LimitHoldingsTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitHoldingsTerm

Direct Known Subclasses:: LimitHoldingsTermAbsolute, LimitHoldingsTermIssuer, LimitHoldingsTermMinimumPeriod, LimitHoldingsTermModelDeviation

public abstract class LimitHoldingsTerm
extends ConstraintTerm

LimitHoldingsTerm holds the Details of a Limit Holdings 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

int size()
Retrieve the Size of the Holdings

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
- size
  
  public int size()
  
  Retrieve the Size of the Holdings
  
  Returns:
  
  Size of the Holdings