Uses of Class
org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.bayesian |
Black Litterman Bayesian Portfolio Construction
|
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Uses of ProjectionImpliedConfidenceOutput in org.drip.portfolioconstruction.bayesian
Methods in org.drip.portfolioconstruction.bayesian that return ProjectionImpliedConfidenceOutput Modifier and Type Method Description ProjectionImpliedConfidenceOutputBlackLittermanCombinationEngine. impliedConfidenceRun()Compute the Idzorek Implied Projection Confidence Level