Package org.drip.service.assetallocation

JSON Based In/Out Service
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BlackLittermanProcessor
    BlackLittermanProcessor Sets Up and Executes a JSON Based In/Out Processing Service for the Black Litterman Bayesian View Incorporation/Parameter Estimation.
    PortfolioConstructionProcessor
    PortfolioConstructionProcessor Sets Up and Executes a JSON Based In/Out Processing Service for Constrained and Unconstrained Portfolio Construction.