Package org.drip.portfolioconstruction.constraint

Class LimitThresholdTermIssuerNet

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuer

org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuerNet

public class LimitThresholdTermIssuerNet
extends LimitThresholdTermIssuer

LimitThresholdTermIssuerNet implements the Issuer Net 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

Constructor Summary

Constructors

Constructor	Description
LimitThresholdTermIssuerNet(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitThresholdTermIssuerNet Constructor

Method Summary

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

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

issuerSelectionArray

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

LimitThresholdTermIssuerNet

public LimitThresholdTermIssuerNet(java.lang.String name,
Scope scope,
Unit unit,
double minimum,
double maximum,
double[] issuerSelectionArray)
                            throws java.lang.Exception

LimitThresholdTermIssuerNet Constructor

Parameters:

name - Name of the LimitThresholdTermIssuerNet Constraint

scope - Scope of the LimitThresholdTermIssuerNet Constraint

unit - Unit of the LimitThresholdTermIssuerNet Constraint

minimum - Minimum Limit Value of the Constraint

maximum - Maximum Limit Value of the Constraint

issuerSelectionArray - Array of the Issuer Selections

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