Uses of Interface
org.drip.investing.factors.FactorPortfolioRanker
Package | Description |
---|---|
org.drip.investing.factors |
Factor Types, Characteristics, and Constitution
|
org.drip.investing.riskindex |
Implementation of Risk Factor Indices
|
-
Uses of FactorPortfolioRanker in org.drip.investing.factors
Classes in org.drip.investing.factors that implement FactorPortfolioRanker Modifier and Type Class Description class
TopDownSegmentRanker
TopDownSegmentRanker implements the Top-Down Sliced Ranking the Factor Portfolio Constituents.Methods in org.drip.investing.factors that return FactorPortfolioRanker Modifier and Type Method Description FactorPortfolioRanker
Factor. portfolioRanker()
Retrieve the Factor Portfolio Ranker -
Uses of FactorPortfolioRanker in org.drip.investing.riskindex
Methods in org.drip.investing.riskindex with parameters of type FactorPortfolioRanker Modifier and Type Method Description ValueFactor
ValueFactor. DividendYield(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
Build a Value Factor Instance based off of the Dividend Yield MetricValueFactor
ValueFactor. PBRatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
Build a Value Factor Instance based off of the P/B Ratio MetricValueFactor
ValueFactor. PERatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
Build a Value Factor Instance based off of the P/E Ratio MetricValueFactor
ValueFactor. PSRatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
Build a Value Factor Instance based off of the P/S Ratio MetricConstructors in org.drip.investing.riskindex with parameters of type FactorPortfolioRanker Constructor Description CapitalizationFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
CapitalizationFactor ConstructorInvestmentFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
InvestmentFactor ConstructorMarketFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
MarketFactor ConstructorMramorPahorFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
MramorPahorFactor ConstructorProfitabilityFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
ProfitabilityFactor ConstructorValueFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
ValueFactor ConstructorVolatilityFactor(java.lang.String code, int metricType, FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)
VolatilityFactor Constructor