public long calculateStandardDeviationSquaredFemtos ( ) { long totalFemtos = 0L ; for ( AssetClassAllocation a : assetClassAllocationList ) { for ( AssetClassAllocation b : assetClassAllocationList ) { if ( a == b ) { totalFemtos += a . getQuantifiedStandardDeviationRiskMicros ( ) * b . getQuantifiedStandardDeviationRiskMicros ( ) * 1000L ; } else { // Matches twice: once for (A, B) and once for (B, A) long correlationMillis = a . getAssetClass ( ) . getCorrelationMillisMap ( ) . get ( b . getAssetClass ( ) ) ; totalFemtos += a . getQuantifiedStandardDeviationRiskMicros ( ) * b . getQuantifiedStandardDeviationRiskMicros ( ) * correlationMillis ; } } } return totalFemtos ; }
Not incremental .