Class | Description |
---|---|
BlackLittermanCombinationEngine |
BlackLittermanCombinationEngine implements the Engine that generates the Combined/Posterior Distributions
from the Prior and the Conditional Joint R^1 Multivariate Normal Distributions.
|
BlackLittermanCustomConfidenceOutput |
BlackLittermanCustomConfidenceOutput holds the Outputs generated from a Custom COnfidence Black Litterman
Bayesian COmbination Run.
|
BlackLittermanOutput |
BlackLittermanOutput holds the essential Outputs generated from either a Full or a Custom Confidence of
the Projection Black Litterman Bayesian Combination Run.
|
MeucciViewUncertaintyParameterization |
MeucciViewUncertaintyParameterization demonstrates the Meucci Parameterization for the View Projection
Uncertainty Matrix.
|
PriorControlSpecification |
PriorControlSpecification contains the Black Litterman Prior Specification Settings.
|
ProjectionExposure |
ProjectionExposure holds the Projection Exposure Loadings that Weight the Exposure to the Projection Pick
Portfolio.
|
ProjectionImpliedConfidenceOutput |
ProjectionImpliedConfidenceOutput holds the Results of the Idzorek 2005 Black Litterman Intuitive
Projection Confidence Level Estimation Run.
|
ProjectionSpecification |
ProjectionSpecification contains the Black Litterman Projection Specification Settings.
|