LongTiltTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

org.drip.portfolioconstruction.objective.TiltTerm

org.drip.portfolioconstruction.objective.LongTiltTerm

public class LongTiltTerm
extends TiltTerm

LongTiltTerm holds the Details of Long Tilt Unit Objective Term.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Portfolio Construction Objective Term Suite

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

LongTiltTerm(java.lang.String name, Holdings initialHoldings, double[] magnitudeArray, double[] membershipArray)
LongTiltTerm Constructor
Method Summary

Modifier and Type Method Description

RdToR1 rdtoR1()
The R^d To R¹ Formulation Term

Methods inherited from class org.drip.portfolioconstruction.objective.TiltTerm
magnitudeArray, membershipArray

Methods inherited from class org.drip.portfolioconstruction.optimizer.ObjectiveTerm
initialHoldings

Methods inherited from class org.drip.portfolioconstruction.optimizer.FormulationTerm
objectiveCategory

Methods inherited from class org.drip.portfolioconstruction.core.Block
category, description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object
equals, getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- LongTiltTerm
  
  public LongTiltTerm(java.lang.String name, Holdings initialHoldings, double[] magnitudeArray, double[] membershipArray) throws java.lang.Exception
  
  LongTiltTerm Constructor
  
  Parameters:
  
  name - The Objective Term Name
  
  initialHoldings - The Initial Holdings
  
  magnitudeArray - The Tilt Magnitude Block Attribute Array
  
  membershipArray - The Tilt Membership Block Classification Array
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- rdtoR1
  
  public RdToR1 rdtoR1()
  
  Description copied from class: FormulationTerm
  
  The R^d To R¹ Formulation Term
  
  Specified by:
  
  rdtoR1 in class FormulationTerm
  
  Returns:
  
  The R^d To R¹ Formulation Term