LimitHoldingsTermIssuer

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitHoldingsTerm

org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuer

Direct Known Subclasses:: LimitHoldingsTermIssuerLong, LimitHoldingsTermIssuerLongShort, LimitHoldingsTermIssuerNet, LimitHoldingsTermIssuerShort, LimitHoldingsTermIssuerWeightedAverage

public abstract class LimitHoldingsTermIssuer
extends LimitHoldingsTerm

LimitHoldingsTermIssuer abstracts the Limit Issuer Holdings 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.LimitHoldingsTerm
size

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