ConstraintRealization

java.lang.Object

org.drip.portfolioconstruction.optimizer.ConstraintRealization

public class ConstraintRealization
extends java.lang.Object

ConstraintRealization holds the Realized Set of Values coming out of an Optimizer Run, along with the Bounds.

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

ConstraintRealization(double value, double lowerBound, double upperBound)
ConstraintRealization Constructor
Method Summary

Modifier and Type Method Description

double lowerBound()
Retrieve the Lower Bound

double upperBound()
Retrieve the Upper Bound

double value()
Retrieve the Point Value

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

Constructor Details
- ConstraintRealization
  
  public ConstraintRealization(double value, double lowerBound, double upperBound)
  
  ConstraintRealization Constructor
  
  Parameters:
  
  value - The Constraint Value
  
  lowerBound - The Constraint Lower Bound
  
  upperBound - The Constraint Upper Bound
Method Details
- lowerBound
  
  public double lowerBound()
  
  Retrieve the Lower Bound
  
  Returns:
  
  The Lower Bound
- upperBound
  
  public double upperBound()
  
  Retrieve the Upper Bound
  
  Returns:
  
  The Upper Bound
- value
  
  public double value()
  
  Retrieve the Point Value
  
  Returns:
  
  The Point Value