Uses of Package
org.drip.portfolioconstruction.bayesian
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.bayesian |
Black Litterman Bayesian Portfolio Construction
|
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Classes in org.drip.portfolioconstruction.bayesian used by org.drip.portfolioconstruction.bayesian Class Description BlackLittermanCustomConfidenceOutput BlackLittermanCustomConfidenceOutput holds the Outputs generated from a Custom Confidence Black Litterman Bayesian Combination Run.BlackLittermanOutput BlackLittermanOutput holds the essential Outputs generated from either a Full or a Custom Confidence of the Projection Black Litterman Bayesian Combination Run.PriorControlSpecification PriorControlSpecification contains the Black Litterman Prior Specification Settings.ProjectionExposure ProjectionExposure holds the Projection Exposure Loadings that Weight the Exposure to the Projection Pick Portfolio.ProjectionImpliedConfidenceOutput ProjectionImpliedConfidenceOutput holds the Results of the Idzorek 2005 Black Litterman Intuitive Projection Confidence Level Estimation Run.ProjectionSpecification ProjectionSpecification contains the Black Litterman Projection Specification Settings.