Uses of Class
org.drip.portfolioconstruction.allocator.EqualityConstraintSettings
Package | Description |
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org.drip.portfolioconstruction.allocator |
MVO Based Portfolio Allocation Construction
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org.drip.portfolioconstruction.cardinality |
Portfolio Construction under Cardinality Bounds
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Uses of EqualityConstraintSettings in org.drip.portfolioconstruction.allocator
Methods in org.drip.portfolioconstruction.allocator that return EqualityConstraintSettings Modifier and Type Method Description EqualityConstraintSettings
HoldingsAllocationControl. equalityConstraintSettings()
Retrieve the Instance of the Portfolio Equality Constraint Settingsstatic EqualityConstraintSettings
EqualityConstraintSettings. FullyInvested()
Construct a Fully Invested Instance of EqualityConstraintSettingsstatic EqualityConstraintSettings
EqualityConstraintSettings. ReturnsConstrained(double returnsConstraint)
Construct a Returns Constrained Instance of EqualityConstraintSettingsstatic EqualityConstraintSettings
EqualityConstraintSettings. Unconstrained()
Construct an Unconstrained Instance of EqualityConstraintSettingsConstructors in org.drip.portfolioconstruction.allocator with parameters of type EqualityConstraintSettings Constructor Description BoundedHoldingsAllocationControl(java.lang.String[] assetIDArray, CustomRiskUtilitySettings customRiskUtilitySettings, EqualityConstraintSettings equalityConstraintSettings)
BoundedHoldingsAllocationControl ConstructorHoldingsAllocationControl(java.lang.String[] assetIDArray, CustomRiskUtilitySettings customRiskUtilitySettings, EqualityConstraintSettings equalityConstraintSettings)
HoldingsAllocationControl Constructor -
Uses of EqualityConstraintSettings in org.drip.portfolioconstruction.cardinality
Constructors in org.drip.portfolioconstruction.cardinality with parameters of type EqualityConstraintSettings Constructor Description UpperBoundHoldingsAllocationControl(java.lang.String[] assetIDArray, CustomRiskUtilitySettings customRiskUtilitySettings, EqualityConstraintSettings equalityConstraintSettings, int cardinalityUpperBound)
UpperBoundHoldingsAllocationControl Constructor