ConstraintHierarchy

java.lang.Object

org.drip.portfolioconstruction.optimizer.ConstraintHierarchy

public class ConstraintHierarchy
extends java.lang.Object

ConstraintHierarchy holds the Details of a given set of Constraint Terms.

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

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

ConstraintHierarchy(ConstraintTerm[] constraintTermArray, int[] constraintOrderArray)
ConstraintHierarchy Constructor

Method Summary

Modifier and Type	Method	Description
`int[]`	`constraintOrderArray()`	Retrieve the Array of Constraint Term Order
`ConstraintTerm[]`	`constraintTermArray()`	Retrieve the Array of Constraint Terms
`boolean`	`nonFeudal()`	Indicate if the Constraint Array is non-Feudal
`static ConstraintHierarchy`	`NonFeudal(ConstraintTerm[] constraintTermArray)`	Construct a Flat Non-Feudal Instance of ConstraintHierarchy

Methods inherited from class java.lang.Object

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

Constructor Details
- ConstraintHierarchy
  
  public ConstraintHierarchy(ConstraintTerm[] constraintTermArray, int[] constraintOrderArray) throws java.lang.Exception
  
  ConstraintHierarchy Constructor
  
  Parameters:
  
  constraintTermArray - Array of Constraint Terms
  
  constraintOrderArray - Array of Constraint Order
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- NonFeudal
  
  public static final ConstraintHierarchy NonFeudal(ConstraintTerm[] constraintTermArray)
  
  Construct a Flat Non-Feudal Instance of ConstraintHierarchy
  
  Parameters:
  
  constraintTermArray - Array of Constraint Terms
  
  Returns:
  
  Flat Non-Feudal Instance of ConstraintHierarchy
- constraintOrderArray
  
  public int[] constraintOrderArray()
  
  Retrieve the Array of Constraint Term Order
  
  Returns:
  
  The Array of Constraint Term Order
- constraintTermArray
  
  public ConstraintTerm[] constraintTermArray()
  
  Retrieve the Array of Constraint Terms
  
  Returns:
  
  The Array of Constraint Terms
- nonFeudal
  
  public boolean nonFeudal()
  
  Indicate if the Constraint Array is non-Feudal
  
  Returns:
  
  TRUE - The Constraint Array is non-Feudal