Class Benchmark
java.lang.Object
org.drip.portfolioconstruction.core.Block
org.drip.portfolioconstruction.composite.Benchmark
public class Benchmark extends Block
Benchmark holds the Details of a given Benchmark.
- Module = Portfolio Core Module
- Library = Asset Allocation Analytics
- Project = Portfolio Construction under Allocation Constraints
- Package = Portfolio Construction Component Groups Suite
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
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Method Summary
Modifier and Type Method Description Holdingsholdings()Retrieve the Benchmark Holdingsstatic BenchmarkStandard(java.lang.String name, java.lang.String type, java.lang.String category, Holdings holdings)Construct a Standard Benchmark Instance Without Cashjava.lang.Stringtype()Retrieve the Benchmark TypeMethods inherited from class org.drip.portfolioconstruction.core.Block
category, description, hashCode, id, name, Standard, timeStampMethods inherited from class java.lang.Object
equals, getClass, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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Benchmark
public Benchmark(java.lang.String name, java.lang.String id, java.lang.String description, java.lang.String type, java.lang.String category, Holdings holdings) throws java.lang.ExceptionBenchmark Constructor- Parameters:
name- The Benchmark Nameid- The Benchmark IDdescription- The Benchmark Descriptiontype- The Benchmark Typecategory- The Benchmark Categoryholdings- The Benchmark Holdings- Throws:
java.lang.Exception- Thrown if the Inputs are Invalid
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Method Details
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Standard
public static final Benchmark Standard(java.lang.String name, java.lang.String type, java.lang.String category, Holdings holdings)Construct a Standard Benchmark Instance Without Cash- Parameters:
name- The Benchmark Nametype- The Benchmark Typecategory- The Benchmark Categoryholdings- The Benchmark Holdings- Returns:
- The Standard Benchmark Instance Without Cash
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type
public java.lang.String type()Retrieve the Benchmark Type- Returns:
- The Benchmark Type
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holdings
Retrieve the Benchmark Holdings- Returns:
- The Benchmark Holdings
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