Package org.drip.portfolioconstruction.constraint

Class LimitBudgetTermNet

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitBudgetTerm

org.drip.portfolioconstruction.constraint.LimitBudgetTermNet

public class LimitBudgetTermNet
extends LimitBudgetTerm

LimitBudgetTermNet holds the Details of a Limit Net Budget Constraint Term.

• Module = Portfolio Core Module
• Library = Asset Allocation Analytics
• Project = Portfolio Construction under Allocation Constraints
• Package = Portfolio Construction Constraint Term Suite

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
LimitBudgetTermNet(java.lang.String name, Scope scope, Unit unit, double budget, double[] priceArray)	LimitBudgetTermNet Constructor

Method Summary

Modifier and Type	Method	Description
RdToR1	rdtoR1()	The Rd To R1 Formulation Term

Methods inherited from class org.drip.portfolioconstruction.constraint.LimitBudgetTerm

priceArray

Methods inherited from class org.drip.portfolioconstruction.optimizer.ConstraintTerm

isEquality, maximum, minimum, scope, setSoftConstraint, softContraint, unit

Methods inherited from class org.drip.portfolioconstruction.optimizer.FormulationTerm

objectiveCategory

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

LimitBudgetTermNet

public LimitBudgetTermNet(java.lang.String name,
Scope scope,
Unit unit,
double budget,
double[] priceArray)
                   throws java.lang.Exception

LimitBudgetTermNet Constructor

Parameters:

name - Name of the Constraint

scope - Scope of the Constraint - ACCOUNT/ASSET/SET

unit - Unit of the Constraint

budget - Budget Value of the Constraint

priceArray - Array of Asset Prices

Throws:

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

Method Details

rdtoR1

public RdToR1 rdtoR1()

Description copied from class: FormulationTerm

The R^d To R¹ Formulation Term

Specified by:

rdtoR1 in class FormulationTerm

Returns:

The R^d To R¹ Formulation Term