Package org.drip.portfolioconstruction.allocator

Class EqualityConstraintSettings

java.lang.Object
org.drip.portfolioconstruction.allocator.EqualityConstraintSettings
public class EqualityConstraintSettings
extends java.lang.Object
EqualityConstraintSettings holds the Parameters required to generate the Mandatory Constraints for the Portfolio.

Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int FULLY_INVESTED_CONSTRAINT
    FULLY_INVESTED_CONSTRAINT - The Mandatory Completely Invested Constraint
    static int NO_CONSTRAINT
    NO_CONSTRAINT - No Constraint of any Kind
    static int RETURNS_CONSTRAINT
    RETURNS_CONSTRAINT - The Mandatory Returns Constraint

  • Constructor Summary

    Constructors
    Constructor Description
    EqualityConstraintSettings​(int constraintType, double returnsConstraint)
    EqualityConstraintSettings Constructor

  • Method Summary

    Modifier and Type Method Description
    int constraintType()
    Retrieve the Constraint Type
    static EqualityConstraintSettings FullyInvested()
    Construct a Fully Invested Instance of EqualityConstraintSettings
    static EqualityConstraintSettings ReturnsConstrained​(double returnsConstraint)
    Construct a Returns Constrained Instance of EqualityConstraintSettings
    double returnsConstraint()
    Retrieve the Returns Constraint
    static EqualityConstraintSettings Unconstrained()
    Construct an Unconstrained Instance of EqualityConstraintSettings

    Methods inherited from class java.lang.Object

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

  • Field Details

    • NO_CONSTRAINT

      public static final int NO_CONSTRAINT
      NO_CONSTRAINT - No Constraint of any Kind
      See Also:
      Constant Field Values

    • FULLY_INVESTED_CONSTRAINT

      public static final int FULLY_INVESTED_CONSTRAINT
      FULLY_INVESTED_CONSTRAINT - The Mandatory Completely Invested Constraint
      See Also:
      Constant Field Values

    • RETURNS_CONSTRAINT

      public static final int RETURNS_CONSTRAINT
      RETURNS_CONSTRAINT - The Mandatory Returns Constraint
      See Also:
      Constant Field Values

  • Constructor Details

    • EqualityConstraintSettings

      public EqualityConstraintSettings​(int constraintType, double returnsConstraint) throws java.lang.Exception
      EqualityConstraintSettings Constructor
      Parameters:
      constraintType - The Constraint Type
      returnsConstraint - The Returns Constraint
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Unconstrained

      public static final EqualityConstraintSettings Unconstrained()
      Construct an Unconstrained Instance of EqualityConstraintSettings
      Returns:
      Unconstrained EqualityConstraintSettings Instance

    • FullyInvested

      public static final EqualityConstraintSettings FullyInvested()
      Construct a Fully Invested Instance of EqualityConstraintSettings
      Returns:
      Fully Invested EqualityConstraintSettings Instance

    • ReturnsConstrained

      public static final EqualityConstraintSettings ReturnsConstrained​(double returnsConstraint)
      Construct a Returns Constrained Instance of EqualityConstraintSettings
      Parameters:
      returnsConstraint - The Returns Constraint
      Returns:
      Returns Constrained EqualityConstraintSettings Instance

    • constraintType

      public int constraintType()
      Retrieve the Constraint Type
      Returns:
      The Constraint Type

    • returnsConstraint

      public double returnsConstraint()
      Retrieve the Returns Constraint
      Returns:
      The Returns Constraint