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
|
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Uses of Factor in org.drip.investing.engine
Methods in org.drip.investing.engine that return Factor Modifier and Type Method Description FactorAssetLoading. 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 booleanFactorModel. addFactor(Factor factor)Add the Factor to the ModelbooleanFactorModel. 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 classCapitalizationFactorCapitalizationFactor is the Implementation of the Capitalization Factor.classInvestmentFactorInvestmentFactor is the Implementation of the Investment Factor.classMarketFactorMarketFactor is the Implementation of the Market Factor.classMomentumFactorMomentumFactor is the Implementation of the Momentum Factor.classMramorPahorFactorMramorPahorFactor is the Implementation of the Mramor-Pahor Accounting Manipulation Proxy Factor.classProfitabilityFactorProfitabilityFactor is the Implementation of the Profitability Factor.classValueFactorValueFactor is the Implementation of the Value Factor.classVolatilityFactorVolatilityFactor is the Implementation of the Volatility Factor.