Class LimitTaxTermNetGains
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.LimitTaxTermNetGains
public class LimitTaxTermNetGains extends LimitTaxTerm
LimitTaxTermNetGains holds the Details of a Limit Net 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
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Constructor Summary
Constructors Constructor Description LimitTaxTermNetGains(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)
LimitTaxTermNetGains Constructor -
Method Summary
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
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Constructor Details
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LimitTaxTermNetGains
public LimitTaxTermNetGains(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray) throws java.lang.ExceptionLimitTaxTermNetGains Constructor- Parameters:
name
- Name of the LimitTaxTermNetGains Constraintscope
- Scope of the LimitTaxTermNetGains Constraintunit
- Unit of the LimitTaxTermNetGains Constraintminimum
- Minimum Value of the LimitTaxTermNetGains Constraintmaximum
- Maximum Value of the LimitTaxTermNetGains ConstrainttaxationScheme
- Taxation SchemeinitialHoldingsArray
- Array of the Initial Holdings- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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rdtoR1
Description copied from class:FormulationTerm
The Rd To R1 Formulation Term- Specified by:
rdtoR1
in classFormulationTerm
- Returns:
- The Rd To R1 Formulation Term
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