio
A FinancePortfolio is primarily a set of portfolio asset weights.
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FinancePortfolio.Context |
MarketEquilibrium
MarketEquilibrium translates between the market portfolio weights and the equilibrium excess returns.
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SimpleAsset
SimpleAsset is used to describe 1 asset (portfolio member).
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