Package org.drip.portfolioconstruction.core

Class Factor

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.core.Factor

public class Factor
extends Block

Factor holds the Details of a specific Factor.

• 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
Factor(java.lang.String name, java.lang.String id, java.lang.String description)	Factor Constructor

Method Summary

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

Factor

public Factor(java.lang.String name,
java.lang.String id,
java.lang.String description)
       throws java.lang.Exception

Factor Constructor

Parameters:

name - The Asset Name

id - The Asset ID

description - The Asset Description

Throws:

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