Uses of Class
org.drip.portfolioconstruction.lean.HoldingsContainer
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.lean |
"Lean" Portfolio Construction Utilities Suite
|
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Uses of HoldingsContainer in org.drip.portfolioconstruction.lean
Fields in org.drip.portfolioconstruction.lean declared as HoldingsContainer Modifier and Type Field Description HoldingsContainerFullSequenceAllocationDiagnostics. _preFilteredHoldingsMethods in org.drip.portfolioconstruction.lean that return HoldingsContainer Modifier and Type Method Description HoldingsContainerHoldingsContainer. clone()Clone the Holdings Container InstanceHoldingsContainerFullSequenceAllocation. endingHoldings()Retrieve the Ending HoldingsHoldingsContainerOptimizer. optimize(HoldingsContainer startingHoldingsContainer)Optimize from the Starting HoldingsHoldingsContainerRandomizedOptimizer. optimize(HoldingsContainer startingHoldingsContainer)Optimize from the Starting HoldingsHoldingsContainerFullSequenceAllocationDiagnostics. preFilteredHoldings()Retrieve the Pre-Filtered HoldingsHoldingsContainerFullSequenceAllocation. startingHoldings()Retrieve the Starting HoldingsMethods in org.drip.portfolioconstruction.lean with parameters of type HoldingsContainer Modifier and Type Method Description FullSequenceAllocationFullSequenceAllocator. allocate(HoldingsContainer startingHoldings)Allocate an Instance of Post-processed Target Holdings from the Initial PortfoliobooleanFullSequenceAllocation. endingHoldings(HoldingsContainer endingHoldings)Set the Ending Holdingsstatic TradesContainerTradesContainer. FromStartAndEndHoldings(HoldingsContainer startingHoldingsContainer, HoldingsContainer endingHoldingsContainer)Construct a TradesContainer Instance from the Starting and the Ending HoldingsHoldingsContainerOptimizer. optimize(HoldingsContainer startingHoldingsContainer)Optimize from the Starting HoldingsHoldingsContainerRandomizedOptimizer. optimize(HoldingsContainer startingHoldingsContainer)Optimize from the Starting HoldingsbooleanFullSequenceAllocationDiagnostics. setPreFiltered(HoldingsContainer holdingsContainer)Set Pre-Filtered Holdings ContainerbooleanFullSequenceAllocation. startingHoldings(HoldingsContainer startingHoldings)Set the Starting Holdings