Uses of Class
org.drip.portfolioconstruction.bayesian.BlackLittermanCustomConfidenceOutput

Packages that use BlackLittermanCustomConfidenceOutput

Package	Description
org.drip.portfolioconstruction.bayesian

Uses of BlackLittermanCustomConfidenceOutput in org.drip.portfolioconstruction.bayesian

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

Modifier and Type	Method and Description
BlackLittermanCustomConfidenceOutput	ProjectionImpliedConfidenceOutput.customConfidenceOutput() Retrieve the Custom Projection Confidence Black Litterman Run Output
BlackLittermanCustomConfidenceOutput	BlackLittermanCombinationEngine.customConfidenceRun() Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator Using the specified Confidence Level

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

Constructor and Description
ProjectionImpliedConfidenceOutput(double[] adblUnadjustedWeight, BlackLittermanCustomConfidenceOutput blcco, BlackLittermanOutput bloFullConfidence) ProjectionImpliedConfidenceOutput Constructor