Uses of Package
org.drip.investing.factors
| Package | Description |
|---|---|
| org.drip.investing.engine |
Quantitative Investment Run Execution Engine
|
| org.drip.investing.factors |
Factor Types, Characteristics, and Constitution
|
| org.drip.investing.model |
Multi-Factor Model Suite implementation
|
| org.drip.investing.riskindex |
Implementation of Risk Factor Indices
|
-
Classes in org.drip.investing.factors used by org.drip.investing.engine Class Description Factor Factor holds the Named Factor and its Portfolio. -
Classes in org.drip.investing.factors used by org.drip.investing.factors Class Description Factor Factor holds the Named Factor and its Portfolio.FactorComponentLoading FactorComponentLoading holds the Weight and the Loading corresponding to each Factor.FactorPortfolio FactorPortfolio has the Portfolio Details that constitute a Factor.FactorPortfolioRanker FactorPortfolioRanker contains Functionality for Ranking the Factor Portfolio Constituents.TopDownSegmentRanker TopDownSegmentRanker implements the Top-Down Sliced Ranking the Factor Portfolio Constituents. -
Classes in org.drip.investing.factors used by org.drip.investing.model Class Description FactorModel FactorModel contains the Settings of a Scheme that calibrates Betas over the specified Collection of Factors. -
Classes in org.drip.investing.factors used by org.drip.investing.riskindex Class Description Factor Factor holds the Named Factor and its Portfolio.FactorPortfolio FactorPortfolio has the Portfolio Details that constitute a Factor.FactorPortfolioRanker FactorPortfolioRanker contains Functionality for Ranking the Factor Portfolio Constituents.