Package org.drip.portfolioconstruction.composite

Portfolio Construction Component Groups Suite
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    AlphaGroup
    AlphaGroup contains the Group of Alphas for the specified Set of Assets.
    Benchmark
    Benchmark holds the Details of a given Benchmark.
    BlockAttribute
    BlockAttribute contains the Marginal Attributes for the specified Set of Assets.
    BlockClassification
    BlockClassification contains the Classifications for the specified Set of Assets.
    Holdings
    Holdings is a Portfolio of Holdings in the specified Set of Assets.
    TransactionChargeGroup
    TransactionChargeGroup contains the Transaction Charge Values for the specified Set of Assets.