Uses of Package
org.drip.investing.model
| Package | Description |
|---|---|
| org.drip.investing.model |
Multi-Factor Model Suite implementation
|
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Classes in org.drip.investing.model used by org.drip.investing.model Class Description CapitalAssetPricing1F CapitalAssetPricing1F implements the One-factor Capital Asset Pricing Model.Carhart4F Carhart4F implements the Four-Factor Carhart Model.FamaFrench3F FamaFrench3F implements the Three-Factor Fama-French Model.FamaFrench5F FamaFrench3F implements the Five-Factor Fama-French Model.MramorPahorFoye3F MramorPahorFoye3F implements the Mramor-Pahor Fama-French Model.