org.drip.json.assetallocation

Class BlackLittermanProcessor

java.lang.Object

org.drip.json.assetallocation.BlackLittermanProcessor

public class BlackLittermanProcessor
extends java.lang.Object

BlackLittermanProcessor Sets Up and Executes a JSON Based In/Out Processing Service for the Black Litterman Bayesian View Incorporation/Parameter Estimation.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BlackLittermanProcessor()

Method Summary

Modifier and Type	Method and Description
static JSONObject	Estimate(JSONObject jsonParameter) JSON Based in/out Bayesian Co-variance/Returns Estimation Thunker

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BlackLittermanProcessor

public BlackLittermanProcessor()

Method Detail

Estimate

public static final JSONObject Estimate(JSONObject jsonParameter)

JSON Based in/out Bayesian Co-variance/Returns Estimation Thunker

Parameters:

jsonParameter - Bayesian Co-variance/Returns Estimation Parameters

Returns:

JSON Bayesian Co-variance/Returns Estimation Response