code: public Scalar<?> calculatePortfolioVariance(final PrimitiveMatrix assetWeights) {
  
          PrimitiveMatrix tmpLeft;
          PrimitiveMatrix tmpRight;
  
          if (assetWeights.countColumns() == 1L) {
              tmpLeft = assetWeights.transpose();
              tmpRight = assetWeights;
          } else {
              tmpLeft = assetWeights;
              tmpRight = assetWeights.transpose();
          }
  
          return tmpLeft.multiply(myCovariances.multiply(tmpRight)).toScalar(0, 0);
      }
docs: Calculates the portfolio variance using the input instrument weights.