MarkovitzBullet

java.lang.Object

org.drip.portfolioconstruction.mpt.MarkovitzBullet

public class MarkovitzBullet
extends java.lang.Object

MarkovitzBullet holds the Portfolio Performance Metrics across a Variety of Return Constraints.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Security Characteristic Capital Allocation Lines

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`MarkovitzBullet(HoldingsAllocation globalMinimumVarianceOptimizationOutput, HoldingsAllocation longOnlyMaximumReturnsOptimizationOutput)`	MarkovitzBullet Constructor

Method Summary

Modifier and Type	Method	Description
`boolean`	`addOptimalPortfolio(HoldingsAllocation optimizationOutput)`	Add a Returns Constrained Optimal Portfolio
`HoldingsAllocation`	`globalMinimumVariance()`	Retrieve the Global Minimum Variance Portfolio Metrics
`HoldingsAllocation`	`longOnlyMaximumReturns()`	Retrieve the Long Only Maximum Returns Portfolio Metrics
`java.util.TreeMap<java.lang.Double,HoldingsAllocation>`	`optimalPortfolioMap()`	Retrieve the Map of Optimal Portfolios

Methods inherited from class java.lang.Object

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

Constructor Details
- MarkovitzBullet
  
  public MarkovitzBullet(HoldingsAllocation globalMinimumVarianceOptimizationOutput, HoldingsAllocation longOnlyMaximumReturnsOptimizationOutput) throws java.lang.Exception
  
  MarkovitzBullet Constructor
  
  Parameters:
  
  globalMinimumVarianceOptimizationOutput - The Global Minimum Variance Optimal Portfolio
  
  longOnlyMaximumReturnsOptimizationOutput - The Long Only Maximum Returns Optimal Portfolio
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- globalMinimumVariance
  
  public HoldingsAllocation globalMinimumVariance()
  
  Retrieve the Global Minimum Variance Portfolio Metrics
  
  Returns:
  
  The Global Minimum Variance Portfolio Metrics
- longOnlyMaximumReturns
  
  public HoldingsAllocation longOnlyMaximumReturns()
  
  Retrieve the Long Only Maximum Returns Portfolio Metrics
  
  Returns:
  
  The Long Only Maximum Returns Portfolio Metrics
- addOptimalPortfolio
  
  public boolean addOptimalPortfolio(HoldingsAllocation optimizationOutput)
  
  Add a Returns Constrained Optimal Portfolio
  
  Parameters:
  
  optimizationOutput - The Returns Constrained Optimal Portfolio
  
  Returns:
  
  TRUE - The Returns Constrained Optimal Portfolio Successfully Added
- optimalPortfolioMap
  
  public java.util.TreeMap<java.lang.Double,HoldingsAllocation> optimalPortfolioMap()
  
  Retrieve the Map of Optimal Portfolios
  
  Returns:
  
  The Map of Optimal Portfolios