Package | Description |
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org.drip.portfolioconstruction.allocator | |
org.drip.portfolioconstruction.asset |
Modifier and Type | Method and Description |
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static OptimizationOutput |
OptimizationOutput.Create(AssetComponent[] aACOptimal,
AssetUniverseStatisticalProperties ausp)
Create an Instance of the Optimal Portfolio
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Modifier and Type | Method and Description |
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AssetComponent[] |
Portfolio.assets()
Retrieve the Array of the Asset Components
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AssetComponent |
Portfolio.maxWeight()
Retrieve the Asset Component with the Maximal Weight
|
AssetComponent |
Portfolio.minWeight()
Retrieve the Asset Component with the Minimal Weight
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Constructor and Description |
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Portfolio(AssetComponent[] aAC)
Portfolio Constructor
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