WebCab Portfolio
v5.0
(J2SE Edition)
A B C D E F G H I M N O P R S T U V W Y

A

AboveException - exception webcab.lib.finance.portfolio.AboveException.
The AboveException exception is thrown when the investors utility function does not select an optimal portfolio from the Efficient Frontier because for all values of the expected return considered the Utility function is greater than the Efficient Frontier.
AboveException() - Constructor for class webcab.lib.finance.portfolio.AboveException
 
absoluteToRelative(double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
The returned array has the same number of rows but every row is one unit shorter.
ANNUAL_DAY_COUNT_252 - Static variable in class webcab.lib.finance.portfolio.OptionsConstants
This constant identifies the 252 days per year convention.
ANNUAL_DAY_COUNT_360 - Static variable in class webcab.lib.finance.portfolio.OptionsConstants
This constant identifies the 360 days per year convention.
ANNUAL_DAY_COUNT_365 - Static variable in class webcab.lib.finance.portfolio.OptionsConstants
This constant identifies the 365 days per year convention.
archVolatilityEstimate(double, double, double[], double[]) - Method in class webcab.lib.finance.portfolio.Volatility
Returns the estimate of the volatility according to the ARCH model.
AssetParameters - class webcab.lib.finance.portfolio.AssetParameters.
Provides procedures for the evaluation of various quantities which are required within the application of this Component.
AssetParameters() - Constructor for class webcab.lib.finance.portfolio.AssetParameters
Creates a new instance.
AssetParametersJDBC - class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC.
This is the JDBC Mediator for the AssetParameters class.
AssetParametersJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Creates a new instance of this `JDBC interface' that encapsulates a AssetParameters class.
AssetParametersJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Creates a new instance of this `JDBC interface' that encapsulates a AssetParameters class.
AssetParametersJDBCException - exception webcab.lib.finance.portfolio.jdbc.AssetParametersJDBCException.
Exception to signal JDBC problems while calling the AssetParametersJDBC class.
AssetParametersJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBCException
 

B

BelowException - exception webcab.lib.finance.portfolio.BelowException.
The BelowException exception is thrown when the investors utility function does not select an optimal portfolio from the Efficient Frontier because for all values of the expected return considered the Utility function is less than the Efficient Frontier.
BelowException() - Constructor for class webcab.lib.finance.portfolio.BelowException
 

C

calculateEfficientFrontier(double[][], double[], int, double) - Method in class webcab.lib.finance.portfolio.Markowitz
This method calls the calculateEfficientFrontier by setting the range of the expected returns over which the Efficient Frontier is evaluated to be the entire range over which the (constrained) Efficient Frontier exists.
calculateEfficientFrontier(double[][], double[], int, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Constructs the Efficient Frontier over its extire range of expected returns.
calculateEfficientFrontier(double, double, double[][], double[], int, double) - Method in class webcab.lib.finance.portfolio.Markowitz
Calculates the interpolation points used in order to construct the Efficient Frontier with a given range of expected returns for a collection of assets from which the optimal portfolio can be constructed.
calculateEfficientFrontier(double, double, double[][], double[], int, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Constructs the Efficient Fonrtier over a given range of the expected return.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Given an array of Java objects, this method identifies the corresponding Markowitz method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Given an array of Java objects, this method identifies the corresponding Interpolation method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Given an array of Java objects, this method identifies the corresponding CapitalMarket method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Given an array of Java objects, this method identifies the corresponding EasyOptimal method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Given an array of Java objects, this method identifies the corresponding Volatility method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Given an array of Java objects, this method identifies the corresponding SolveFrontier method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Given an array of Java objects, this method identifies the corresponding AssetParameters method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Given an array of Java objects, this method identifies the corresponding TwoAssetPortfolio method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Given an array of Java objects, this method identifies the corresponding PerformanceEvaluation method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Markowitz method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Interpolation method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding CapitalMarket method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding EasyOptimal method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Volatility method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding SolveFrontier method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding AssetParameters method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding TwoAssetPortfolio method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding PerformanceEvaluation method methodName and applies it to every row in the query result set returning the results in a Object[] array.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Markowitz method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Interpolation method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding CapitalMarket method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding EasyOptimal method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Volatility method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding SolveFrontier method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding AssetParameters method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding TwoAssetPortfolio method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding PerformanceEvaluation method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Markowitz method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Interpolation method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding CapitalMarket method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding EasyOptimal method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Volatility method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding SolveFrontier method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding AssetParameters method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding TwoAssetPortfolio method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding PerformanceEvaluation method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
CapitalMarket - class webcab.lib.finance.portfolio.CapitalMarket.
Applies the Capital Asset Pricing Model (CAPM) to find the market portfolio and construct the Capital Market Line (CML).
CapitalMarket() - Constructor for class webcab.lib.finance.portfolio.CapitalMarket
Creates a new CapitalMarket instance.
CapitalMarketJDBC - class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC.
This is the JDBC Mediator for the CapitalMarket class.
CapitalMarketJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Creates a new instance of this `JDBC interface' that encapsulates a CapitalMarket class.
CapitalMarketJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Creates a new instance of this `JDBC interface' that encapsulates a CapitalMarket class.
CapitalMarketJDBCException - exception webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBCException.
Exception to signal JDBC problems while calling the CapitalMarketJDBC class.
CapitalMarketJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBCException
 
capmReturn(double, double[][], double[], double[], double, int, double) - Method in class webcab.lib.finance.portfolio.EasyOptimal
For an given value of the expected return find the weighting of the cash and (risky) assets of the optimal portfolio which can hold or lend cash at the prevailing market rate.
capmRisk(double, double[][], double[], double[], double, int, double) - Method in class webcab.lib.finance.portfolio.EasyOptimal
For a given value of the risk find the weighting of the cash and (risky) assets of the optimal portfolio which can hold or lend cash at the prevailing market rate.
close() - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying Markowitz instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying Interpolation instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying CapitalMarket instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying EasyOptimal instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying Volatility instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying SolveFrontier instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying AssetParameters instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying TwoAssetPortfolio instance.
close() - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Close all open database connections and frees all JDBC-specific held resources, including the underlying PerformanceEvaluation instance.
coefficientsInterpolatingPolynomial(double[], double[]) - Method in class webcab.lib.finance.portfolio.Interpolation
Evaluates the coefficients of the interpolating polynomial when the tabulation points are known.
coefficientsInterpolatingPolynomialStable(double[], double[]) - Method in class webcab.lib.finance.portfolio.Interpolation
Evaluates the coefficients of the interpolating polynomial when the tabulation points are known.
correlationCoef(double, double, double) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Returns the correlation coefficient between two assets.
covariance(double[], double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Uses a backwardly looking historical approach in order to evaluate the covariance between two assets.
covariance(double[], double[]) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
This method returns the covariance between the returns of the two assets.
covariance(double[], double[], double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Uses a forward looking scenario based approach in order to evaluate the covariance between two assets.
covariance(double[], double[], double[]) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Evaluates the covariance between the returns of two assets given the probability return distribution of each asset.
covarianceMatrix(double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Deprecated.
covarianceMatrix(double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Returns the (realized) covariance matrix for a collection of assets when the assets historical returns are known.
covarianceMatrix(double[], double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Deprecated.
covarianceMatrix(double[], double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Returns the covariance matrix for a collection of assets given a finite number of possible scenarios, the asset returns resulting from each one of these scenarios and the probability of each one of the scenarios taking place.
cubicSpline2ndDifferential(double[], double[], double, double) - Method in class webcab.lib.finance.portfolio.Interpolation
Evaluates the second derivatives of the cubic spline interpolation polynomial at the given functions tabulation points when the first derivative at the boundary (equivalently the end points) is known.
cubicSplinePointwise(double[], double[], double, double, double) - Method in class webcab.lib.finance.portfolio.Interpolation
Returns the value of the cubic spline interpolation at a given point.
cubicSplinePointwisePreEvaluation(double[], double[], double[], double) - Method in class webcab.lib.finance.portfolio.Interpolation
Returns the cubic spline interpolation of a function at a point.

D

daysYearRescaling(double, double, int) - Method in class webcab.lib.finance.portfolio.Volatility
Evaluates the annual volatility when the volatility of a given number of days is known.

E

EasyOptimal - class webcab.lib.finance.portfolio.EasyOptimal.
Presents the key functionality offered by the Markowitz Theory and Capital Asset Pricing Model (CAPM) in an easy to use and quickly understandable form.
EasyOptimal() - Constructor for class webcab.lib.finance.portfolio.EasyOptimal
Creates a new instance.
EasyOptimalJDBC - class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC.
This is the JDBC Mediator for the EasyOptimal class.
EasyOptimalJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Creates a new instance of this `JDBC interface' that encapsulates a EasyOptimal class.
EasyOptimalJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Creates a new instance of this `JDBC interface' that encapsulates a EasyOptimal class.
EasyOptimalJDBCException - exception webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBCException.
Exception to signal JDBC problems while calling the EasyOptimalJDBC class.
EasyOptimalJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBCException
 
efficientFrontier(double, double[][], double[], double) - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the (possibly constrained) weights of the assets within the portfolio which offers the least risk for a given expected return.
efficientFrontier(double, int) - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the (possibly constrained) weights of the assets of the portfolio which offers the least risk for a given expected return.
EfficientFrontierNotCalculatedException - exception webcab.lib.finance.portfolio.EfficientFrontierNotCalculatedException.
This exception is thrown if the efficient frontier has not been properly calculated using the calculateEfficientFrontier() method.
EfficientFrontierNotCalculatedException() - Constructor for class webcab.lib.finance.portfolio.EfficientFrontierNotCalculatedException
 
ewmaVolatilityEstimate(double, double, double, double) - Method in class webcab.lib.finance.portfolio.Volatility
This method returns the estimate of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the (i-1)th day according to the EWMA model with respect to changes in the market variable.
ewmaVolatilityEstimateInduction(double, double, double[], double[]) - Method in class webcab.lib.finance.portfolio.Volatility
Estimates of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the 0th day, according to the EWMA model with respect to changes in the market variable.
expectedReturn(double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Estimates the expected return from the historical values of an asset by evaluating the arithmetic average of the returns over the period considered.
expectedReturn(double[], double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Evaluates the expected return of an asset given the (finite) probability distribution of its returns.
expectedReturns(double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Deprecated.
expectedReturns(double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Estimates the expected returns from the historical values of a collection of assets by evaluating the arithmetic average of the returns for each asset within the collection over the period considered.
expectedReturns(double[], double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Deprecated.

F

findReturn(double[], double[], double[], double[], double) - Method in class webcab.lib.finance.portfolio.SolveFrontier
Evaluates a value of the expected return of the portfolio on the Efficient Frontier which is optimal with respect to the investors (Return) Utility function which is a function of the expected return.
findReturn(double, double[], double[]) - Method in class webcab.lib.finance.portfolio.SolveFrontier
Evaluates the expected return of a portfolio on the efficient frontier which has a given level of risk.
findRisk(double[], double[], double[], double[], double) - Method in class webcab.lib.finance.portfolio.SolveFrontier
Evaluates a value of the risk of the portfolio on the Efficient Frontier which is optimal with respect to the investors (Risk) Utility function which is a function of risk.
findRisk(double, double[], double[]) - Method in class webcab.lib.finance.portfolio.SolveFrontier
Evaluates the risk of the portfolio on the Efficient Frontier which has a given expected return.

G

garchVolatilityEstimate(double, double, double, double, double, double, double) - Method in class webcab.lib.finance.portfolio.Volatility
Estimates of the volatility according to the GARCH(1,1) model for the (i+1)th day.
geometricMeanReturn(double[]) - Method in class webcab.lib.finance.portfolio.PerformanceEvaluation
Evaluates the Geometric Mean Return of the performance of a portfolio measured over several intervals.
getAssetWeights(int) - Method in class webcab.lib.finance.portfolio.PointsOnEfficientFrontier
Returns the weights of the assets which make up the portfolio corresponding to the pointIndex point of the set of points used to represent the efficient frontier.
getEfficientFrontierAssetWeights() - Method in class webcab.lib.finance.portfolio.Markowitz
This method returns the array of dimension two which gives the weights of the portfolios on the Efficient Frontier for the collection of points at which it is evaluated.
getEfficientFrontierAssetWeights() - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the array of dimension two containing the weights of the known portfolios on the Efficient Frontier.
getEfficientFrontierExpectedReturns() - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the value of the expected return at the set of points along which the Efficient Frontier has been evaluated and set to a private field.
getEfficientFrontierExpectedReturns() - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the value of the expected return at the set of points along which the Efficient Frontier has been evaluated and set to a private field.
getEfficientFrontierPortfolioRisks(double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Within this method we evaluate the risks which correspond to the portfolios at the points which the Efficient Frontier is known.
getEfficientFrontierPortfolioRisks(double[][]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Evaluates the risk of the portfolios at the points the Efficient Frontier have been constructed.
getExpectedReturn(int) - Method in class webcab.lib.finance.portfolio.PointsOnEfficientFrontier
Returns the expected return of the given point on the efficient frontier.
getLowerConstraints() - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the values of the lower bound constraints on the asset weights set by setConstraints.
getLowerConstraints() - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the values of the lower bound constraints on the asset weights set by setConstraints.
getNumberOfPoints() - Method in class webcab.lib.finance.portfolio.PointsOnEfficientFrontier
Returns the number of (interpolation) points used within the representation of the efficient frontier.
getPointsOnEfficientFrontier() - Method in class webcab.lib.finance.portfolio.Markowitz
This methods returns the complex type PointsOnEfficientFrontier which represents points on the Efficient Frontier.
getPointsOnEfficientFrontier() - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the complex type PointsOnEfficientFrontier which represents points on the Efficient Frontier.
getUpperConstraints() - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the values of the upper bound constraints on the asset weights set by setConstraints.
getUpperConstraints() - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the values of the upper bound constraints on the asset weights set by setConstraints.

H

historicalEstimate(double[]) - Method in class webcab.lib.finance.portfolio.Volatility
Evaluates the historical estimate of the present volatility.
historicalEstimateStandardError(double, double) - Method in class webcab.lib.finance.portfolio.Volatility
Returns the estimate of the standard error of the standard historical estimation given by the functions Volatility.historicalEstimate and volatility.historicalEstimateWithDividends.
historicalEstimateWithDividends(double[], double[]) - Method in class webcab.lib.finance.portfolio.Volatility
Calculates the historical estimate of the present volatility taking into account the dividends or interest payments of the underlying asset.

I

instance() - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
This method returns the underlying instance of the Markowitz business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
This method returns the underlying instance of the Interpolation business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
This method returns the underlying instance of the CapitalMarket business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
This method returns the underlying instance of the EasyOptimal business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
This method returns the underlying instance of the Volatility business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
This method returns the underlying instance of the SolveFrontier business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
This method returns the underlying instance of the AssetParameters business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
This method returns the underlying instance of the TwoAssetPortfolio business class.
instance() - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
This method returns the underlying instance of the PerformanceEvaluation business class.
intermediateValue(double, double, double) - Method in class webcab.lib.finance.portfolio.AssetParameters
Evaluates a point within the range over which the Efficient Frontier exists which lies ratio percent of the entire range from the lower bound and the (100-ratio) percent of the entire range from the upper bound.
interpolateExtrapolatePolynomial(double[], double[], double) - Method in class webcab.lib.finance.portfolio.Interpolation
Interpolates (or extrapolates) a given polynomial in one variable.
Interpolation - class webcab.lib.finance.portfolio.Interpolation.
Constructs the Efficient Frontier from a finite set of interpolation points.
Interpolation() - Constructor for class webcab.lib.finance.portfolio.Interpolation
Creates a new instance.
InterpolationException - exception webcab.lib.finance.portfolio.InterpolationException.
This exception will be thrown to indicate errors in input values for any of the implemented methods.
InterpolationException() - Constructor for class webcab.lib.finance.portfolio.InterpolationException
 
InterpolationException(Exception) - Constructor for class webcab.lib.finance.portfolio.InterpolationException
 
InterpolationException(String) - Constructor for class webcab.lib.finance.portfolio.InterpolationException
 
InterpolationJDBC - class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC.
This is the JDBC Mediator for the Interpolation class.
InterpolationJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Creates a new instance of this `JDBC interface' that encapsulates a Interpolation class.
InterpolationJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Creates a new instance of this `JDBC interface' that encapsulates a Interpolation class.
InterpolationJDBCException - exception webcab.lib.finance.portfolio.jdbc.InterpolationJDBCException.
Exception to signal JDBC problems while calling the InterpolationJDBC class.
InterpolationJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.InterpolationJDBCException
 

M

marketPortfolio(double[][], double[], double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Finds the Market Portfolio by searching over the entire range of the Efficient Frontier.
marketPortfolio(double, double, double[][], double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Constructs the Market Portfolio and returns the portfolios asset weights.
marketPortfolioExpectedReturn(double[][], double[], double, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
 
marketPortfolioExpectedReturn(double[], double[][]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Evaluates the expected return of the Market Portfolio when the asset weights of the Market Portfolio are known.
marketPortfolioRisk(double[][], double[], double, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
 
marketPortfolioRisk(double[], double[][]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Evaluates the total risk of the Market Portfolio.
Markowitz - class webcab.lib.finance.portfolio.Markowitz.
Applies the Markowitz Model to analyze the construction and qualitative nature of a portfolio's risk-return characteristics.
Markowitz() - Constructor for class webcab.lib.finance.portfolio.Markowitz
Creates a new Markowitz instance.
MarkowitzJDBC - class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC.
This is the JDBC Mediator for the Markowitz class.
MarkowitzJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Creates a new instance of this `JDBC interface' that encapsulates a Markowitz class.
MarkowitzJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Creates a new instance of this `JDBC interface' that encapsulates a Markowitz class.
MarkowitzJDBCException - exception webcab.lib.finance.portfolio.jdbc.MarkowitzJDBCException.
Exception to signal JDBC problems while calling the MarkowitzJDBC class.
MarkowitzJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBCException
 
markowitzReturn(double, double[], double[], double[][], double) - Method in class webcab.lib.finance.portfolio.EasyOptimal
Finds the weights of the (risky) assets of the portfolio with the lowest risk for a given expected return constructed from the available assets.
markowitzRisk(double, double[], double[], double[][], int, double) - Method in class webcab.lib.finance.portfolio.EasyOptimal
Finds the weights of the (risky) assets of the portfolio with the greatest expected return for a given risk constructed from the available assets.
markowitzUtility(double[], double[], double[], double[], double[][], int, double) - Method in class webcab.lib.finance.portfolio.EasyOptimal
Finds the weights of the (risky) assets of the portfolio(s) which are selected in accordance with the investors utility functions with the highest expected return.
maxFrontierReturn(double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Evaluates the expected return of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return.
maxFrontierReturn(double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Evaluates the expected return of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return.
maxFrontierReturnWeights(double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the weights of the assets of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return.
maxFrontierReturnWeights(double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the weights of the assets of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return.
maxFrontierWithConstraintsReturn(double[][], double[], double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Calculates the upper bound of the expected return of the (constrained) Efficient Frontier when linear asset weight constraints has been set using setAssetWeightsInequalityConstraints or setAssetWeightsEqualityConstraints.
minFrontierReturn(double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the expected return of the portfolio on the Efficient Frontier with the lowest value of the expected return.
minFrontierReturn(double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the expected return of the portfolio on the Efficient Frontier with the lowest value of the expected return.
minFrontierReturnWeights(double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the weights of the assets within the portfolio on the (constraints) Efficient Frontier which has the lowest value of the expected return.
minFrontierReturnWeights(double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Returns the weights of the assets within the portfolio on the (constraints) Efficient Frontier which has the highest value of the expected return.
minFrontierWithConstraintsReturn(double[][], double[], double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Calculates the lower bound of the expected return of the (constrained) Efficient Frontier when linear asset weight constraints has been set using setAssetWeightsInequalityConstraints or setAssetWeightsEqualityConstraints.

N

NoSolutionException - exception webcab.lib.finance.portfolio.NoSolutionException.
This exception is thrown to indicate that there are no portfolios with the expected return as requested in one of the methods.
NoSolutionException(String) - Constructor for class webcab.lib.finance.portfolio.NoSolutionException
 

O

oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.MarkowitzJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.InterpolationJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.CapitalMarketJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.EasyOptimalJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.AssetParametersJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
optimalPortfolio(double[][], double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
This method constructs the optimal portfolios with respect to the investors utility function over the entire range for which the Efficient Frontier exists.
optimalPortfolio(double, double, double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Evaluates the set of (possibly constrained) portfolios on the Efficient Frontier which are optimal with respect to the investors utility function.
optimalPortfolioMaxExpected(double, double, double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Calculates the (possibly constrained) portfolio on the Efficient Frontier which offers the maximum expected return from the set of portfolios which are selected from the Efficient Frontier by the investors utility function.
OptionsConstants - class webcab.lib.finance.portfolio.OptionsConstants.
This class defines constants used by the Portfolio class methods.
OptionsConstants() - Constructor for class webcab.lib.finance.portfolio.OptionsConstants
 
OptionsException - exception webcab.lib.finance.portfolio.OptionsException.
Exception usually thrown to indicate error in input values.
OptionsException() - Constructor for class webcab.lib.finance.portfolio.OptionsException
 
OptionsException(Exception) - Constructor for class webcab.lib.finance.portfolio.OptionsException
 
OptionsException(String) - Constructor for class webcab.lib.finance.portfolio.OptionsException
 

P

PerformanceEvaluation - class webcab.lib.finance.portfolio.PerformanceEvaluation.
Within this class we offer a number of procedures which assist in accessing the return and risk-adjusted return on an investment portfolio.
PerformanceEvaluation() - Constructor for class webcab.lib.finance.portfolio.PerformanceEvaluation
Creates a new instance.
PerformanceEvaluationJDBC - class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC.
This is the JDBC Mediator for the PerformanceEvaluation class.
PerformanceEvaluationJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Creates a new instance of this `JDBC interface' that encapsulates a PerformanceEvaluation class.
PerformanceEvaluationJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBC
Creates a new instance of this `JDBC interface' that encapsulates a PerformanceEvaluation class.
PerformanceEvaluationJDBCException - exception webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBCException.
Exception to signal JDBC problems while calling the PerformanceEvaluationJDBC class.
PerformanceEvaluationJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.PerformanceEvaluationJDBCException
 
PointsOnEfficientFrontier - class webcab.lib.finance.portfolio.PointsOnEfficientFrontier.
This class encapsulates/represents the points of the efficient frontier.
portfolio2Return(double, double, double) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Calculates the expected return for a portfolio with two assets
portfolio2Risk(double, double, double, double) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Evaluates the risk (or standard deviation) for a portfolio with two assets.
portfolio2Variance(double, double, double, double) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
The variance for a portfolio with two assets.
PortfolioException - exception webcab.lib.finance.portfolio.PortfolioException.
This is the base exception class for all other exceptions thrown by the Portfolio Component.
PortfolioException() - Constructor for class webcab.lib.finance.portfolio.PortfolioException
 
PortfolioException(String) - Constructor for class webcab.lib.finance.portfolio.PortfolioException
 
portfolioExpectedReturn(double[], double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Evaluates the expected return of a Portfolio where the expected returns of the assets within the portfolio and the weighting of those asset is known.
portfolioReturn(double[], double[]) - Method in class webcab.lib.finance.portfolio.PerformanceEvaluation
Evaluates the real or expected return of a portfolio of assets over a given period.
portfolioRisk(double[], double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Deprecated.
portfolioRisk(double[], double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
The risk (also known as the volatility or standard deviation) of a portfolio.
portfolioVariance(double[], double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Deprecated.
portfolioVariance(double[], double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Evaluates the variance of the portfolio's value.

R

ReferencedServiceException - exception webcab.lib.finance.portfolio.ReferencedServiceException.
This exception is thrown if an error occurs while invoking methods of another class.
ReferencedServiceException(String) - Constructor for class webcab.lib.finance.portfolio.ReferencedServiceException
 
relativeToAbsolute(double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Converts relative-shift values to their absolute values.
returnCML(double, double, double, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Find the corresponding value of the expected return of the portfolio on the Capital Market Line (CML) when the total risk is known.
returnDuringithDay(double, double) - Method in class webcab.lib.finance.portfolio.Volatility
This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate.
riskCML(double, double, double, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Calculates the risk of the optimal Capital Market Line (CML) portfolio for a given expected return.

S

setAssetWeightsEqualityConstraints(double[][], double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Sets linear equality constraints of the asset weights of the portfolios from which the Efficient frontie is constructed.
setAssetWeightsInequalityConstraints(double[][], double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Sets linear inequality constraints on the asset weights of the portfolios from which the Efficient frontier is constructed.
setConstraints(double[], double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Here we allow constraints to be placed on the weights of the assets from which the portfolios within the Efficient Frontier will be constructed.
setConstraints(double[], double[]) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Sets upper and lower bounds on the weights of the assets from which the optimal portfolios can be constructed.
setEfficientFrontier(double[], double[][]) - Method in class webcab.lib.finance.portfolio.Markowitz
Sets the portfolios which are known to lie on the Efficient Forntier.
setUtilityFunctionInterp(double[], double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Sets the utility function which defines an investors preferred risk - expected return profile.
setUtilityFunctionPoly(double[]) - Method in class webcab.lib.finance.portfolio.Markowitz
Sets the utility function which defines the investors preferred risk-return profile.
sharpesRatio(double, double, double) - Method in class webcab.lib.finance.portfolio.PerformanceEvaluation
Sharpe's Ratio which evaluates the excess return of an asset over the risk free rate of return for each additional unit of risk which the portfolio assumes.
SolveFrontier - class webcab.lib.finance.portfolio.SolveFrontier.
Within this class we provide methods by which the optimal portfolio can be selected from the Efficient Frontier when the investor describes his investment preferences.
SolveFrontier() - Constructor for class webcab.lib.finance.portfolio.SolveFrontier
Creates a new instance.
SolveFrontierException - exception webcab.lib.finance.portfolio.SolveFrontierException.
This is the Solve Frontier class exception which is known if no solution is found for the given input parameters.
SolveFrontierException(String) - Constructor for class webcab.lib.finance.portfolio.SolveFrontierException
 
SolveFrontierJDBC - class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC.
This is the JDBC Mediator for the SolveFrontier class.
SolveFrontierJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Creates a new instance of this `JDBC interface' that encapsulates a SolveFrontier class.
SolveFrontierJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBC
Creates a new instance of this `JDBC interface' that encapsulates a SolveFrontier class.
SolveFrontierJDBCException - exception webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBCException.
Exception to signal JDBC problems while calling the SolveFrontierJDBC class.
SolveFrontierJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.SolveFrontierJDBCException
 
standardDeviation(double[]) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Evaluates the standard deviation of an asset from its historical returns.
standardDeviation(double[], double[]) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Evaluates the standard deviation of an asset given its probability distribution of its returns.

T

TooManyPortfoliosException - exception webcab.lib.finance.portfolio.TooManyPortfoliosException.
This exception is thrown if the number of optimal portolios found exceeds 100.
TooManyPortfoliosException() - Constructor for class webcab.lib.finance.portfolio.TooManyPortfoliosException
 
totalReturn(double, double, double, double) - Method in class webcab.lib.finance.portfolio.PerformanceEvaluation
Evaluates the total realized returns of a portfolio over a given period of time.
transpose(double[][]) - Method in class webcab.lib.finance.portfolio.AssetParameters
For an array A[i,j], of dimension two this methods performance the following mapping for all elements A[i,j] --> A[j,i], where the length of each of the array elements has the same length.
treynorsMeasure(double, double, double) - Method in class webcab.lib.finance.portfolio.PerformanceEvaluation
We calculate Treynor's performance measure which takes into account the systematic risk (or beta) and the average return when assessing the overall risk adjusted performance of a portfolio.
turningPointExpectedReturn(double[], double[][], double, int) - Method in class webcab.lib.finance.portfolio.Markowitz
Evaluates the expected return where portfolios on the Efficient Frontier with lower expected returns have higher risk levels.
turningPointRisk() - Method in class webcab.lib.finance.portfolio.Markowitz
Returns the risk of the portfolio on the Efficient Frontier, where portfolios on the Efficient Frontier with lower expected returns have higher risk.
TwoAssetPortfolio - class webcab.lib.finance.portfolio.TwoAssetPortfolio.
Here we present a number of procedures which enables various qualitative measures of portfolios which consist of two assets.
TwoAssetPortfolio() - Constructor for class webcab.lib.finance.portfolio.TwoAssetPortfolio
Creates a new instance.
TwoAssetPortfolioJDBC - class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC.
This is the JDBC Mediator for the TwoAssetPortfolio class.
TwoAssetPortfolioJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Creates a new instance of this `JDBC interface' that encapsulates a TwoAssetPortfolio class.
TwoAssetPortfolioJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBC
Creates a new instance of this `JDBC interface' that encapsulates a TwoAssetPortfolio class.
TwoAssetPortfolioJDBCException - exception webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBCException.
Exception to signal JDBC problems while calling the TwoAssetPortfolioJDBC class.
TwoAssetPortfolioJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.TwoAssetPortfolioJDBCException
 

U

UtilityFunctionNotInitializedException - exception webcab.lib.finance.portfolio.UtilityFunctionNotInitializedException.
This exception is thrown to indicate that the utility function has not been properly set using either Markowitz#setUtilityFunctionPoly() and Markowitz#setUtilityFunctionInterp() methods of the Markowitz class.
UtilityFunctionNotInitializedException() - Constructor for class webcab.lib.finance.portfolio.UtilityFunctionNotInitializedException
 

V

variance(double[]) - Method in class webcab.lib.finance.portfolio.Volatility
Evaluates the variance of the historical returns of an asset.
variance(double[], double[]) - Method in class webcab.lib.finance.portfolio.Volatility
Calculates the variance of the expected returns of an asset given the assets returns in given market states and the probability of those market states occurring.
Volatility - class webcab.lib.finance.portfolio.Volatility.
This class consists of a collection of methods for estimating and rescaling the volatility.
Volatility() - Constructor for class webcab.lib.finance.portfolio.Volatility
Creates a new instance.
volatility(double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Estimate of the volatility of the returns (i.e. the standard deviation) of an asset from the assets historical returns.
volatility(double[], double[]) - Method in class webcab.lib.finance.portfolio.AssetParameters
Returns the (expected) volatility (i.e. standard deviation) of the returns of an asset given the (discrete) probability distribution of a range of states which may occur and the corresponding returns which each of these states will result in.
VolatilityJDBC - class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC.
This is the JDBC Mediator for the Volatility class.
VolatilityJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Creates a new instance of this `JDBC interface' that encapsulates a Volatility class.
VolatilityJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.portfolio.jdbc.VolatilityJDBC
Creates a new instance of this `JDBC interface' that encapsulates a Volatility class.
VolatilityJDBCException - exception webcab.lib.finance.portfolio.jdbc.VolatilityJDBCException.
Exception to signal JDBC problems while calling the VolatilityJDBC class.
VolatilityJDBCException(String) - Constructor for class webcab.lib.finance.portfolio.jdbc.VolatilityJDBCException
 

W

webcab.lib.finance.portfolio - package webcab.lib.finance.portfolio
Apply the Markowitz and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting.
webcab.lib.finance.portfolio.jdbc - package webcab.lib.finance.portfolio.jdbc
Wrap the functionality provided by the Portfolio package with our JDBC mediator.
weight2MinimizeRisk(double, double, double) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Evaluates the weight (which can be any real number) of the first asset within a two asset portfolio which minimizes the risk of the portfolio.
weight2MinimizeRisk(double, double, double, double, double) - Method in class webcab.lib.finance.portfolio.TwoAssetPortfolio
Evaluates the weight (which is constrained above and below) of the first asset within a two asset portfolio which minimizes the risk of the portfolio.
weight2Risk(double, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
Evaluates the total risk of a portfolio on the CML when the weighting of the Market Portfolio within the portfolio selected for the CML is known.
weightCML(double, double, double) - Method in class webcab.lib.finance.portfolio.CapitalMarket
For a given level of the expected return we evaluate the proportion of the investors wealth to invest in the Market Portfolio (as constructed in marketPortfolio) such that we have the Capital Market Line (CML) portfolio which offers to lowest risk for the given level of the expected return.

Y

yearDaysRescaling(double, double, int) - Method in class webcab.lib.finance.portfolio.Volatility
Calculates the value of the volatility over a given number of days when the annual volatility is known.

A B C D E F G H I M N O P R S T U V W Y
WebCab Portfolio
v5.0
(J2SE Edition)