Package org.drip.portfolioconstruction.constraint

Class LimitNamesTermIssuerLong

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitNamesTermIssuer

org.drip.portfolioconstruction.constraint.LimitNamesTermIssuerLong

public class LimitNamesTermIssuerLong
extends LimitNamesTermIssuer

LimitNamesTermIssuerLong holds the Details of Count of the Total Long Active Assets in the Holdings.

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

Method Summary

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

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

issuerSelectionArray

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

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

Constructor Details

LimitNamesTermIssuerLong

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

LimitNamesTermIssuerLong Constructor

Parameters:

name - Name of the LimitNamesTermLong Constraint

scope - Scope of the LimitNamesTermLong Constraint

unit - Unit of the LimitNamesTermLong Constraint

minimum - Minimum of the Constraint

maximum - Maximum of the Constraint

issuerSelectionArray - Array of the Issuer Selection

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