Uses of Class
org.drip.investing.factors.Factor
Package | Description |
---|---|
org.drip.investing.engine |
Quantitative Investment Run Execution Engine
|
org.drip.investing.factors |
Factor Types, Characteristics, and Constitution
|
org.drip.investing.riskindex |
Implementation of Risk Factor Indices
|
-
Uses of Factor in org.drip.investing.engine
Methods in org.drip.investing.engine that return Factor Modifier and Type Method Description Factor
AssetLoading. factor()
Retrieve the Underlying FactorConstructors in org.drip.investing.engine with parameters of type Factor Constructor Description AssetLoading(Factor factor, double expectedFactorReturns, double factorBeta, int factorBetaType)
AssetLoading Constructor -
Uses of Factor in org.drip.investing.factors
Methods in org.drip.investing.factors that return types with arguments of type Factor Modifier and Type Method Description java.util.Map<java.lang.String,Factor>
FactorModel. factorMap()
Retrieve the Named Map of Factors underlying the Modeljava.util.Collection<Factor>
FactorModel. factorSet()
Retrieve the Collection of FactorsMethods in org.drip.investing.factors with parameters of type Factor Modifier and Type Method Description boolean
FactorModel. addFactor(Factor factor)
Add the Factor to the Modelboolean
FactorModel. containsFactor(Factor factor)
Indicate if the Factor is Part of the Model -
Uses of Factor in org.drip.investing.riskindex
Subclasses of Factor in org.drip.investing.riskindex Modifier and Type Class Description class
CapitalizationFactor
CapitalizationFactor is the Implementation of the Capitalization Factor.class
InvestmentFactor
InvestmentFactor is the Implementation of the Investment Factor.class
MarketFactor
MarketFactor is the Implementation of the Market Factor.class
MomentumFactor
MomentumFactor is the Implementation of the Momentum Factor.class
MramorPahorFactor
MramorPahorFactor is the Implementation of the Mramor-Pahor Accounting Manipulation Proxy Factor.class
ProfitabilityFactor
ProfitabilityFactor is the Implementation of the Profitability Factor.class
ValueFactor
ValueFactor is the Implementation of the Value Factor.class
VolatilityFactor
VolatilityFactor is the Implementation of the Volatility Factor.