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 R^d 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
category

Methods inherited from class org.drip.portfolioconstruction.core.Block
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