PostProcessorSettings

java.lang.Object

org.drip.portfolioconstruction.lean.PostProcessorSettings

public class PostProcessorSettings
extends java.lang.Object

PostProcessorSettings holds the Control Settings guiding the Allocation Post-process.

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

PostProcessorSettings(boolean filterSells, boolean filterBuys)
PostProcessorSettings Constructor

Method Summary

Modifier and Type	Method	Description
`static PostProcessorSettings`	`BuyOnly()`	Construct a Buy-only Version of PostProcessorSettings
`boolean`	`filterBuys()`	Indicate if Buys are to be removed
`boolean`	`filterSells()`	Indicate if Sells are to be removed
`static PostProcessorSettings`	`SellOnly()`	Construct a Sell-only Version of PostProcessorSettings

Methods inherited from class java.lang.Object

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

Constructor Details
- PostProcessorSettings
  
  public PostProcessorSettings(boolean filterSells, boolean filterBuys) throws java.lang.Exception
  
  PostProcessorSettings Constructor
  
  Parameters:
  
  filterSells - TRUE - Sells are to be removed
  
  filterBuys - TRUE - Buys are to be removed
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- BuyOnly
  
  public static final PostProcessorSettings BuyOnly()
  
  Construct a Buy-only Version of PostProcessorSettings
  
  Returns:
  
  Buy-only Version of PostProcessorSettings
- SellOnly
  
  public static final PostProcessorSettings SellOnly()
  
  Construct a Sell-only Version of PostProcessorSettings
  
  Returns:
  
  Sell-only Version of PostProcessorSettings
- filterSells
  
  public boolean filterSells()
  
  Indicate if Sells are to be removed
  
  Returns:
  
  TRUE - Sells are to be removed
- filterBuys
  
  public boolean filterBuys()
  
  Indicate if Buys are to be removed
  
  Returns:
  
  TRUE - Buys are to be removed