Package org.drip.portfolioconstruction.lean

Class FullSequenceAllocationDiagnostics

java.lang.Object

org.drip.portfolioconstruction.lean.FullSequenceAllocation

org.drip.portfolioconstruction.lean.FullSequenceAllocationDiagnostics

public class FullSequenceAllocationDiagnostics
extends FullSequenceAllocation

FullSequenceAllocationDiagnostics augments FullSequenceAllocation by holding the Results of the pre-processed Allocation.

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

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
HoldingsContainer	_preFilteredHoldings

Constructor Summary

Constructors

Constructor	Description
FullSequenceAllocationDiagnostics()	Empty FullSequenceAllocationDiagnostics Constructor

Method Summary

Modifier and Type	Method	Description
HoldingsContainer	preFilteredHoldings()	Retrieve the Pre-Filtered Holdings
boolean	setPreFiltered(HoldingsContainer holdingsContainer)	Set Pre-Filtered Holdings Container

Methods inherited from class org.drip.portfolioconstruction.lean.FullSequenceAllocation

endingHoldings, endingHoldings, startingHoldings, startingHoldings, tradesContainer

Methods inherited from class java.lang.Object

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

Field Details

_preFilteredHoldings

public HoldingsContainer _preFilteredHoldings

Constructor Details

FullSequenceAllocationDiagnostics

public FullSequenceAllocationDiagnostics()

Empty FullSequenceAllocationDiagnostics Constructor

Method Details

preFilteredHoldings

public HoldingsContainer preFilteredHoldings()

Retrieve the Pre-Filtered Holdings

Returns:

Pre-Filtered Holdings

setPreFiltered

public boolean setPreFiltered(HoldingsContainer holdingsContainer)

Set Pre-Filtered Holdings Container

Parameters:

holdingsContainer - Pre-Filtered Holdings Container

Returns:

Pre-Filtered Holdings Container successfully set