public class NPEBPortfolioMomentsEstimator extends Object implements Ceta.PortfolioMomentsEstimator
| Constructor and Description |
|---|
NPEBPortfolioMomentsEstimator(Matrix returns,
ReturnsMoments.Estimator returnMomentsEstimator,
MVOptimizer mvOptimizer,
ReturnsResamplerFactory resamplerFactory,
int nBootstrapSamples) |
public NPEBPortfolioMomentsEstimator(Matrix returns, ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples)
public Ceta.PortfolioMoments evaluate(double lambda, double eta)
evaluate in interface Ceta.PortfolioMomentsEstimatorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.