Uses of Class
org.drip.portfolioconstruction.allocator.OptimizationOutput

Packages that use OptimizationOutput

Package	Description
org.drip.portfolioconstruction.allocator
org.drip.portfolioconstruction.mpt

Uses of OptimizationOutput in org.drip.portfolioconstruction.allocator

Subclasses of OptimizationOutput in org.drip.portfolioconstruction.allocator

Modifier and Type	Class and Description
class	ForwardReverseOptimizationOutput ForwardReverseOptimizationOutput holds the Metrics that result from a Forward/Reverse Optimization Run.

Methods in org.drip.portfolioconstruction.allocator that return OptimizationOutput

Modifier and Type	Method and Description
OptimizationOutput	QuadraticMeanVarianceOptimizer.allocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
abstract OptimizationOutput	MeanVarianceOptimizer.allocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp) Allocate the Optimal Portfolio Weights given the Portfolio Construction Parameters
OptimizationOutput	ConstrainedMeanVarianceOptimizer.allocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
static OptimizationOutput	OptimizationOutput.Create(AssetComponent[] aACOptimal, AssetUniverseStatisticalProperties ausp) Create an Instance of the Optimal Portfolio
OptimizationOutput	QuadraticMeanVarianceOptimizer.globalMinimumVarianceAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
abstract OptimizationOutput	MeanVarianceOptimizer.globalMinimumVarianceAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp) Allocate the Global Minimum Variance Portfolio without any Returns Constraints in the Parameters
OptimizationOutput	ConstrainedMeanVarianceOptimizer.globalMinimumVarianceAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
OptimizationOutput	QuadraticMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)
abstract OptimizationOutput	MeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp) Allocate the Long-Only Maximum Returns Portfolio
OptimizationOutput	ConstrainedMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters pcp, AssetUniverseStatisticalProperties ausp)

Uses of OptimizationOutput in org.drip.portfolioconstruction.mpt

Methods in org.drip.portfolioconstruction.mpt that return OptimizationOutput

Modifier and Type	Method and Description
OptimizationOutput	MarkovitzBullet.globalMinimumVariance() Retrieve the Global Minimum Variance Portfolio Metrics
OptimizationOutput	MarkovitzBullet.longOnlyMaximumReturns() Retrieve the Long Only Maximum Returns Portfolio Metrics

Methods in org.drip.portfolioconstruction.mpt that return types with arguments of type OptimizationOutput

Modifier and Type	Method and Description
java.util.TreeMap<java.lang.Double,OptimizationOutput>	MarkovitzBullet.optimalPortfolios() Retrieve the Map of Optimal Portfolios

Methods in org.drip.portfolioconstruction.mpt with parameters of type OptimizationOutput

Modifier and Type	Method and Description
boolean	MarkovitzBullet.addOptimalPortfolio(OptimizationOutput op) Add a Returns Constrained Optimal Portfolio

Constructors in org.drip.portfolioconstruction.mpt with parameters of type OptimizationOutput

Constructor and Description
MarkovitzBullet(OptimizationOutput opGlobalMinimumVariance, OptimizationOutput opLongOnlyMaximumReturns) MarkovitzBullet Constructor