Uses of Class
org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation

Packages that use ForwardReverseHoldingsAllocation

Package	Description
org.drip.portfolioconstruction.allocator	MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.bayesian	Black Litterman Bayesian Portfolio Construction

Uses of ForwardReverseHoldingsAllocation in org.drip.portfolioconstruction.allocator

Methods in org.drip.portfolioconstruction.allocator that return ForwardReverseHoldingsAllocation

Modifier and Type	Method	Description
static ForwardReverseHoldingsAllocation	ForwardReverseHoldingsAllocation.Forward(java.lang.String[] assetIDArray, double[] expectedAssetExcessReturnsArray, double[][] assetExcessReturnsCovarianceMatrix, double riskAversion)	Construct an Instance of ForwardReverseHoldingsAllocation from a Standard Forward Optimize Operation
static ForwardReverseHoldingsAllocation	ForwardReverseHoldingsAllocation.Reverse(Portfolio equilibriumPortfolio, double[][] assetExcessReturnsCovarianceMatrix, double riskAversion)	Construct an Instance of ForwardReverseHoldingsAllocation from a Standard Reverse Optimize Operation
static ForwardReverseHoldingsAllocation	ForwardReverseHoldingsAllocation.Standard(Portfolio equilibriumPortfolio, double riskAversion, double[][] assetExcessReturnsCovarianceMatrix, double[] expectedAssetExcessReturnsArray)	Construct a Standard Instance of ForwardReverseHoldingsAllocation

Uses of ForwardReverseHoldingsAllocation in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return ForwardReverseHoldingsAllocation

Modifier and Type	Method	Description
ForwardReverseHoldingsAllocation	BlackLittermanOutput.adjustedOptimizationOutput()	Retrieve the Adjusted Forward Equilibrium Optimization Metrics

Constructors in org.drip.portfolioconstruction.bayesian with parameters of type ForwardReverseHoldingsAllocation

Constructor	Description
BlackLittermanCombinationEngine(ForwardReverseHoldingsAllocation forwardReverseOptimizationOutputUnadjusted, PriorControlSpecification priorControlSpecification, ProjectionSpecification projectionSpecification)	BlackLittermanCombinationEngine Construction
BlackLittermanCustomConfidenceOutput(ForwardReverseHoldingsAllocation forwardReverseOptimizationOutput, double[] allocationAdjustmentTiltArray, R1MultivariateConvolutionMetrics jointPosteriorMetrics)	BlackLittermanCustomConfidenceOutput Constructor
BlackLittermanOutput(ForwardReverseHoldingsAllocation adjustedOptimizationOutput, double[] allocationAdjustmentTiltArray)	BlackLittermanOutput Constructor