Package org.drip.portfolioconstruction.constraint

Class 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

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

issuerSelectionArray

public double[] issuerSelectionArray()

Retrieve the Issuer Selection Array

Returns:

The Issuer Selection Array