Optimizer

All Known Implementing Classes:: RandomizedOptimizer

public interface Optimizer

Optimizer exposes Functionality for optimizing the given Portfolio

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

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type Method Description

HoldingsContainer optimize(HoldingsContainer startingHoldingsContainer)
Optimize from the Starting Holdings

Method Details
- optimize
  
  HoldingsContainer optimize(HoldingsContainer startingHoldingsContainer)
  
  Optimize from the Starting Holdings
  
  Parameters:
  
  startingHoldingsContainer - Starting Holdings
  
  Returns:
  
  The Optimal Holdings