Uses of Class
org.drip.investing.riskindex.MomentumFactor

Packages that use MomentumFactor

Package	Description
org.drip.investing.model	Multi-Factor Model Suite implementation
org.drip.investing.riskindex	Implementation of Risk Factor Indices

Uses of MomentumFactor in org.drip.investing.model

Methods in org.drip.investing.model with parameters of type MomentumFactor

Modifier and Type	Method	Description
static Carhart4F	Carhart4F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, MomentumFactor momentumFactor)	Construct a Standard Instance of the 4F Carhart Model using the Factor Instances

Uses of MomentumFactor in org.drip.investing.riskindex

Methods in org.drip.investing.riskindex that return MomentumFactor

Modifier and Type	Method	Description
static MomentumFactor	MomentumFactor.CRSP(int metricType, FactorPortfolio portfolio)	Construct a CRSP Instance of the Momentum Factor