Package org.drip.portfolioconstruction.constraint

Class LimitTaxTermGrossGains

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitTaxTerm

org.drip.portfolioconstruction.constraint.LimitTaxTermGrossGains

public class LimitTaxTermGrossGains
extends LimitTaxTerm

LimitTaxTermGrossGains holds the Details of a Limit Gross Tax Gains 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
LimitTaxTermGrossGains(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermGrossGains Constructor

Method Summary

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

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

initialHoldingsArray, taxationScheme

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

LimitTaxTermGrossGains

public LimitTaxTermGrossGains(java.lang.String name,
Scope scope,
Unit unit,
double minimum,
double maximum,
TaxationScheme taxationScheme,
double[] initialHoldingsArray)
                       throws java.lang.Exception

LimitTaxTermGrossGains Constructor

Parameters:

name - Name of the LimitTaxTermGrossGains Constraint

scope - Scope of the LimitTaxTermGrossGains Constraint

unit - Unit of the LimitTaxTermGrossGains Constraint

minimum - Minimum Value of the LimitTaxTermGrossGains Constraint

maximum - Maximum Value of the LimitTaxTermGrossGains Constraint

taxationScheme - Taxation Scheme

initialHoldingsArray - Array of the Initial Holdings

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