org.drip.portfolioconstruction.asset

Class AssetBounds

java.lang.Object

org.drip.portfolioconstruction.asset.AssetBounds

public class AssetBounds
extends java.lang.Object

AssetBounds holds the Upper/Lower Bounds on an Asset.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
AssetBounds(double dblLower, double dblUpper) AssetBounds Constructor

Method Summary

Modifier and Type	Method and Description
double	feasibleStart() Retrieve a Viable Feasible Starting Point
double	localize(double dblVariate) Localize the Variate Value to within the Bounds
double	lower() Retrieve the Lower Bound
double	upper() Retrieve the Upper Bound

Methods inherited from class java.lang.Object

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

Constructor Detail

AssetBounds

public AssetBounds(double dblLower,
                   double dblUpper)
            throws java.lang.Exception

AssetBounds Constructor

Parameters:

dblLower - The Asset Lower Bound

dblUpper - The Asset Upper Bound

Throws:

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

Method Detail

lower

public double lower()

Retrieve the Lower Bound

Returns:

The Lower Bound

upper

public double upper()

Retrieve the Upper Bound

Returns:

The Upper Bound

feasibleStart

public double feasibleStart()

Retrieve a Viable Feasible Starting Point

Returns:

A Viable Feasible Starting Point

localize

public double localize(double dblVariate)
                throws java.lang.Exception

Localize the Variate Value to within the Bounds

Parameters:

dblVariate - The Variate Value

Returns:

The Localized Variate Value

Throws:

java.lang.Exception - Thrown if the Input is Invalid