Class TradesContainer

java.lang.Object
org.drip.portfolioconstruction.lean.TradesContainer

public class TradesContainer
extends java.lang.Object
TradesContainer implements the container that maintains the Map of Trades.

Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    TradesContainer​(java.util.Map<java.lang.String,​java.lang.Double> assetQuantityMap)
    TradesContainer Constructor
  • Method Summary

    Modifier and Type Method Description
    java.util.Map<java.lang.String,​java.lang.Double> assetQuantityMap()
    Retrieve the Asset Quantity Map
    static TradesContainer FromStartAndEndHoldings​(HoldingsContainer startingHoldingsContainer, HoldingsContainer endingHoldingsContainer)
    Construct a TradesContainer Instance from the Starting and the Ending Holdings

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • TradesContainer

      public TradesContainer​(java.util.Map<java.lang.String,​java.lang.Double> assetQuantityMap) throws java.lang.Exception
      TradesContainer Constructor
      Parameters:
      assetQuantityMap - Asset Quantity Map
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid
  • Method Details

    • FromStartAndEndHoldings

      public static final TradesContainer FromStartAndEndHoldings​(HoldingsContainer startingHoldingsContainer, HoldingsContainer endingHoldingsContainer)
      Construct a TradesContainer Instance from the Starting and the Ending Holdings
      Parameters:
      startingHoldingsContainer - Starting HoldingsContainer
      endingHoldingsContainer - Ending HoldingsContainer
      Returns:
      TradesContainer Instance
    • assetQuantityMap

      public java.util.Map<java.lang.String,​java.lang.Double> assetQuantityMap()
      Retrieve the Asset Quantity Map
      Returns:
      Asset Quantity Map