Package org.drip.portfolioconstruction.constraint

Class LimitTradesTermIssuerTotal

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

org.drip.portfolioconstruction.constraint.LimitTradesTermIssuer

org.drip.portfolioconstruction.constraint.LimitTradesTermIssuerTotal

public class LimitTradesTermIssuerTotal
extends LimitTradesTermIssuer

LimitTradesTermIssuerTotal abstracts the Issuer Targets the Count of Total 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

Constructor Summary

Constructors

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

Method Summary

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

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

initialHoldingsArray, 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

category

Methods inherited from class org.drip.portfolioconstruction.core.Block

description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

equals, getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Details

LimitTradesTermIssuerTotal

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

LimitTradesTermIssuerTotal Constructor

Parameters:

name - Name of the LimitTradesTermIssuerNet Constraint

scope - Scope of the LimitTradesTermIssuerNet Constraint

unit - Unit of the LimitTradesTermIssuerNet Constraint

minimum - Minimum Value for the Constraint

maximum - Maximum Value for the Constraint

issuerSelectionArray - Issuer Selection Flag Array

initialHoldingsArray - Initial Holdings Array

Throws:

java.lang.Exception - Thrown if the Inputs are Inconsistent/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