Uses of Class
org.drip.portfolioconstruction.risk.AttributeJointFactor

Packages that use AttributeJointFactor

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

Uses of AttributeJointFactor in org.drip.portfolioconstruction.risk

Subclasses of AttributeJointFactor in org.drip.portfolioconstruction.risk

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

Methods in org.drip.portfolioconstruction.risk that return AttributeJointFactor

Modifier and Type	Method	Description
static AttributeJointFactor	AttributeJointFactor.Standard(java.lang.String name, java.lang.String id, java.lang.String description, java.lang.String[] assetIDArray, java.lang.String[] factorIDArray, double[][] assetFactorLoadingGrid, double[][] crossFactorAttributeGrid, double[] assetSpecificAttributeArray)	Generate a Standard Instance of AttributeJointFactor