FullSequenceAllocation

java.lang.Object

org.drip.portfolioconstruction.lean.FullSequenceAllocation

Direct Known Subclasses:: FullSequenceAllocationDiagnostics

public class FullSequenceAllocation
extends java.lang.Object

FullSequenceAllocator holds the Results of Optimization from the Initial Holdings and its eventual Post-Processing.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = "Lean" Portfolio Construction Utilities Suite

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

FullSequenceAllocation()
Empty FullSequenceAllocation Constructor

Method Summary

Modifier and Type	Method	Description
`HoldingsContainer`	`endingHoldings()`	Retrieve the Ending Holdings
`boolean`	`endingHoldings(HoldingsContainer endingHoldings)`	Set the Ending Holdings
`HoldingsContainer`	`startingHoldings()`	Retrieve the Starting Holdings
`boolean`	`startingHoldings(HoldingsContainer startingHoldings)`	Set the Starting Holdings
`TradesContainer`	`tradesContainer()`	Retrieve the Trades Container

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- FullSequenceAllocation
  
  public FullSequenceAllocation()
  
  Empty FullSequenceAllocation Constructor
Method Details
- startingHoldings
  
  public boolean startingHoldings(HoldingsContainer startingHoldings)
  
  Set the Starting Holdings
  
  Parameters:
  
  startingHoldings - Starting Holdings
  
  Returns:
  
  TRUE - The Starting Holdings successfully set
- endingHoldings
  
  public boolean endingHoldings(HoldingsContainer endingHoldings)
  
  Set the Ending Holdings
  
  Parameters:
  
  endingHoldings - Ending Holdings
  
  Returns:
  
  TRUE - The Ending Holdings successfully set
- startingHoldings
  
  public HoldingsContainer startingHoldings()
  
  Retrieve the Starting Holdings
  
  Returns:
  
  Starting Holdings
- endingHoldings
  
  public HoldingsContainer endingHoldings()
  
  Retrieve the Ending Holdings
  
  Returns:
  
  Starting Holdings
- tradesContainer
  
  public TradesContainer tradesContainer()
  
  Retrieve the Trades Container
  
  Returns:
  
  Trades Container