Class Benchmark

java.lang.Object
org.drip.portfolioconstruction.core.Block
org.drip.portfolioconstruction.composite.Benchmark

public class Benchmark
extends Block
Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    Benchmark​(java.lang.String name, java.lang.String id, java.lang.String description, java.lang.String type, java.lang.String category, Holdings holdings)
    Benchmark Constructor
  • Method Summary

    Modifier and Type Method Description
    Holdings holdings()
    Retrieve the Benchmark Holdings
    static Benchmark Standard​(java.lang.String name, java.lang.String type, java.lang.String category, Holdings holdings)
    Construct a Standard Benchmark Instance Without Cash
    java.lang.String type()
    Retrieve the Benchmark Type

    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

    • 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.Exception
      Benchmark Constructor
      Parameters:
      name - The Benchmark Name
      id - The Benchmark ID
      description - The Benchmark Description
      type - The Benchmark Type
      category - The Benchmark Category
      holdings - The Benchmark Holdings
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid
  • Method Details

    • 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 Name
      type - The Benchmark Type
      category - The Benchmark Category
      holdings - The Benchmark Holdings
      Returns:
      The Standard Benchmark Instance Without Cash
    • type

      public java.lang.String type()
      Retrieve the Benchmark Type
      Returns:
      The Benchmark Type
    • holdings

      public Holdings holdings()
      Retrieve the Benchmark Holdings
      Returns:
      The Benchmark Holdings