Package org.drip.portfolioconstruction.constraint

Class LimitNamesTermIssuerShort

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.LimitNamesTermIssuerShort

public class LimitNamesTermIssuerShort
extends LimitNamesTermIssuer

LimitNamesTermIssuerShort holds the Details of Count of the Total Short 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
LimitNamesTermIssuerShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitNamesTermIssuerShort 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

LimitNamesTermIssuerShort

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

LimitNamesTermIssuerShort Constructor

Parameters:

name - Name of the LimitNamesTermShort Constraint

scope - Scope of the LimitNamesTermShort Constraint

unit - Unit of the LimitNamesTermShort Constraint

minimum - Minimum of the Constraint

maximum - Maximum of the Constraint

issuerSelectionArray - Array of the Issuer Selections

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