Package org.drip.portfolioconstruction.core

Core Portfolio Construction Component Suite
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Account
    Account holds the Current Portfolio (if any) along with the Creation/Maintenance Mandate.
    Asset
    Asset holds the Details of a given Asset.
    Block
    Block forms the Base underneath all Portfolio Construction Objects.
    Factor
    Factor holds the Details of a specific Factor.
    LocalUniverse
    LocalUniverse contains all the Assets in the Local Universe.
    TaxAccountingScheme
    TaxAccountingScheme contains the Attributes for the specified Tax Accounting Scheme.