Uses of Class
org.drip.portfolioconstruction.bayesian.ProjectionSpecification
Package | Description |
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org.drip.portfolioconstruction.bayesian |
Black Litterman Bayesian Portfolio Construction
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Uses of ProjectionSpecification in org.drip.portfolioconstruction.bayesian
Constructors in org.drip.portfolioconstruction.bayesian with parameters of type ProjectionSpecification Constructor Description BlackLittermanCombinationEngine(ForwardReverseHoldingsAllocation forwardReverseOptimizationOutputUnadjusted, PriorControlSpecification priorControlSpecification, ProjectionSpecification projectionSpecification)
BlackLittermanCombinationEngine Construction