Package org.drip.portfolioconstruction.constraint

Class 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

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

size

public int size()

Retrieve the Size of the Holdings

Returns:

Size of the Holdings