AssetSecurityCharacteristicLine

java.lang.Object

org.drip.portfolioconstruction.mpt.AssetSecurityCharacteristicLine

public class AssetSecurityCharacteristicLine
extends java.lang.Object

AssetSecurityCharacteristicLine holds the Asset Alpha and Beta from which the Asset's Excess Returns over the Risk-Free Rate are estimated.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Security Characteristic Capital Allocation Lines

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

AssetSecurityCharacteristicLine(double alpha, double beta)
AssetSecurityCharacteristicLine Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`alpha()`	Retrieve the Asset's Alpha
`double`	`beta()`	Retrieve the Asset's Beta
`double`	`excessReturns(double marketExcessReturns)`	Retrieve the Excess Returns over the Market for the Asset

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- AssetSecurityCharacteristicLine
  
  public AssetSecurityCharacteristicLine(double alpha, double beta) throws java.lang.Exception
  
  AssetSecurityCharacteristicLine Constructor
  
  Parameters:
  
  alpha - The Asset's Alpha
  
  beta - The Asset's Beta
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- alpha
  
  public double alpha()
  
  Retrieve the Asset's Alpha
  
  Returns:
  
  The Asset's Alpha
- beta
  
  public double beta()
  
  Retrieve the Asset's Beta
  
  Returns:
  
  The Asset's Beta
- excessReturns
  
  public double excessReturns(double marketExcessReturns) throws java.lang.Exception
  
  Retrieve the Excess Returns over the Market for the Asset
  
  Parameters:
  
  marketExcessReturns - The Market Premium, i.e., the Excess Market Returns over the Risk Free Rate
  
  Returns:
  
  The Excess Returns over the Market for the Asset
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid