Package org.drip.portfolioconstruction.constraint

Class LimitThresholdTermIssuer

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuer

Direct Known Subclasses:

LimitThresholdTermIssuerLong, LimitThresholdTermIssuerNet, LimitThresholdTermIssuerShort

public abstract class LimitThresholdTermIssuer
extends ConstraintTerm

LimitThresholdTermIssuer abstracts the Issuer Target Portfolio Holdings as long as they are not Zero.

• 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[]	issuerSelectionArray()	Retrieve the Issuer Selection Array

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

issuerSelectionArray

public double[] issuerSelectionArray()

Retrieve the Issuer Selection Array

Returns:

The Issuer Selection Array