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

Packages that use BlackLittermanOutput

Package	Description
org.drip.portfolioconstruction.bayesian

Uses of BlackLittermanOutput in org.drip.portfolioconstruction.bayesian

Subclasses of BlackLittermanOutput in org.drip.portfolioconstruction.bayesian

Modifier and Type	Class and Description
class	BlackLittermanCustomConfidenceOutput BlackLittermanCustomConfidenceOutput holds the Outputs generated from a Custom COnfidence Black Litterman Bayesian COmbination Run.

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

Modifier and Type	Method and Description
BlackLittermanOutput	ProjectionImpliedConfidenceOutput.fullConfidenceOutput() Retrieve the Full Projection Confidence Black Litterman Run Output
BlackLittermanOutput	BlackLittermanCombinationEngine.fullConfidenceRun() Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator For 100% Confidence in the Projection
BlackLittermanOutput	BlackLittermanCombinationEngine.noConfidenceRun() Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator For 0% Confidence in the Projection

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

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