Class | Description |
---|---|
AboveException | This is the base exception class for all other exceptions thrown by the Portfolio XML Web service. |
AssetParameters | Provides procedures for the evaluation of various quantities which are required within the application of this Component. |
BelowException | This is the base exception class for all other exceptions thrown by the Portfolio XML Web service. |
CapitalMarket | Applies the Capital Asset Pricing Model (CAPM) to find the market portfolio and construct the Capital Market Line (CML). |
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. |
EfficientFrontierNotCalculatedException |
This exception is thrown if the efficient frontier has not been properly
calculated using the CalculateEfficientFrontier method.
|
Interpolation | Constructs the Efficient Frontier from a finite set of interpolation points. |
InterpolationException | This exception will be thrown to indicate errors in input values for any of the implemented methods. |
Markowitz | Applies the Markowitz Model to analyze the construction and qualitative nature of a portfolio's risk-return characteristics. |
NoSolutionException | This exception is thrown to indicate that there are no portfolios with the expected return as requested in one of the methods. This may happen if the requested expected return is greater than the expecter returns of all assets. |
OptionsConstants | This class defines constants used by the Options XML Web service methods. |
OptionsException | Exception usually thrown to indicate error in input values for any of the XML Web services within this namespace. |
PerformanceEvaluation | Within this XML Web service we offer a number of procedures which assist in accessing the return and risk-adjusted return on an investment portfolio. |
PointsOnEfficientFrontier | This class encapsulates/represents the points of the efficient frontier.
Moreover, it allows us to associated a given set portfolio weights of a portfolio
with its associated expected return. An instance of this class is obtained by
invoking the method {@link Markowitz#getPointsOnEfficientFrontier}.
The expected returns and the associated weights can be retrieved by:
This is a complex type introduced in order to associated the asset weights for a given portfolio its over all expected return of a given portfolio on the Efficient Frontier. |
PortfolioException | This is the base exception class for all other exceptions thrown by the Portfolio XML Web service. |
ReferencedServiceException | This exception is thrown if an error occurs while invoking methods of another XML Web service. |
SolveFrontier | Within this XML Web service we provide methods by which the optimal portfolio can be selected from the Efficient Frontier when the investor describes his investment preferences. |
SolveFrontierException | This is the Solve Frontier XML Web service exception. |
TooManyPortfoliosException |
This exception is thrown if the number of optimal portolios found exceeds 100 .
|
TwoAssetPortfolio | Here we present a number of procedures which enables various qualitative measures of portfolios which consist of two assets. |
UtilityFunctionNotInitializedException | This exception is thrown to indicate that the utility function has not
been properly set using the setUtilityFunctionPoly() and
setUtilityFunctionInterp() methods.
|
Volatility | This XML Web service consists of a collection of methods for estimating and rescaling the volatility. |