Package org.drip.portfolioconstruction.constraint

Class LimitBudgetTermTransactionCharge

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.LimitBudgetTermTransactionCharge

public class LimitBudgetTermTransactionCharge
extends LimitBudgetTerm

LimitBudgetTermTransactionCharge holds the Details of a After Transaction Charge Limit 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
LimitBudgetTermTransactionCharge(java.lang.String name, Scope scope, Unit unit, double budget, double[] priceArray, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	LimitBudgetTermTransactionCharge Constructor

Method Summary

Modifier and Type	Method	Description
RdToR1	rdtoR1()	The Rd To R1 Formulation Term
TransactionCharge[]	transactionChargeArray()	Retrieve the Array of Transaction Charges

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

LimitBudgetTermTransactionCharge

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

LimitBudgetTermTransactionCharge 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

initialHoldingsArray - Array of Initial Holdings

transactionChargeArray - Array of Transaction Charge Instances

Throws:

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

Method Details

transactionChargeArray

public TransactionCharge[] transactionChargeArray()

Retrieve the Array of Transaction Charges

Returns:

The Transaction Charge Array

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