Uses of Class
org.drip.portfolioconstruction.asset.PortfolioMetrics

Packages that use PortfolioMetrics

Package	Description
org.drip.portfolioconstruction.allocator
org.drip.portfolioconstruction.mpt

Uses of PortfolioMetrics in org.drip.portfolioconstruction.allocator

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

Modifier and Type	Method and Description
PortfolioMetrics	OptimizationOutput.optimalMetrics() Retrieve the Optimal Portfolio Metrics

Methods in org.drip.portfolioconstruction.allocator with parameters of type PortfolioMetrics

Modifier and Type	Method and Description
PortfolioBenchmarkMetrics	ForwardReverseOptimizationOutput.benchmarkMetrics(PortfolioMetrics pmBenchmark) Compute the Portfolio Relative Metrics using the specified Benchmark

Constructors in org.drip.portfolioconstruction.allocator with parameters of type PortfolioMetrics

Constructor and Description
ForwardReverseOptimizationOutput(Portfolio pfOptimal, PortfolioMetrics pmOptimal, double dblRiskAversion, double[][] aadblAssetExcessReturnsCovariance, double[] adblExpectedAssetExcessReturns) ForwardReverseOptimizationOutput Constructor
OptimizationOutput(Portfolio pfOptimal, PortfolioMetrics pmOptimal) OptimizationOutput Constructor

Uses of PortfolioMetrics in org.drip.portfolioconstruction.mpt

Methods in org.drip.portfolioconstruction.mpt that return PortfolioMetrics

Modifier and Type	Method and Description
PortfolioMetrics	CapitalAllocationLine.tangencyPortfolioMetrics() Retrieve the Tangency Portfolio Metrics

Constructors in org.drip.portfolioconstruction.mpt with parameters of type PortfolioMetrics

Constructor and Description
CapitalAllocationLine(double dblRiskFreeRate, PortfolioMetrics pmTangency) CapitalAllocationLine Constructor