Package org.drip.portfolioconstruction.constraint

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

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

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

LimitTaxTermNetGains

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

LimitTaxTermNetGains Constructor

Parameters:

name - Name of the LimitTaxTermNetGains Constraint

scope - Scope of the LimitTaxTermNetGains Constraint

unit - Unit of the LimitTaxTermNetGains Constraint

minimum - Minimum Value of the LimitTaxTermNetGains Constraint

maximum - Maximum Value of the LimitTaxTermNetGains 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