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.