Uses of Class
com.quantfinlib.optimization.BlackLitterman.Posterior

Packages that use BlackLitterman.Posterior

Package	Description
com.quantfinlib.optimization	Portfolio optimisers and the solvers behind them.

Uses of BlackLitterman.Posterior in com.quantfinlib.optimization

Methods in com.quantfinlib.optimization that return BlackLitterman.Posterior

Modifier and Type	Method	Description
static BlackLitterman.Posterior	BlackLitterman.posterior(double tau, double[][] covariance, double[] equilibriumReturns, double[][] p, double[] q, double[] omegaDiag)	Full posterior: mean, covariance of the mean and covariance of returns.