public interface ExposureRegression
|Modifier and Type||Method and Description|
Computes the exposure for each factor/stock over a time-span of market history.
Exposures getExposures(RandomAccessCache<MarketSnapshot> marketHistory, org.joda.time.DateTime begin, org.joda.time.DateTime end)
marketHistory- a history of MarketSnapshot, which may contain information than just the interval of interest
begin- the beginning of the time-span
end- the end of the time-span
Copyright © 2010–2018 Numerical Method Inc.. All rights reserved.