Package org.drip.portfolioconstruction.asset

Asset Characteristics, Bounds, Portfolio Benchmarks
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    AssetBounds
    AssetBounds holds the Upper/Lower Bounds on an Asset.
    AssetComponent
    AssetComponent holds the Amount of an Asset given by the corresponding ID.
    Portfolio
    Portfolio implements an Instance of the Portfolio of Assets.
    PortfolioBenchmarkMetrics
    PortfolioBenchmarkMetrics holds the Metrics that result from a Relative Valuation of a Portfolio with respect to a Benchmark.
    PortfolioMetrics
    PortfolioMetrics holds the Expected Portfolio Returns and the Standard Deviation.