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 BlackLittermanCustomConfidenceOutputProjectionImpliedConfidenceOutput. customConfidenceOutput()Retrieve the Custom Projection Confidence Black Litterman Run OutputBlackLittermanCustomConfidenceOutputBlackLittermanCombinationEngine. 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