Uses of Package
org.drip.investing.riskindex
| Package | Description |
|---|---|
| org.drip.investing.model |
Multi-Factor Model Suite implementation
|
| org.drip.investing.riskindex |
Implementation of Risk Factor Indices
|
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Classes in org.drip.investing.riskindex used by org.drip.investing.model Class Description CapitalizationFactor CapitalizationFactor is the Implementation of the Capitalization Factor.InvestmentFactor InvestmentFactor is the Implementation of the Investment Factor.MarketFactor MarketFactor is the Implementation of the Market Factor.MomentumFactor MomentumFactor is the Implementation of the Momentum Factor.MramorPahorFactor MramorPahorFactor is the Implementation of the Mramor-Pahor Accounting Manipulation Proxy Factor.ProfitabilityFactor ProfitabilityFactor is the Implementation of the Profitability Factor.ValueFactor ValueFactor is the Implementation of the Value Factor. -
Classes in org.drip.investing.riskindex used by org.drip.investing.riskindex Class Description MomentumFactor MomentumFactor is the Implementation of the Momentum Factor.MomentumFactorMeta MomentumFactorMeta contains the Meta Information behind the Momentum Factor.ValueFactor ValueFactor is the Implementation of the Value Factor.