Package org.drip.portfolioconstruction.constraint

Class LimitExposureTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitExposureTerm

Direct Known Subclasses:

LimitExposureTermAbsolute, LimitExposureTermIssuer, LimitExposureTermNet

public abstract class LimitExposureTerm
extends ConstraintTerm

LimitExposureTerm holds the Details of a Limit Exposure Constraint Term - Limits can be Absolute/Net etc.

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

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
double[]	priceArray()	Retrieve the Array of the Prices

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, rdtoR1

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

Method Details

priceArray

public double[] priceArray()

Retrieve the Array of the Prices

Returns:

Array of the Prices