Uses of Class
org.drip.portfolioconstruction.lean.HoldingsContainer
Package | Description |
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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 HoldingsContainer
FullSequenceAllocationDiagnostics. _preFilteredHoldings
Methods in org.drip.portfolioconstruction.lean that return HoldingsContainer Modifier and Type Method Description HoldingsContainer
HoldingsContainer. clone()
Clone the Holdings Container InstanceHoldingsContainer
FullSequenceAllocation. endingHoldings()
Retrieve the Ending HoldingsHoldingsContainer
Optimizer. optimize(HoldingsContainer startingHoldingsContainer)
Optimize from the Starting HoldingsHoldingsContainer
RandomizedOptimizer. optimize(HoldingsContainer startingHoldingsContainer)
Optimize from the Starting HoldingsHoldingsContainer
FullSequenceAllocationDiagnostics. preFilteredHoldings()
Retrieve the Pre-Filtered HoldingsHoldingsContainer
FullSequenceAllocation. startingHoldings()
Retrieve the Starting HoldingsMethods in org.drip.portfolioconstruction.lean with parameters of type HoldingsContainer Modifier and Type Method Description FullSequenceAllocation
FullSequenceAllocator. allocate(HoldingsContainer startingHoldings)
Allocate an Instance of Post-processed Target Holdings from the Initial Portfolioboolean
FullSequenceAllocation. endingHoldings(HoldingsContainer endingHoldings)
Set the Ending Holdingsstatic TradesContainer
TradesContainer. FromStartAndEndHoldings(HoldingsContainer startingHoldingsContainer, HoldingsContainer endingHoldingsContainer)
Construct a TradesContainer Instance from the Starting and the Ending HoldingsHoldingsContainer
Optimizer. optimize(HoldingsContainer startingHoldingsContainer)
Optimize from the Starting HoldingsHoldingsContainer
RandomizedOptimizer. optimize(HoldingsContainer startingHoldingsContainer)
Optimize from the Starting Holdingsboolean
FullSequenceAllocationDiagnostics. setPreFiltered(HoldingsContainer holdingsContainer)
Set Pre-Filtered Holdings Containerboolean
FullSequenceAllocation. startingHoldings(HoldingsContainer startingHoldings)
Set the Starting Holdings