Package org.drip.portfolioconstruction.composite

Class AlphaGroup

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.composite.BlockAttribute

org.drip.portfolioconstruction.composite.AlphaGroup

public class AlphaGroup
extends BlockAttribute

AlphaGroup contains the Group of Alphas for the specified Set of Assets.

• Module = Portfolio Core Module
• Library = Asset Allocation Analytics
• Project = Portfolio Construction under Allocation Constraints
• Package = Portfolio Construction Component Groups Suite

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
AlphaGroup(java.lang.String name, java.lang.String id, java.lang.String description)	AlphaGroup Constructor

Method Summary

Methods inherited from class org.drip.portfolioconstruction.composite.BlockAttribute

add, attribute, constrict, contains, value

Methods inherited from class org.drip.portfolioconstruction.core.Block

category, description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

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

Constructor Details

AlphaGroup

public AlphaGroup(java.lang.String name,
java.lang.String id,
java.lang.String description)
           throws java.lang.Exception

AlphaGroup Constructor

Parameters:

name - The Name

id - The ID

description - The Description

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid