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