Package | Description |
---|---|
org.drip.portfolioconstruction.allocator |
Modifier and Type | Method and Description |
---|---|
PortfolioEqualityConstraintSettings |
PortfolioConstructionParameters.constraintSettings()
Retrieve the Instance of the Portfolio Equality Constraint Settings
|
static PortfolioEqualityConstraintSettings |
PortfolioEqualityConstraintSettings.FullyInvested()
Construct a Fully Invested Instance of PortfolioEqualityConstraintSettings
|
static PortfolioEqualityConstraintSettings |
PortfolioEqualityConstraintSettings.ReturnsConstrained(double dblReturnsConstraint)
Construct a Returns Constrained Instance of PortfolioEqualityConstraintSettings
|
static PortfolioEqualityConstraintSettings |
PortfolioEqualityConstraintSettings.Unconstrained()
Construct an Unconstrained Instance of PortfolioEqualityConstraintSettings
|
Constructor and Description |
---|
BoundedPortfolioConstructionParameters(java.lang.String[] astrAssetID,
CustomRiskUtilitySettings qcru,
PortfolioEqualityConstraintSettings pecs)
BoundedPortfolioConstructionParameters Constructor
|
PortfolioConstructionParameters(java.lang.String[] astrAssetID,
CustomRiskUtilitySettings crus,
PortfolioEqualityConstraintSettings pecs)
PortfolioConstructionParameters Constructor
|