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.
    AssetPosition
    BlockCategory contains the Block Category Enum's.
    Block
    Block forms the Base underneath all Portfolio Construction Objects.
    BlockCategory
    BlockCategory contains the Block Category Enum's.
    Factor
    Factor holds the Details of a specific Factor.
    TaxAccountingScheme
    TaxAccountingScheme contains the Attributes for the specified Tax Accounting Scheme.
    Universe
    Universe contains all the Assets in the Universe.