Uses of Class
org.drip.portfolioconstruction.asset.PortfolioMetrics

Packages that use PortfolioMetrics

Package	Description
org.drip.portfolioconstruction.allocator	MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.cardinality	Portfolio Construction under Cardinality Bounds
org.drip.portfolioconstruction.mpt	Security Characteristic Capital Allocation Lines
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite

Uses of PortfolioMetrics in org.drip.portfolioconstruction.allocator

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

Modifier and Type	Method	Description
PortfolioMetrics	HoldingsAllocation.optimalMetrics()	Retrieve the Optimal Portfolio Metrics

Methods in org.drip.portfolioconstruction.allocator with parameters of type PortfolioMetrics

Modifier and Type	Method	Description
PortfolioBenchmarkMetrics	ForwardReverseHoldingsAllocation.benchmarkMetrics(PortfolioMetrics benchmarkPortfolioMetrics)	Compute the Portfolio Relative Metrics using the specified Benchmark

Constructors in org.drip.portfolioconstruction.allocator with parameters of type PortfolioMetrics

Constructor	Description
ForwardReverseHoldingsAllocation(Portfolio optimalEquilibriumPortfolio, PortfolioMetrics optimalEquilibriumPortfolioMetrics, double riskAversion, double[][] assetExcessReturnsCovarianceMatrix, double[] expectedAssetExcessReturnsArray)	ForwardReverseHoldingsAllocation Constructor
HoldingsAllocation(Portfolio optimalPortfolio, PortfolioMetrics optimalPortfolioMetrics)	HoldingsAllocation Constructor

Uses of PortfolioMetrics in org.drip.portfolioconstruction.cardinality

Constructors in org.drip.portfolioconstruction.cardinality with parameters of type PortfolioMetrics

Constructor	Description
TadonkiVialHoldingsAllocation(Portfolio optimalPortfolio, PortfolioMetrics optimalPortfolioMetrics)	TadonkiVialHoldingsAllocation Constructor

Uses of PortfolioMetrics in org.drip.portfolioconstruction.mpt

Methods in org.drip.portfolioconstruction.mpt that return PortfolioMetrics

Modifier and Type	Method	Description
PortfolioMetrics	CapitalAllocationLine.tangencyPortfolioMetrics()	Retrieve the Tangency Portfolio Metrics

Constructors in org.drip.portfolioconstruction.mpt with parameters of type PortfolioMetrics

Constructor	Description
CapitalAllocationLine(double riskFreeRate, PortfolioMetrics tangencyPortfolioMetrics)	CapitalAllocationLine Constructor

Uses of PortfolioMetrics in org.drip.portfolioconstruction.optimizer

Methods in org.drip.portfolioconstruction.optimizer that return PortfolioMetrics

Modifier and Type	Method	Description
PortfolioMetrics	RebalancerAnalytics.portfolioMetrics()	Retrieve the Portfolio Metrics

Constructors in org.drip.portfolioconstruction.optimizer with parameters of type PortfolioMetrics

Constructor	Description
RebalancerAnalytics(double objectiveValue, Holdings finalHoldings, CaseInsensitiveHashMap<java.lang.Double> objectiveTermRealizationMap, CaseInsensitiveHashMap<ConstraintRealization> constraintRealizationMap, PortfolioMetrics portfolioMetrics, PortfolioBenchmarkMetrics portfolioBenchmarkMetrics)	RebalancerAnalytics Constructor