AssetBounds

java.lang.Object

org.drip.portfolioconstruction.asset.AssetBounds

public class AssetBounds
extends java.lang.Object

AssetBounds holds the Upper/Lower Bounds on an Asset.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Asset Characteristics, Bounds, Portfolio Benchmarks

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

AssetBounds(double lower, double upper)
AssetBounds Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`feasibleStart()`	Retrieve a Viable Feasible Starting Point
`double`	`localize(double variate)`	Localize the Variate Value to within the Bounds
`double`	`lower()`	Retrieve the Lower Bound
`double`	`upper()`	Retrieve the Upper Bound

Methods inherited from class java.lang.Object

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

Constructor Details
- AssetBounds
  
  public AssetBounds(double lower, double upper) throws java.lang.Exception
  
  AssetBounds Constructor
  
  Parameters:
  
  lower - The Asset Lower Bound
  
  upper - The Asset Upper Bound
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- lower
  
  public double lower()
  
  Retrieve the Lower Bound
  
  Returns:
  
  The Lower Bound
- upper
  
  public double upper()
  
  Retrieve the Upper Bound
  
  Returns:
  
  The Upper Bound
- feasibleStart
  
  public double feasibleStart()
  
  Retrieve a Viable Feasible Starting Point
  
  Returns:
  
  A Viable Feasible Starting Point
- localize
  
  public double localize(double variate) throws java.lang.Exception
  
  Localize the Variate Value to within the Bounds
  
  Parameters:
  
  variate - The Variate Value
  
  Returns:
  
  The Localized Variate Value
  
  Throws:
  
  java.lang.Exception - Thrown if the Input is Invalid