Uses of Class
org.drip.portfolioconstruction.asset.AssetComponent
| Package | Description | 
|---|---|
| org.drip.portfolioconstruction.allocator | MVO Based Portfolio Allocation Construction | 
| org.drip.portfolioconstruction.asset | Asset Characteristics, Bounds, Portfolio Benchmarks | 
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Uses of AssetComponent in org.drip.portfolioconstruction.allocatorMethods in org.drip.portfolioconstruction.allocator with parameters of type AssetComponent Modifier and Type Method Description static HoldingsAllocationHoldingsAllocation. Create(AssetComponent[] optimalAssetComponentArray, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)Create an Instance of the Optimal Portfolio
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Uses of AssetComponent in org.drip.portfolioconstruction.assetMethods in org.drip.portfolioconstruction.asset that return AssetComponent Modifier and Type Method Description AssetComponent[]Portfolio. assetComponentArray()Retrieve the Array of the Asset ComponentsAssetComponentPortfolio. highestWeightAsset()Retrieve the Asset Component with the Highest WeightAssetComponentPortfolio. lowestWeightAsset()Retrieve the Asset Component with the Lowest WeightConstructors in org.drip.portfolioconstruction.asset with parameters of type AssetComponent Constructor Description Portfolio(AssetComponent[] assetComponentArray)Portfolio Constructor