Package org.drip.portfolioconstruction.constraint

Class LimitChargeTermIssuer

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitChargeTermIssuer

public class LimitChargeTermIssuer
extends ConstraintTerm

LimitChargeTermIssuer constrains the Limit Issuer Transaction Charge 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
LimitChargeTermIssuer(java.lang.String name, java.lang.String strID, java.lang.String strDescription, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	LimitChargeTermIssuer Constructor

Method Summary

Modifier and Type	Method	Description
static LimitChargeTermIssuer	GoldmanSachsShortfall(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionChargeGoldmanSachsShortfall[] goldmanSachsShortfallTransactionChargeArray)	Construct a Static Instance of GoldmanSachsShortfall LimitChargeTermIssuer
double[]	initialHoldingsArray()	Retrieve the Array of Initial Holdings
RdToR1	rdtoR1()	The Rd To R1 Formulation Term
static LimitChargeTermIssuer	Standard(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	Construct a Static Instance of LimitChargeTermIssuer
TransactionCharge[]	transactionChargeArray()	Retrieve the Array of Transaction Charges

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

LimitChargeTermIssuer

public LimitChargeTermIssuer(java.lang.String name,
java.lang.String strID,
java.lang.String strDescription,
Scope scope,
Unit unit,
double minimum,
double maximum,
double[] initialHoldingsArray,
TransactionCharge[] transactionChargeArray)
                      throws java.lang.Exception

LimitChargeTermIssuer Constructor

Parameters:

name - Name of the LimitChargeTermIssuer Constraint

strID - ID of the LimitChargeTermIssuer Constraint

strDescription - Description of the LimitChargeTermIssuer Constraint

scope - Scope of the LimitChargeTermIssuer Constraint

unit - Unit of the LimitChargeTermIssuer Constraint

minimum - Minimum Value for the LimitChargeTermIssuer Constraint

maximum - Maximum Value for the LimitChargeTermIssuer Constraint

initialHoldingsArray - Array of Initial Holdings

transactionChargeArray - Array of Transaction Charge

Throws:

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

Method Details

Standard

public static final LimitChargeTermIssuer Standard(java.lang.String name,
Scope scope,
Unit unit,
double minimum,
double maximum,
double[] initialHoldingsArray,
TransactionCharge[] transactionChargeArray)

Construct a Static Instance of LimitChargeTermIssuer

Parameters:

name - Name of the LimitChargeTermIssuer Constraint

scope - Scope of the LimitChargeTermIssuer Constraint

unit - Unit of the LimitChargeTermIssuer Constraint

minimum - Minimum Value for the LimitChargeTermIssuer Constraint

maximum - Maximum Value for the LimitChargeTermIssuer Constraint

initialHoldingsArray - Array of Initial Holdings

transactionChargeArray - Array of Transaction Charge

Returns:

Instance of LimitChargeTermIssuer

GoldmanSachsShortfall

public static final LimitChargeTermIssuer GoldmanSachsShortfall(java.lang.String name,
Scope scope,
Unit unit,
double minimum,
double maximum,
double[] initialHoldingsArray,
TransactionChargeGoldmanSachsShortfall[] goldmanSachsShortfallTransactionChargeArray)

Construct a Static Instance of GoldmanSachsShortfall LimitChargeTermIssuer

Parameters:

name - Name of the LimitChargeTermIssuer Constraint

scope - Scope of the LimitChargeTermIssuer Constraint

unit - Unit of the LimitChargeTermIssuer Constraint

minimum - Minimum Value for the LimitChargeTermIssuer Constraint

maximum - Maximum Value for the LimitChargeTermIssuer Constraint

initialHoldingsArray - Array of Initial Holdings

goldmanSachsShortfallTransactionChargeArray - Array of GoldmanSachsShortfall Transaction Charge

Returns:

Instance of GoldmanSachsShortfall LimitChargeTermIssuer

initialHoldingsArray

public double[] initialHoldingsArray()

Retrieve the Array of Initial Holdings

Returns:

The Initial Holdings Array

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