Uses of Class
org.drip.portfolioconstruction.composite.Holdings

Packages that use Holdings

Package	Description
org.drip.portfolioconstruction.composite	Portfolio Construction Component Groups Suite
org.drip.portfolioconstruction.core	Core Portfolio Construction Component Suite
org.drip.portfolioconstruction.objective	Portfolio Construction Objective Term Suite
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite
org.drip.portfolioconstruction.postoptimization	Post-optimization Processing of Target Portfolio
org.drip.portfolioconstruction.risk	Portfolio Construction Risk/Covariance Component

Uses of Holdings in org.drip.portfolioconstruction.composite

Methods in org.drip.portfolioconstruction.composite that return Holdings

Modifier and Type	Method	Description
Holdings	Holdings.clone()	Clone the Holdings Instance
Holdings	Benchmark.holdings()	Retrieve the Benchmark Holdings

Methods in org.drip.portfolioconstruction.composite with parameters of type Holdings

Modifier and Type	Method	Description
double[]	BlockAttribute.constrict(Holdings holdings)	Constrict the Attribute Values to those of the Holdings
double[]	BlockClassification.constrict(Holdings holdings)	Constrict the Classification Values to those of the Holdings
AssetPosition[]	Holdings.constrict(Holdings holdingsOther)	Constrict "This" Holdings to those of the Assets in the "Other" Holdings
TransactionCharge[]	TransactionChargeGroup.constrict(Holdings holdings)	Constrict the Transaction Charge Array to those of the Holdings
static Benchmark	Benchmark.Standard(java.lang.String name, java.lang.String type, java.lang.String category, Holdings holdings)	Construct a Standard Benchmark Instance Without Cash

Constructors in org.drip.portfolioconstruction.composite with parameters of type Holdings

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

Uses of Holdings in org.drip.portfolioconstruction.core

Methods in org.drip.portfolioconstruction.core that return Holdings

Modifier and Type	Method	Description
Holdings	Account.holdings()	Retrieve the Holdings
Holdings	Universe.retrieveHoldings(java.lang.String id)	Retrieve the Holdings corresponding to the ID

Methods in org.drip.portfolioconstruction.core that return types with arguments of type Holdings

Modifier and Type	Method	Description
java.util.Map<java.lang.String,Holdings>	Universe.holdingsMap()	Retrieve the Holdings Map

Methods in org.drip.portfolioconstruction.core with parameters of type Holdings

Modifier and Type	Method	Description
boolean	Universe.addHoldings(Holdings holdings)	Add a Holdings Entity
boolean	Universe.containsHoldings(Holdings holdings)	Indicate if the Holdings is contained in the Universe

Constructors in org.drip.portfolioconstruction.core with parameters of type Holdings

Constructor	Description
Account(java.lang.String name, java.lang.String id, java.lang.String description, Holdings holdings, TaxAccountingScheme taxAccountingScheme)	Account Constructor

Uses of Holdings in org.drip.portfolioconstruction.objective

Constructors in org.drip.portfolioconstruction.objective with parameters of type Holdings

Constructor	Description
CustomNetTaxGainsTerm(java.lang.String name, Holdings initialHoldings, TaxationScheme taxationScheme)	CustomNetTaxGainsTerm Constructor
CustomTransactionChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionCharge[] transactionChargeArray)	CustomTransactionChargeTerm Constructor
ExpectedReturnsTerm(java.lang.String name, Holdings initialHoldings, double[] alphaArray, double[] benchmarkConstrictedHoldingsArray)	ExpectedReturnsTerm Constructor
FixedChargeBuyTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeFixed[] fixedTransactionChargeArray)	FixedChargeBuyTerm Constructor
FixedChargeSellTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeFixed[] fixedTransactionChargeArray)	FixedChargeSellTerm Constructor
FixedChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionCharge[] fixedTransactionChargeArray)	FixedChargeTerm Constructor
GoldmanSachsShortfallTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeGoldmanSachsShortfall[] goldmanSachsShortfallTransactionChargeArray)	GoldmanSachsShortfallTerm Constructor
LinearChargeBuyTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeLinear[] linearTransactionChargeArray)	LinearChargeBuyTerm Constructor
LinearChargeSellTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeLinear[] linearTransactionChargeArray)	LinearChargeSellTerm Constructor
LinearChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeLinear[] linearTransactionChargeArray)	LinearChargeTerm Constructor
LongTiltTerm(java.lang.String name, Holdings initialHoldings, double[] magnitudeArray, double[] membershipArray)	LongTiltTerm Constructor
MarketImpactChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeMarketImpact[] marketImpactTransactionChargeArray)	MarketImpactChargeTerm Constructor
NetTaxGainsTerm(java.lang.String name, Holdings initialHoldings, TaxationScheme taxationScheme)	NetTaxGainsTerm Constructor
NetTiltTerm(java.lang.String name, Holdings initialHoldings, double[] magnitudeArray, double[] membershipArray)	NetTiltTerm Constructor
RobustErrorTerm(java.lang.String name, Holdings initialHoldings, double[] alphaArray, double[][] alphaUncertaintyMatrix, double[][] assetCovarianceMatrix, double[] benchmarkConstrictedHoldingsArray, double confidenceLevel)	RobustErrorTerm Constructor
ShortSellChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionCharge[] transactionChargeArray)	ShortSellChargeTerm Conastructor
ShortTiltTerm(java.lang.String name, Holdings initialHoldings, double[] magnitudeArray, double[] membershipArray)	ShortTiltTerm Constructor
StandardDeviationTerm(java.lang.String name, Holdings initialHoldings, double[][] assetCovarianceMatrix, double[] benchmarkConstrictedHoldingsArray)	StandardDeviationTerm Constructor
TaxLiabilityTerm(java.lang.String name, Holdings initialHoldings, TaxationScheme taxationScheme)	TaxLiabilityTerm Constructor
VarianceTerm(java.lang.String name, Holdings initialHoldings, double[][] assetCovarianceMatrix, double[] benchmarkConstrictedHoldingsArray)	VarianceTerm Constructor

Uses of Holdings in org.drip.portfolioconstruction.optimizer

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

Modifier and Type	Method	Description
Holdings	RebalancerAnalytics.finalHoldings()	Retrieve the Final Holdings of the Optimizer Run
Holdings	ObjectiveTerm.initialHoldings()	Retrieve the Initial Holdings

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

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

Uses of Holdings in org.drip.portfolioconstruction.postoptimization

Methods in org.drip.portfolioconstruction.postoptimization that return Holdings

Modifier and Type	Method	Description
Holdings	FinalAllocationProcessor.beginHoldings()	Retrieve the Pre-Allocated Holdings
Holdings	FinalAllocationProcessor.endHoldings()	Retrieve the Post Allocated Holdings
Holdings	FinalAllocationProcessor.processedHoldings()	Retrieve the Post-Processed Holdings

Constructors in org.drip.portfolioconstruction.postoptimization with parameters of type Holdings

Constructor	Description
FinalAllocationProcessor(Holdings beginHoldings, Holdings endHoldings)	FinalAllocationProcessor Constructor

Uses of Holdings in org.drip.portfolioconstruction.risk

Methods in org.drip.portfolioconstruction.risk with parameters of type Holdings

Modifier and Type	Method	Description
double[][]	AssetCovariance.constrict(Holdings holdings)	Constrict the Co-variance Matrix to those of the Holdings
double[][]	AssetCovarianceDense.constrict(Holdings holdings)
double[][]	AssetCovarianceFactor.constrict(Holdings holdings)