Uses of Class
org.drip.portfolioconstruction.core.Block

Packages that use Block

Package	Description
org.drip.investing.engine	Quantitative Investment Run Execution Engine
org.drip.portfolioconstruction.composite	Portfolio Construction Component Groups Suite
org.drip.portfolioconstruction.constraint	Portfolio Construction Constraint Term Suite
org.drip.portfolioconstruction.core	Core Portfolio Construction Component Suite
org.drip.portfolioconstruction.cost	Transaction Charge Objective Term Suite
org.drip.portfolioconstruction.objective	Portfolio Construction Objective Term Suite
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite
org.drip.portfolioconstruction.risk	Portfolio Construction Risk/Covariance Component

Uses of Block in org.drip.investing.engine

Subclasses of Block in org.drip.investing.engine

Modifier and Type	Class	Description
class	AssetSpecification	AssetSpecification holds the Characteristics of Asset/Fund whose Behavior is Benchmarked to Specific Factors.

Uses of Block in org.drip.portfolioconstruction.composite

Subclasses of Block in org.drip.portfolioconstruction.composite

Modifier and Type	Class	Description
class	AlphaGroup	AlphaGroup contains the Group of Alphas for the specified Set of Assets.
class	Benchmark	Benchmark holds the Details of a given Benchmark.
class	BlockAttribute	BlockAttribute contains the Marginal Attributes for the specified Set of Assets.
class	BlockClassification	BlockClassification contains the Classifications for the specified Set of Assets.
class	Holdings	Holdings is a Portfolio of Holdings in the specified Set of Assets.

Uses of Block in org.drip.portfolioconstruction.constraint

Subclasses of Block in org.drip.portfolioconstruction.constraint

Modifier and Type	Class	Description
class	LimitBudgetTerm	LimitBudgetTerm holds the Details of a Limit Budget Constraint Term.
class	LimitBudgetTermNet	LimitBudgetTermNet holds the Details of a Limit Net Budget Constraint Term.
class	LimitBudgetTermTransactionCharge	LimitBudgetTermTransactionCharge holds the Details of a After Transaction Charge Limit Budget Constraint Term.
class	LimitChargeTermIssuer	LimitChargeTermIssuer constrains the Limit Issuer Transaction Charge Term.
class	LimitExposureTerm	LimitExposureTerm holds the Details of a Limit Exposure Constraint Term - Limits can be Absolute/Net etc.
class	LimitExposureTermAbsolute	LimitExposureTermAbsolute holds the Details of a Limit Absolute Exposure Constraint Term.
class	LimitExposureTermIssuer	LimitExposureTermIssuer abstracts the Limit Issuer Exposure Constraint Term.
class	LimitExposureTermIssuerLong	LimitExposureTermIssuerLong holds the Details of a Limit Issuer Long Exposure Constraint Term.
class	LimitExposureTermIssuerNet	LimitExposureTermIssuerNet holds the Details of a Limit Issuer Net Exposure Constraint Term.
class	LimitExposureTermIssuerShort	LimitExposureTermIssuerShort holds the Details of a Limit Issuer Short Exposure Constraint Term.
class	LimitExposureTermNet	LimitExposureTermNet holds the Details of a Limit Net Exposure Constraint Term.
class	LimitHoldingsTerm	LimitHoldingsTerm holds the Details of a Limit Holdings Constraint Term - Limits can be Absolute/Net etc.
class	LimitHoldingsTermAbsolute	LimitHoldingsTermAbsolute holds the Details of a Limit Absolute Holdings Constraint Term.
class	LimitHoldingsTermIssuer	LimitHoldingsTermIssuer abstracts the Limit Issuer Holdings Constraint Term.
class	LimitHoldingsTermIssuerLong	LimitHoldingsTermIssuerLong holds the Details of Limit Issuer Long Holdings Constraint Term.
class	LimitHoldingsTermIssuerLongShort	LimitHoldingsTermIssuerLongShort holds the Details of Limit Issuer Long/Short Holdings Ratio Constraint Term.
class	LimitHoldingsTermIssuerNet	LimitHoldingsTermIssuerNet holds the Details of Limit Issuer Net Holdings Constraint Term.
class	LimitHoldingsTermIssuerShort	LimitHoldingsTermIssuerShort holds the Details of Limit Issuer Short Holdings Constraint Term.
class	LimitHoldingsTermIssuerWeightedAverage	LimitHoldingsTermIssuerWeightedAverage holds the Details of Weighted Average Issuer Limit Holdings Constraint Term.
class	LimitHoldingsTermMinimumPeriod	LimitHoldingsTermMinimumPeriod holds the Details of Limit Minimum Holdings Period Constraint Term.
class	LimitHoldingsTermModelDeviation	LimitHoldingsTermModelDeviation holds the Details of a Limit Holdings Benchmark Weights Absolute Deviation Constraint Term.
class	LimitNamesTermIssuer	LimitNamesTermIssuer holds the Details of a Limit Count of Issuer Names Constraint Term.
class	LimitNamesTermIssuerLong	LimitNamesTermIssuerLong holds the Details of Count of the Total Long Active Assets in the Holdings.
class	LimitNamesTermIssuerShort	LimitNamesTermIssuerShort holds the Details of Count of the Total Short Active Assets in the Holdings.
class	LimitNamesTermIssuerTotal	LimitNamesTermIssuerTotal holds the Details of Count of the Total Active Assets in the Holdings.
class	LimitRiskTerm	LimitRiskTerm holds the Details of a Limit Risk Constraint Term.
class	LimitRiskTermMarginal	LimitRiskTermMarginal holds the Details of a Relative Marginal Contribution Based Limit Risk Constraint Term.
class	LimitRiskTermVariance	LimitRiskTermVariance holds the Details of a Variance Based Limit Risk Constraint Term.
class	LimitTaxTerm	LimitTaxTerm holds the Details of a Limit Tax Constraint Term.
class	LimitTaxTermGrossGains	LimitTaxTermGrossGains holds the Details of a Limit Gross Tax Gains Constraint Term.
class	LimitTaxTermGrossLoss	LimitTaxTermGrossLoss holds the Details of a Limit Gross Tax Loss Constraint Term.
class	LimitTaxTermLiability	LimitTaxTermLiability holds the Details of a Limit Tax Liability Constraint Term.
class	LimitTaxTermLongGains	LimitTaxTermLongGains holds the Details of a Limit Long Term Tax Gains Constraint Term.
class	LimitTaxTermNetGains	LimitTaxTermNetGains holds the Details of a Limit Net Tax Gains Constraint Term.
class	LimitTaxTermNetLoss	LimitTaxTermNetLoss holds the Details of a Limit Net Tax Loss Constraint Term.
class	LimitThresholdTermIssuer	LimitThresholdTermIssuer abstracts the Issuer Target Portfolio Holdings as long as they are not Zero.
class	LimitThresholdTermIssuerLong	LimitThresholdTermIssuerLong implements the Issuer Long Portfolio Holdings as long as they are not Zero.
class	LimitThresholdTermIssuerNet	LimitThresholdTermIssuerNet implements the Issuer Net Portfolio Holdings as long as they are not Zero.
class	LimitThresholdTermIssuerShort	LimitThresholdTermIssuerShort implements the Issuer Short Portfolio Holdings as long as they are not Zero.
class	LimitTradesTermIssuer	LimitTradesTermIssuer abstracts the Issuer Targets the Count of Portfolio Trades.
class	LimitTradesTermIssuerBuy	LimitTradesTermIssuerBuy abstracts the Issuer Targets the Count of Total Buy Portfolio Trades.
class	LimitTradesTermIssuerSell	LimitTradesTermIssuerSell abstracts the Issuer Targets the Count of Total Sell Portfolio Trades.
class	LimitTradesTermIssuerTotal	LimitTradesTermIssuerTotal abstracts the Issuer Targets the Count of Total Portfolio Trades.
class	LimitTurnoverTermIssuer	LimitTurnoverTermIssuer abstracts the Issuer Targets the Turnover of Portfolio Trades.
class	LimitTurnoverTermIssuerBuy	LimitTuroverTermIssuerBuy abstracts the Issuer Targets the Turnover of Total Buy Portfolio Trades.
class	LimitTurnoverTermIssuerNet	LimitTurnoverTermIssuerNet abstracts the Issuer Targets the Turnover of Total Net Portfolio Trades.
class	LimitTurnoverTermIssuerSell	LimitTurnoverTermIssuerSell abstracts the Issuer Targets the Turnover of Total Sell Portfolio Trades.
class	LimitTurnoverTermIssuerShort	LimitTurnoverTermIssuerShort abstracts the Issuer Targets the Turnover of Total Short Portfolio Trades.

Uses of Block in org.drip.portfolioconstruction.core

Subclasses of Block in org.drip.portfolioconstruction.core

Modifier and Type	Class	Description
class	Account	Account holds the Current Portfolio (if any) along with the Creation/Maintenance Mandate.
class	Asset	Asset holds the Details of a given Asset.
class	AssetPosition	BlockCategory contains the Block Category Enum's.
class	Factor	Factor holds the Details of a specific Factor.
class	TaxAccountingScheme	TaxAccountingScheme contains the Attributes for the specified Tax Accounting Scheme.

Methods in org.drip.portfolioconstruction.core that return Block

Modifier and Type	Method	Description
static Block	Block.Standard(java.lang.String name, int category)	Construct a Standard Instance of a Block

Uses of Block in org.drip.portfolioconstruction.cost

Subclasses of Block in org.drip.portfolioconstruction.cost

Modifier and Type	Class	Description
class	TransactionCharge	TransactionCharge contains the Parameters for the specified Transaction Charge Scheme.
class	TransactionChargeFixed	TransactionChargeFixed contains the Parameters for the Fixed Transaction Charge Scheme.
class	TransactionChargeGoldmanSachsShortfall	TransactionChargeGoldmanSachsShortfall contains the Parameters for the Goldman Sachs Shortfall Model.
class	TransactionChargeLinear	TransactionChargeLinear contains the Parameters for the Linear Transaction Charge Scheme.
class	TransactionChargeMarketImpact	TransactionChargeMarketImpact contains the Parameters for the Power Law Transaction Charge Scheme.

Uses of Block in org.drip.portfolioconstruction.objective

Subclasses of Block in org.drip.portfolioconstruction.objective

Modifier and Type	Class	Description
class	CustomNetTaxGainsTerm	CustomNetTaxGainsTerm holds the Details of the Portfolio Custom Net Tax Gain Objective Term.
class	CustomTransactionChargeTerm	CustomTransactionChargeTerm implements the Objective Term that models the Custom Transaction Charge associated with a Portfolio Transaction.
class	ExpectedReturnsTerm	ExpectedReturnsTerm holds the Details of the Portfolio Expected Returns Based Objective Terms.
class	FixedChargeBuyTerm	FixedChargeBuyTerm implements the Objective Term that optimizes the Charges incurred by the Buy Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
class	FixedChargeSellTerm	FixedChargeSellTerm implements the Objective Term that optimizes the Charge incurred by the Sell Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
class	FixedChargeTerm	FixedChargeTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
class	GoldmanSachsShortfallTerm	GoldmanSachsShortfallTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio using the Goldman Sachs Shortfall Model from the Starting Allocation.
class	LinearChargeBuyTerm	LinearChargeBuyTerm implements the Objective Term that optimizes the Charge incurred by the Buy Trades in the Target Portfolio under a Linear Transaction Charge from the Starting Allocation.
class	LinearChargeSellTerm	LinearChargeSellTerm implements the Objective Term that optimizes the Charge incurred by the Sell Trades in the Target Portfolio under a Linear Transaction Charge from the Starting Allocation.
class	LinearChargeTerm	LinearChargeTerm implements the Objective Term that optimizes the Charge of the Buy/Sell Trades in the Target Portfolio under a Linear Transaction Charge from the Starting Allocation.
class	LongTiltTerm	LongTiltTerm holds the Details of Long Tilt Unit Objective Term.
class	MarketImpactChargeTerm	MarketImpactChargeTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio under a specified Market Impact Charge from the Starting Allocation.
class	NetTaxGainsTerm	NetTaxGainsTerm holds the Details of the Portfolio Net Tax Gain Objective Term.
class	NetTiltTerm	NetTiltTerm holds the Details of Net Tilt Unit Objective Term.
class	ReturnsTerm	ReturnsTerm holds the Details of the Portfolio Returns Based Objective Terms.
class	RiskTerm	RiskTerm holds the Details of the Portfolio Risk Objective Term.
class	RobustErrorTerm	RobustErrorTerm optimizes the Error in the Target Expected Absolute Return of the Portfolio on the Absence of Benchmark, and the Error in the Benchmark-Adjusted Returns Otherwise.
class	ShortSellChargeTerm	ShortSellChargeTerm implements the Objective Term that optimizes the Charge incurred by Short Sell Trades in the Target Portfolio from the Starting Allocation.
class	ShortTiltTerm	ShortTiltTerm holds the Details of Short Tilt Unit Objective Term.
class	StandardDeviationTerm	StandardDeviationTerm holds the Details of the Portfolio Risk (Standard Deviation) Objective Term.
class	TaxLiabilityTerm	TaxLiabilityTerm holds the Details of the Portfolio Net Tax Liability Objective Term.
class	TaxTerm	TaxTerm holds the Details of Abstract Tax Unit Objective Term.
class	TiltTerm	TiltTerm holds the Details of Abstract Tilt Unit Objective Term.
class	TransactionChargeTerm	TransactionChargeTerm implements the Objective Term that models the Charge associated with a Portfolio Transaction.
class	VarianceTerm	VarianceTerm holds the Details of the Portfolio Risk (Variance) Objective Term.

Uses of Block in org.drip.portfolioconstruction.optimizer

Subclasses of Block in org.drip.portfolioconstruction.optimizer

Modifier and Type	Class	Description
class	ConstraintTerm	ConstraintTerm holds the Details of a given Constraint Term.
class	FormulationTerm	FormulationTerm holds the Core Objective/Constraint Formulation Terms.
class	ObjectiveTerm	ObjectiveTerm holds the Details of a given Objective Term.
class	Rebalancer	Rebalancer holds the Details of a given Rebalancing Run.
class	Strategy	Strategy holds the Details of a given Strategy.

Uses of Block in org.drip.portfolioconstruction.risk

Subclasses of Block in org.drip.portfolioconstruction.risk

Modifier and Type	Class	Description
class	AlphaUncertaintyGroup	AlphaUncertaintyGroup contains the Group of Alpha Uncertainties for the specified Group of Assets.
class	AssetCovarianceDense	AssetCovarianceDense contains the Joint Dense Covariance for the Pair of the Set of Assets.
class	AssetCovarianceFactor	AssetCovarianceFactor contains the Joint Factor Covariance for the Pair of the Set of Assets.
class	AttributeJointDense	AttributeJointDense contains the Joint Dense Attributes for the Pair of the Set of Assets.
class	AttributeJointFactor	AttributeJointFactor contains the Factor Based Loadings that determines the Joint Attributes between the Pair of Assets.