org.drip.portfolioconstruction.allocator

Class PortfolioEqualityConstraintSettings

java.lang.Object

org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings

public class PortfolioEqualityConstraintSettings
extends java.lang.Object

PortfolioEqualityConstraintSettings holds the Parameters required to generate the Mandatory Constraints for the Portfolio.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	FULLY_INVESTED_CONSTRAINT FULLY_INVESTED_CONSTRAINT - The Mandatory Completely Invested Constraint
static int	NO_CONSTRAINT NO_CONSTRAINT - No Constraint of any Kind
static int	RETURNS_CONSTRAINT RETURNS_CONSTRAINT - The Mandatory Returns Constraint

Constructor Summary

Constructors

Constructor and Description
PortfolioEqualityConstraintSettings(int iConstraintType, double dblReturnsConstraint) PortfolioEqualityConstraintSettings Constructor

Method Summary

Modifier and Type	Method and Description
int	constraintType() Retrieve the Constraint Type
static PortfolioEqualityConstraintSettings	FullyInvested() Construct a Fully Invested Instance of PortfolioEqualityConstraintSettings
static PortfolioEqualityConstraintSettings	ReturnsConstrained(double dblReturnsConstraint) Construct a Returns Constrained Instance of PortfolioEqualityConstraintSettings
double	returnsConstraint() Retrieve the Returns Constraint
static PortfolioEqualityConstraintSettings	Unconstrained() Construct an Unconstrained Instance of PortfolioEqualityConstraintSettings

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

NO_CONSTRAINT

public static final int NO_CONSTRAINT

NO_CONSTRAINT - No Constraint of any Kind

See Also:

Constant Field Values

FULLY_INVESTED_CONSTRAINT

public static final int FULLY_INVESTED_CONSTRAINT

FULLY_INVESTED_CONSTRAINT - The Mandatory Completely Invested Constraint

See Also:

Constant Field Values

RETURNS_CONSTRAINT

public static final int RETURNS_CONSTRAINT

RETURNS_CONSTRAINT - The Mandatory Returns Constraint

See Also:

Constant Field Values

Constructor Detail

PortfolioEqualityConstraintSettings

public PortfolioEqualityConstraintSettings(int iConstraintType,
                                           double dblReturnsConstraint)
                                    throws java.lang.Exception

PortfolioEqualityConstraintSettings Constructor

Parameters:

iConstraintType - The Constraint Type

dblReturnsConstraint - The Returns Constraint

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

Unconstrained

public static final PortfolioEqualityConstraintSettings Unconstrained()

Construct an Unconstrained Instance of PortfolioEqualityConstraintSettings

Returns:

Unconstrained PortfolioEqualityConstraintSettings Instance

FullyInvested

public static final PortfolioEqualityConstraintSettings FullyInvested()

Construct a Fully Invested Instance of PortfolioEqualityConstraintSettings

Returns:

Fully Invested PortfolioEqualityConstraintSettings Instance

ReturnsConstrained

public static final PortfolioEqualityConstraintSettings ReturnsConstrained(double dblReturnsConstraint)

Construct a Returns Constrained Instance of PortfolioEqualityConstraintSettings

Parameters:

dblReturnsConstraint - The Returns Constraint

Returns:

Returns Constrained PortfolioEqualityConstraintSettings Instance

constraintType

public int constraintType()

Retrieve the Constraint Type

Returns:

The Constraint Type

returnsConstraint

public double returnsConstraint()

Retrieve the Returns Constraint

Returns:

The Returns Constraint