Package org.drip.portfolioconstruction.constraint

Class LimitHoldingsTermIssuerLongShort

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

org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerLongShort

public class LimitHoldingsTermIssuerLongShort
extends LimitHoldingsTermIssuer

LimitHoldingsTermIssuerLongShort holds the Details of Limit Issuer Long/Short Holdings Ratio 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

Constructor Summary

Constructors

Constructor	Description
LimitHoldingsTermIssuerLongShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitHoldingsTermIssuerLongShort Constructor

Method Summary

Modifier and Type	Method	Description
RdToR1	rdtoR1()	The Rd To R1 Formulation Term

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

issuerSelectionArray

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

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

Constructor Details

LimitHoldingsTermIssuerLongShort

public LimitHoldingsTermIssuerLongShort(java.lang.String name,
Scope scope,
Unit unit,
double minimum,
double maximum,
double[] issuerSelectionArray)
                                 throws java.lang.Exception

LimitHoldingsTermIssuerLongShort Constructor

Parameters:

name - Name of the Limit Issuer Net Holdings

scope - Scope of the Limit Issuer Net Holdings

unit - Unit of the Limit Issuer Net Holdings

minimum - Minimum Bound of the Limit Issuer Net Holdings

maximum - Maximum Bound of the Limit Issuer Net Holdings

issuerSelectionArray - Array of Issuer Selection Entries

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

rdtoR1

public RdToR1 rdtoR1()

Description copied from class: FormulationTerm

The R^d To R¹ Formulation Term

Specified by:

rdtoR1 in class FormulationTerm

Returns:

The R^d To R¹ Formulation Term