Uses of Package
org.drip.portfolioconstruction.lean
Package | Description |
---|---|
org.drip.portfolioconstruction.lean |
"Lean" Portfolio Construction Utilities Suite
|
-
Classes in org.drip.portfolioconstruction.lean used by org.drip.portfolioconstruction.lean Class Description FullSequenceAllocation FullSequenceAllocator holds the Results of Optimization from the Initial Holdings and its eventual Post-Processing.HoldingsContainer HoldingsContainer implements the container that maintains the Asset Holdings Market Value and Weight.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 SuitePostProcessorSettings PostProcessorSettings holds the Control Settings guiding the Allocation Post-process.TradesContainer TradesContainer implements the container that maintains the Map of Trades.