Uses of Class
org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput

Packages that use ForwardReverseOptimizationOutput

Package	Description
org.drip.portfolioconstruction.allocator
org.drip.portfolioconstruction.bayesian

Uses of ForwardReverseOptimizationOutput in org.drip.portfolioconstruction.allocator

Methods in org.drip.portfolioconstruction.allocator that return ForwardReverseOptimizationOutput

Modifier and Type	Method and Description
static ForwardReverseOptimizationOutput	ForwardReverseOptimizationOutput.Forward(java.lang.String[] astrAssetID, double[] adblExpectedAssetExcessReturns, double[][] aadblAssetExcessReturnsCovariance, double dblRiskAversion) Construct an Instance of ForwardReverseOptimizationOutput from a Standard Forward Optimize Operation
static ForwardReverseOptimizationOutput	ForwardReverseOptimizationOutput.Reverse(Portfolio pfEquilibrium, double[][] aadblAssetExcessReturnsCovariance, double dblRiskAversion) Construct an Instance of ForwardReverseOptimizationOutput from a Standard Reverse Optimize Operation
static ForwardReverseOptimizationOutput	ForwardReverseOptimizationOutput.Standard(Portfolio pfOptimal, double dblRiskAversion, double[][] aadblAssetExcessReturnsCovariance, double[] adblExpectedAssetExcessReturns) Construct a Standard Instance of ForwardReverseOptimizationOutput

Uses of ForwardReverseOptimizationOutput in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return ForwardReverseOptimizationOutput

Modifier and Type	Method and Description
ForwardReverseOptimizationOutput	BlackLittermanOutput.adjustedMetrics() Retrieve the Adjusted Forward Equilibrium Optimization Metrics

Constructors in org.drip.portfolioconstruction.bayesian with parameters of type ForwardReverseOptimizationOutput

Constructor and Description
BlackLittermanCombinationEngine(ForwardReverseOptimizationOutput frooUnadjusted, PriorControlSpecification pcs, ProjectionSpecification ps) BlackLittermanCombinationEngine Construction
BlackLittermanCustomConfidenceOutput(ForwardReverseOptimizationOutput frooAdjusted, double[] adblAllocationAdjustmentTilt, JointPosteriorMetrics jpm) BlackLittermanCustomConfidenceOutput Constructor
BlackLittermanOutput(ForwardReverseOptimizationOutput frooAdjusted, double[] adblAllocationAdjustmentTilt) BlackLittermanOutput Constructor