Uses of Class
org.drip.portfolioconstruction.bayesian.BlackLittermanCustomConfidenceOutput
Package | Description |
---|---|
org.drip.portfolioconstruction.bayesian |
Black Litterman Bayesian Portfolio Construction
|
-
Uses of BlackLittermanCustomConfidenceOutput in org.drip.portfolioconstruction.bayesian
Methods in org.drip.portfolioconstruction.bayesian that return BlackLittermanCustomConfidenceOutput Modifier and Type Method Description BlackLittermanCustomConfidenceOutput
ProjectionImpliedConfidenceOutput. customConfidenceOutput()
Retrieve the Custom Projection Confidence Black Litterman Run OutputBlackLittermanCustomConfidenceOutput
BlackLittermanCombinationEngine. customConfidenceRun()
Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator Using the specified Confidence LevelConstructors in org.drip.portfolioconstruction.bayesian with parameters of type BlackLittermanCustomConfidenceOutput Constructor Description ProjectionImpliedConfidenceOutput(double[] unadjustedWeightArray, BlackLittermanCustomConfidenceOutput customConfidenceOutput, BlackLittermanOutput fullConfidenceOutput)
ProjectionImpliedConfidenceOutput Constructor