LimitHoldingsTermMinimumPeriod

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.LimitHoldingsTermMinimumPeriod

public abstract class LimitHoldingsTermMinimumPeriod
extends LimitHoldingsTerm

LimitHoldingsTermMinimumPeriod holds the Details of Limit Minimum Holdings Period 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 minimumHoldingsPeriod()
Retrieve the Minimum Holdings Period

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
- minimumHoldingsPeriod
  
  public double minimumHoldingsPeriod()
  
  Retrieve the Minimum Holdings Period
  
  Returns:
  
  The Minimum Holdings Period