Package org.drip.portfolioconstruction.core

Class Account

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.core.Account

public class Account
extends Block

Account holds the Current Portfolio (if any) along with the Creation/Maintenance Mandate.

• Module = Portfolio Core Module
• Library = Asset Allocation Analytics
• Project = Portfolio Construction under Allocation Constraints
• Package = Core Portfolio Construction Component Suite

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
Account(java.lang.String name, java.lang.String id, java.lang.String description, Holdings holdings, TaxAccountingScheme taxAccountingScheme)	Account Constructor

Method Summary

Modifier and Type	Method	Description
AlphaGroup	alphaGroup()	Retrieve the Alpha Group Instance
AlphaUncertaintyGroup	alphaUncertaintyGroup()	Retrieve the Alpha Uncertainty Group Instance
AssetCovariance	assetCovariance()	Retrieve the Asset Co-variance Risk Model
java.lang.String	currency()	Retrieve the Currency
Holdings	holdings()	Retrieve the Holdings
Benchmark	objectiveBenchmark()	Retrieve the Objective Benchmark Instance
boolean	setAlphaGroup(AlphaGroup alphaGroup)	Set the Alpha Group
boolean	setAlphaUncertaintyGroup(AlphaUncertaintyGroup alphaUncertaintyGroup)	Set the Alpha Uncertainty Group
boolean	setAssetCovariance(AssetCovariance assetCovarianceRiskModel)	Set the Asset Co-variance Risk Model
boolean	setObjectiveBenchmark(Benchmark objectiveBenchmark)	Set the Objective Benchmark Instance
boolean	setTrackingBenchmark(Benchmark trackingBenchmark)	Set the Tracking Benchmark Instance
boolean	setTransactionCostGroup(TransactionChargeGroup transactionChargeGroup)	Set the Transaction Cost Group
TaxAccountingScheme	taxAccountingScheme()	Retrieve the Tax Accounting Scheme
Benchmark	trackingBenchmark()	Retrieve the Tracking Benchmark Instance
TransactionChargeGroup	transactionChargeGroup()	Retrieve the Transaction Cost Group Instance

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

Account

public Account(java.lang.String name,
java.lang.String id,
java.lang.String description,
Holdings holdings,
TaxAccountingScheme taxAccountingScheme)
        throws java.lang.Exception

Account Constructor

Parameters:

name - The Account Name

id - The Account ID

description - The Account Description

holdings - The Account Holdings

taxAccountingScheme - The Tax Accounting Scheme

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

holdings

public Holdings holdings()

Retrieve the Holdings

Returns:

The Holdings

currency

public java.lang.String currency()

Retrieve the Currency

Returns:

The Currency

trackingBenchmark

public Benchmark trackingBenchmark()

Retrieve the Tracking Benchmark Instance

Returns:

The Tracking Benchmark Instance

objectiveBenchmark

public Benchmark objectiveBenchmark()

Retrieve the Objective Benchmark Instance

Returns:

The Objective Benchmark Instance

alphaGroup

public AlphaGroup alphaGroup()

Retrieve the Alpha Group Instance

Returns:

The Alpha Group Instance

alphaUncertaintyGroup

public AlphaUncertaintyGroup alphaUncertaintyGroup()

Retrieve the Alpha Uncertainty Group Instance

Returns:

The Alpha Uncertainty Group Instance

assetCovariance

public AssetCovariance assetCovariance()

Retrieve the Asset Co-variance Risk Model

Returns:

The Asset Co-variance Risk Model

transactionChargeGroup

public TransactionChargeGroup transactionChargeGroup()

Retrieve the Transaction Cost Group Instance

Returns:

The Transaction Cost Group Instance

taxAccountingScheme

public TaxAccountingScheme taxAccountingScheme()

Retrieve the Tax Accounting Scheme

Returns:

The Tax Accounting Scheme

setTrackingBenchmark

public boolean setTrackingBenchmark(Benchmark trackingBenchmark)

Set the Tracking Benchmark Instance

Parameters:

trackingBenchmark - The Tracking Benchmark

Returns:

The Tracking Benchmark successfully set

setObjectiveBenchmark

public boolean setObjectiveBenchmark(Benchmark objectiveBenchmark)

Set the Objective Benchmark Instance

Parameters:

objectiveBenchmark - The Objective Benchmark

Returns:

The Objective Benchmark successfully set

setAlphaGroup

public boolean setAlphaGroup(AlphaGroup alphaGroup)

Set the Alpha Group

Parameters:

alphaGroup - The Alpha Group Instance

Returns:

The Alpha Group successfully set

setAlphaUncertaintyGroup

public boolean setAlphaUncertaintyGroup(AlphaUncertaintyGroup alphaUncertaintyGroup)

Set the Alpha Uncertainty Group

Parameters:

alphaUncertaintyGroup - The Alpha Uncertainty Group Instance

Returns:

The Alpha Uncertainty Group successfully set

setAssetCovariance

public boolean setAssetCovariance(AssetCovariance assetCovarianceRiskModel)

Set the Asset Co-variance Risk Model

Parameters:

assetCovarianceRiskModel - The Asset Co-variance Risk Model

Returns:

The Asset Co-variance Risk Model

setTransactionCostGroup

public boolean setTransactionCostGroup(TransactionChargeGroup transactionChargeGroup)

Set the Transaction Cost Group

Parameters:

transactionChargeGroup - The Transaction Cost Group Instance

Returns:

The Transaction Cost Group successfully set