Uses of Class
org.drip.investing.factors.FactorModel
Package | Description |
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org.drip.investing.model |
Multi-Factor Model Suite implementation
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Uses of FactorModel in org.drip.investing.model
Subclasses of FactorModel in org.drip.investing.model Modifier and Type Class Description class
CapitalAssetPricing1F
CapitalAssetPricing1F implements the One-factor Capital Asset Pricing Model.class
Carhart4F
Carhart4F implements the Four-Factor Carhart Model.class
FamaFrench3F
FamaFrench3F implements the Three-Factor Fama-French Model.class
FamaFrench5F
FamaFrench3F implements the Five-Factor Fama-French Model.class
MramorPahorFoye3F
MramorPahorFoye3F implements the Mramor-Pahor Fama-French Model.