Uses of Class
org.drip.portfolioconstruction.allocator.HoldingsAllocation

Packages that use HoldingsAllocation

Package	Description
org.drip.portfolioconstruction.allocator	MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.cardinality	Portfolio Construction under Cardinality Bounds
org.drip.portfolioconstruction.mpt	Security Characteristic Capital Allocation Lines

Uses of HoldingsAllocation in org.drip.portfolioconstruction.allocator

Subclasses of HoldingsAllocation in org.drip.portfolioconstruction.allocator

Modifier and Type	Class	Description
class	ForwardReverseHoldingsAllocation	ForwardReverseHoldingsAllocation holds the Metrics that result from a Forward/Reverse Optimization Run.

Methods in org.drip.portfolioconstruction.allocator that return HoldingsAllocation

Modifier and Type	Method	Description
HoldingsAllocation	ConstrainedMeanVarianceOptimizer.allocate(HoldingsAllocationControl holdingsAllocationControl, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
abstract HoldingsAllocation	MeanVarianceOptimizer.allocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Allocate the Optimal Portfolio Weights given the Portfolio Construction Parameters
HoldingsAllocation	QuadraticMeanVarianceOptimizer.allocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
static HoldingsAllocation	HoldingsAllocation.Create(AssetComponent[] optimalAssetComponentArray, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Create an Instance of the Optimal Portfolio
HoldingsAllocation	ConstrainedMeanVarianceOptimizer.globalMinimumVarianceAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
abstract HoldingsAllocation	MeanVarianceOptimizer.globalMinimumVarianceAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Allocate the Global Minimum Variance Portfolio without any Returns Constraints in the Parameters
HoldingsAllocation	QuadraticMeanVarianceOptimizer.globalMinimumVarianceAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
HoldingsAllocation	ConstrainedMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
abstract HoldingsAllocation	MeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)	Allocate the Long-Only Maximum Returns Portfolio
HoldingsAllocation	QuadraticMeanVarianceOptimizer.longOnlyMaximumReturnsAllocate(HoldingsAllocationControl portfolioConstructionParameters, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)

Uses of HoldingsAllocation in org.drip.portfolioconstruction.cardinality

Subclasses of HoldingsAllocation in org.drip.portfolioconstruction.cardinality

Modifier and Type	Class	Description
class	TadonkiVialHoldingsAllocation	TadonkiVialHoldingsAllocation holds the Results of the Allocation performed using the Tadonki and Vial (2004) Heuristic Scheme.

Methods in org.drip.portfolioconstruction.cardinality that return HoldingsAllocation

Modifier and Type	Method	Description
HoldingsAllocation	TadonkiVialHoldingsAllocation.firstPrunePassHoldingsAllocation()	Retrieve the First Prune Pass Holdings Allocation
HoldingsAllocation	TadonkiVialHoldingsAllocation.floorPassHoldingsAllocation()	Retrieve the Floor Pass Holdings Allocation
HoldingsAllocation	TadonkiVialHoldingsAllocation.secondPrunePassHoldingsAllocation()	Retrieve the Second Prune Pass Holdings Allocation

Methods in org.drip.portfolioconstruction.cardinality with parameters of type HoldingsAllocation

Modifier and Type	Method	Description
boolean	TadonkiVialHoldingsAllocation.setFirstPrunePassHoldingsAllocation(HoldingsAllocation firstPrunePassHoldingsAllocation)	Set the First Prune Pass Holdings Allocation
boolean	TadonkiVialHoldingsAllocation.setFloorPassHoldingsAllocation(HoldingsAllocation floorPassHoldingsAllocation)	Set the Floor Pass Holdings Allocation
boolean	TadonkiVialHoldingsAllocation.setSecondPrunePassHoldingsAllocation(HoldingsAllocation secondPrunePassHoldingsAllocation)	Set the Second Prune Pass Holdings Allocation
static TadonkiVialHoldingsAllocation	TadonkiVialHoldingsAllocation.Standard(HoldingsAllocation holdingsAllocation)	Generate a Standard Instance of the Tadonki Vial Holdings Allocation

Uses of HoldingsAllocation in org.drip.portfolioconstruction.mpt

Methods in org.drip.portfolioconstruction.mpt that return HoldingsAllocation

Modifier and Type	Method	Description
HoldingsAllocation	MarkovitzBullet.globalMinimumVariance()	Retrieve the Global Minimum Variance Portfolio Metrics
HoldingsAllocation	MarkovitzBullet.longOnlyMaximumReturns()	Retrieve the Long Only Maximum Returns Portfolio Metrics

Methods in org.drip.portfolioconstruction.mpt that return types with arguments of type HoldingsAllocation

Modifier and Type	Method	Description
java.util.TreeMap<java.lang.Double,HoldingsAllocation>	MarkovitzBullet.optimalPortfolioMap()	Retrieve the Map of Optimal Portfolios

Methods in org.drip.portfolioconstruction.mpt with parameters of type HoldingsAllocation

Modifier and Type	Method	Description
boolean	MarkovitzBullet.addOptimalPortfolio(HoldingsAllocation optimizationOutput)	Add a Returns Constrained Optimal Portfolio

Constructors in org.drip.portfolioconstruction.mpt with parameters of type HoldingsAllocation

Constructor	Description
MarkovitzBullet(HoldingsAllocation globalMinimumVarianceOptimizationOutput, HoldingsAllocation longOnlyMaximumReturnsOptimizationOutput)	MarkovitzBullet Constructor