Uses of Class
org.drip.investing.factors.FactorPortfolio

Packages that use FactorPortfolio

Package	Description
org.drip.investing.factors	Factor Types, Characteristics, and Constitution
org.drip.investing.riskindex	Implementation of Risk Factor Indices

Uses of FactorPortfolio in org.drip.investing.factors

Methods in org.drip.investing.factors that return FactorPortfolio

Modifier and Type	Method	Description
FactorPortfolio	Factor.portfolio()	Retrieve the Factor Portfolio

Uses of FactorPortfolio in org.drip.investing.riskindex

Methods in org.drip.investing.riskindex with parameters of type FactorPortfolio

Modifier and Type	Method	Description
static MomentumFactor	MomentumFactor.CRSP(int metricType, FactorPortfolio portfolio)	Construct a CRSP Instance of the Momentum Factor
ValueFactor	ValueFactor.DividendYield(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the Dividend Yield Metric
ValueFactor	ValueFactor.PBRatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the P/B Ratio Metric
ValueFactor	ValueFactor.PERatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the P/E Ratio Metric
ValueFactor	ValueFactor.PSRatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the P/S Ratio Metric

Constructors in org.drip.investing.riskindex with parameters of type FactorPortfolio

Constructor	Description
CapitalizationFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	CapitalizationFactor Constructor
InvestmentFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	InvestmentFactor Constructor
MarketFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	MarketFactor Constructor
MomentumFactor(java.lang.String code, java.lang.String description, int metricType, FactorPortfolio portfolio, MomentumFactorMeta meta)	MomentumFactor Constructor
MramorPahorFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	MramorPahorFactor Constructor
ProfitabilityFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	ProfitabilityFactor Constructor
ValueFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	ValueFactor Constructor
VolatilityFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	VolatilityFactor Constructor