org.drip.sample.helitterman

Class Table5Reconciler

java.lang.Object

org.drip.sample.helitterman.Table5Reconciler

public class Table5Reconciler
extends java.lang.Object

Table5Reconciler reconciles the First Set of Outputs (Table #5) of the Black-Litterman Model Process as illustrated in the Following Paper: - He. G., and R. Litterman (1999): The Intuition behind the Black-Litterman Model Portfolios, Goldman Sachs Asset Management

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
Table5Reconciler()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Table5Reconciler

public Table5Reconciler()

Method Detail

main

public static final void main(java.lang.String[] astArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception