Uses of Class
org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics

Packages that use PortfolioBenchmarkMetrics

Package	Description
org.drip.portfolioconstruction.allocator	MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite

Uses of PortfolioBenchmarkMetrics in org.drip.portfolioconstruction.allocator

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

Modifier and Type	Method	Description
PortfolioBenchmarkMetrics	ForwardReverseHoldingsAllocation.benchmarkMetrics(PortfolioMetrics benchmarkPortfolioMetrics)	Compute the Portfolio Relative Metrics using the specified Benchmark

Uses of PortfolioBenchmarkMetrics in org.drip.portfolioconstruction.optimizer

Methods in org.drip.portfolioconstruction.optimizer that return PortfolioBenchmarkMetrics

Modifier and Type	Method	Description
PortfolioBenchmarkMetrics	RebalancerAnalytics.portfolioBenchmarkMetrics()	Retrieve the Portfolio Benchmark Metrics

Constructors in org.drip.portfolioconstruction.optimizer with parameters of type PortfolioBenchmarkMetrics

Constructor	Description
RebalancerAnalytics(double objectiveValue, Holdings finalHoldings, CaseInsensitiveHashMap<java.lang.Double> objectiveTermRealizationMap, CaseInsensitiveHashMap<ConstraintRealization> constraintRealizationMap, PortfolioMetrics portfolioMetrics, PortfolioBenchmarkMetrics portfolioBenchmarkMetrics)	RebalancerAnalytics Constructor