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

Packages that use MarketEquilibrium

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

Uses of MarketEquilibrium in org.ojalgo.data.domain.finance.portfolio

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

Modifier and Type	Method	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.data.domain.finance.portfolio with parameters of type MarketEquilibrium

Modifier	Constructor	Description
	BlackLittermanModel(MarketEquilibrium marketEquilibrium, MatrixR064 originalWeights)
	EfficientFrontier(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)
	FixedReturnsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 returnsVector)
	FixedWeightsPortfolio(MarketEquilibrium aMarketEquilibrium, MatrixR064 assetWeightsInColumn)
	MarkowitzModel(MarketEquilibrium marketEquilibrium, MatrixR064 expectedExcessReturns)