TiltTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

org.drip.portfolioconstruction.objective.TiltTerm

Direct Known Subclasses:: LongTiltTerm, NetTiltTerm, ShortTiltTerm

public abstract class TiltTerm
extends ObjectiveTerm

TiltTerm holds the Details of Abstract 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

Method Summary

Modifier and Type Method Description

double[] magnitudeArray()
Retrieve the Array of Tilt Magnitudes

double[] membershipArray()
Retrieve the Array of Tilt Memberships

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

Methods inherited from class org.drip.portfolioconstruction.optimizer.FormulationTerm
category, rdtoR1

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

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

Method Details
- magnitudeArray
  
  public double[] magnitudeArray()
  
  Retrieve the Array of Tilt Magnitudes
  
  Returns:
  
  The Array of Tilt Magnitudes
- membershipArray
  
  public double[] membershipArray()
  
  Retrieve the Array of Tilt Memberships
  
  Returns:
  
  The Array of Tilt Memberships