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
|
-
Uses of AssetComponent in org.drip.portfolioconstruction.allocator
Methods in org.drip.portfolioconstruction.allocator with parameters of type AssetComponent Modifier and Type Method Description static HoldingsAllocation
HoldingsAllocation. Create(AssetComponent[] optimalAssetComponentArray, AssetUniverseStatisticalProperties assetUniverseStatisticalProperties)
Create an Instance of the Optimal Portfolio -
Uses of AssetComponent in org.drip.portfolioconstruction.asset
Methods in org.drip.portfolioconstruction.asset that return AssetComponent Modifier and Type Method Description AssetComponent[]
Portfolio. assetComponentArray()
Retrieve the Array of the Asset ComponentsAssetComponent
Portfolio. highestWeightAsset()
Retrieve the Asset Component with the Highest WeightAssetComponent
Portfolio. 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