Uses of Class
org.drip.portfolioconstruction.allocator.EqualityConstraintSettings
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.allocator |
MVO Based Portfolio Allocation Construction
|
| org.drip.portfolioconstruction.cardinality |
Portfolio Construction under Cardinality Bounds
|
-
Uses of EqualityConstraintSettings in org.drip.portfolioconstruction.allocator
Methods in org.drip.portfolioconstruction.allocator that return EqualityConstraintSettings Modifier and Type Method Description EqualityConstraintSettingsHoldingsAllocationControl. equalityConstraintSettings()Retrieve the Instance of the Portfolio Equality Constraint Settingsstatic EqualityConstraintSettingsEqualityConstraintSettings. FullyInvested()Construct a Fully Invested Instance of EqualityConstraintSettingsstatic EqualityConstraintSettingsEqualityConstraintSettings. ReturnsConstrained(double returnsConstraint)Construct a Returns Constrained Instance of EqualityConstraintSettingsstatic EqualityConstraintSettingsEqualityConstraintSettings. 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