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