Package org.drip.portfolioconstruction.constraint

Class LimitTaxTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitTaxTerm

Direct Known Subclasses:

LimitTaxTermGrossGains, LimitTaxTermGrossLoss, LimitTaxTermLiability, LimitTaxTermLongGains, LimitTaxTermNetGains, LimitTaxTermNetLoss

public abstract class LimitTaxTerm
extends ConstraintTerm

LimitTaxTerm holds the Details of a Limit Tax 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[]	initialHoldingsArray()	Retrieve the Initial Holdings Array
TaxationScheme	taxationScheme()	Retrieve the Taxation Scheme

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

initialHoldingsArray

public double[] initialHoldingsArray()

Retrieve the Initial Holdings Array

Returns:

The Initial Holdings Array

taxationScheme

public TaxationScheme taxationScheme()

Retrieve the Taxation Scheme

Returns:

The Taxation Scheme