Package org.drip.service.assetallocation

Class BlackLittermanProcessor

java.lang.Object
org.drip.service.assetallocation.BlackLittermanProcessor
public class BlackLittermanProcessor
extends java.lang.Object
BlackLittermanProcessor Sets Up and Executes a JSON Based In/Out Processing Service for the Black Litterman Bayesian View Incorporation/Parameter Estimation. It provides the following Functions:
  • JSON Based in/out Bayesian Co-variance/Returns Estimation Thunker

Module Computational Core Module
Library Computation Support
Project Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package JSON Based In/Out Service
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    BlackLittermanProcessor()  

  • Method Summary

    Modifier and Type Method Description
    static JSONObject Estimate​(JSONObject jsonParameter)
    JSON Based in/out Bayesian Co-variance/Returns Estimation Thunker

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • BlackLittermanProcessor

      public BlackLittermanProcessor()

  • Method Details

    • Estimate

      public static final JSONObject Estimate​(JSONObject jsonParameter)
      JSON Based in/out Bayesian Co-variance/Returns Estimation Thunker
      Parameters:
      jsonParameter - Bayesian Co-variance/Returns Estimation Parameters
      Returns:
      JSON Bayesian Co-variance/Returns Estimation Response