Table5Reconciler

java.lang.Object

org.drip.sample.helitterman.Table5Reconciler

public class Table5Reconciler
extends java.lang.Object

Table5Reconciler reconciles the First Set of Outputs (Table #5) of the Black-Litterman Model Process as illustrated in the Following Paper:

He. G., and R. Litterman (1999): The Intuition behind the Black-Litterman Model Portfolios, Goldman Sachs Asset Management

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = DROP API Construction and Usage
Package = He Litterman (1999) Projection Loadings

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

Table5Reconciler()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] argumentArray)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- Table5Reconciler
  
  public Table5Reconciler()
Method Details
- main
  
  public static final void main(java.lang.String[] argumentArray) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  argumentArray - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation