Uses of Class
org.drip.investing.riskindex.InvestmentFactor
Package | Description |
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org.drip.investing.model |
Multi-Factor Model Suite implementation
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Uses of InvestmentFactor in org.drip.investing.model
Methods in org.drip.investing.model with parameters of type InvestmentFactor Modifier and Type Method Description static FamaFrench5F
FamaFrench5F. Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, ProfitabilityFactor profitabilityFactor, InvestmentFactor investmentFactor)
Construct a Standard Instance of the 5F Fama-French Model using the Factor Instances