Package tech.nmfin.returns.moments
Class ReturnsMoments
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- tech.nmfin.returns.moments.ReturnsMoments
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public class ReturnsMoments extends Object
Contains the estimated moments of asset returns.
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Nested Class Summary
Nested Classes Modifier and Type Class Description static interface
ReturnsMoments.Estimator
The interface to estimate moments from returns.
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Constructor Summary
Constructors Constructor Description ReturnsMoments(Vector mu, Matrix V)
Constructs an instance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Vector
mu()
Gets the mean vector.Matrix
V()
Gets the second moment matrix.
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