Uses of Package
org.drip.portfolioconstruction.constraint
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.constraint |
Portfolio Construction Constraint Term Suite
|
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Classes in org.drip.portfolioconstruction.constraint used by org.drip.portfolioconstruction.constraint Class Description LimitBudgetTerm LimitBudgetTerm holds the Details of a Limit Budget Constraint Term.LimitChargeTermIssuer LimitChargeTermIssuer constrains the Limit Issuer Transaction Charge Term.LimitExposureTerm LimitExposureTerm holds the Details of a Limit Exposure Constraint Term - Limits can be Absolute/Net etc.LimitExposureTermIssuer LimitExposureTermIssuer abstracts the Limit Issuer Exposure Constraint Term.LimitHoldingsTerm LimitHoldingsTerm holds the Details of a Limit Holdings Constraint Term - Limits can be Absolute/Net etc.LimitHoldingsTermIssuer LimitHoldingsTermIssuer abstracts the Limit Issuer Holdings Constraint Term.LimitNamesTermIssuer LimitNamesTermIssuer holds the Details of a Limit Count of Issuer Names Constraint Term.LimitRiskTerm LimitRiskTerm holds the Details of a Limit Risk Constraint Term.LimitTaxTerm LimitTaxTerm holds the Details of a Limit Tax Constraint Term.LimitThresholdTermIssuer LimitThresholdTermIssuer abstracts the Issuer Target Portfolio Holdings as long as they are not Zero.LimitTradesTermIssuer LimitTradesTermIssuer abstracts the Issuer Targets the Count of Portfolio Trades.LimitTurnoverTermIssuer LimitTurnoverTermIssuer abstracts the Issuer Targets the Turnover of Portfolio Trades.