public class ProductOfWeights extends Object implements DiversificationMeasure
| Constructor and Description |
|---|
ProductOfWeights() |
| Modifier and Type | Method and Description |
|---|---|
double |
value(double[] weights)
Evaluates the level of portfolio diversification given portfolio weights.
|
public double value(double[] weights)
DiversificationMeasurevalue in interface DiversificationMeasureweights - portfolio weightsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.