Package org.drip.portfolioconstruction.constraint

Class LimitExposureTermIssuer

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitExposureTerm

org.drip.portfolioconstruction.constraint.LimitExposureTermIssuer

Direct Known Subclasses:

LimitExposureTermIssuerLong, LimitExposureTermIssuerNet, LimitExposureTermIssuerShort

public abstract class LimitExposureTermIssuer
extends LimitExposureTerm

LimitExposureTermIssuer abstracts the Limit Issuer Exposure 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

Method Summary

Modifier and Type	Method	Description
double[]	issuerSelectionArray()	Retrieve the Issuer Selection Array

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

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, rdtoR1

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

Method Details

issuerSelectionArray

public double[] issuerSelectionArray()

Retrieve the Issuer Selection Array

Returns:

The Issuer Selection Array