FullSequenceAllocator

java.lang.Object

org.drip.portfolioconstruction.lean.FullSequenceAllocator

public class FullSequenceAllocator
extends java.lang.Object

FullSequenceAllocator generates an Optimal Portfolio from the Initial Holdings and performs Post-Processing if necessary.

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

FullSequenceAllocator(Optimizer optimizer, PostProcessorSettings postProcessorSettings, boolean diagnosticsOn)
FullSequenceAllocator Constructor

Method Summary

Modifier and Type	Method	Description
`FullSequenceAllocation`	`allocate(HoldingsContainer startingHoldings)`	Allocate an Instance of Post-processed Target Holdings from the Initial Portfolio
`boolean`	`diagnosticsOn()`	Indicate if the Diagnostics is turned on
`Optimizer`	`optimizer()`	Retrieve the Optimizer
`PostProcessorSettings`	`postProcessorSettings()`	Retrieve the Post Processing Settings

Methods inherited from class java.lang.Object

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

Constructor Details
- FullSequenceAllocator
  
  public FullSequenceAllocator(Optimizer optimizer, PostProcessorSettings postProcessorSettings, boolean diagnosticsOn) throws java.lang.Exception
  
  FullSequenceAllocator Constructor
  
  Parameters:
  
  optimizer - Optimizer
  
  postProcessorSettings - Post Processing Settings
  
  diagnosticsOn - TRUE - Diagnostics is turned on
  
  Throws:
  
  java.lang.Exception
Method Details
- optimizer
  
  public Optimizer optimizer()
  
  Retrieve the Optimizer
  
  Returns:
  
  Optimizer
- postProcessorSettings
  
  public PostProcessorSettings postProcessorSettings()
  
  Retrieve the Post Processing Settings
  
  Returns:
  
  Post Processing Settings
- diagnosticsOn
  
  public boolean diagnosticsOn()
  
  Indicate if the Diagnostics is turned on
  
  Returns:
  
  TRUE - Diagnostics is turned on
- allocate
  
  public FullSequenceAllocation allocate(HoldingsContainer startingHoldings)
  
  Allocate an Instance of Post-processed Target Holdings from the Initial Portfolio
  
  Parameters:
  
  startingHoldings - Starting Holdings
  
  Returns:
  
  Instance of Post-processed Target Holdings