LimitTradesTermIssuer

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitTradesTermIssuer

Direct Known Subclasses:: LimitTradesTermIssuerBuy, LimitTradesTermIssuerSell, LimitTradesTermIssuerTotal

public abstract class LimitTradesTermIssuer
extends ConstraintTerm

LimitTradesTermIssuer abstracts the Issuer Targets the Count of Portfolio Trades.

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[] initialHoldingsArray()
Retrieve the Initial Holdings Array

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
- initialHoldingsArray
  
  public double[] initialHoldingsArray()
  
  Retrieve the Initial Holdings Array
  
  Returns:
  
  Initial Holdings Array
- issuerSelectionArray
  
  public double[] issuerSelectionArray()
  
  Retrieve the Issuer Selection Array
  
  Returns:
  
  Issuer Selection Array