Uses of Interface
org.drip.portfolioconstruction.risk.AssetCovariance

Packages that use AssetCovariance

Package	Description
org.drip.portfolioconstruction.core	Core Portfolio Construction Component Suite
org.drip.portfolioconstruction.risk	Portfolio Construction Risk/Covariance Component

Uses of AssetCovariance in org.drip.portfolioconstruction.core

Methods in org.drip.portfolioconstruction.core that return AssetCovariance

Modifier and Type	Method	Description
AssetCovariance	Account.assetCovariance()	Retrieve the Asset Co-variance Risk Model

Methods in org.drip.portfolioconstruction.core with parameters of type AssetCovariance

Modifier and Type	Method	Description
boolean	Account.setAssetCovariance(AssetCovariance assetCovarianceRiskModel)	Set the Asset Co-variance Risk Model

Uses of AssetCovariance in org.drip.portfolioconstruction.risk

Classes in org.drip.portfolioconstruction.risk that implement AssetCovariance

Modifier and Type	Class	Description
class	AssetCovarianceDense	AssetCovarianceDense contains the Joint Dense Covariance for the Pair of the Set of Assets.
class	AssetCovarianceFactor	AssetCovarianceFactor contains the Joint Factor Covariance for the Pair of the Set of Assets.