ConstraintTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ConstraintTerm

Direct Known Subclasses:: LimitBudgetTerm, LimitChargeTermIssuer, LimitExposureTerm, LimitHoldingsTerm, LimitNamesTermIssuer, LimitRiskTerm, LimitTaxTerm, LimitThresholdTermIssuer, LimitTradesTermIssuer, LimitTurnoverTermIssuer

public abstract class ConstraintTerm
extends FormulationTerm

ConstraintTerm holds the Details of a given Constraint Term.

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

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
`boolean`	`isEquality()`	Indicate if this is an Equality Constraint
`double`	`maximum()`	Retrieve the Constraint Maximum
`double`	`minimum()`	Retrieve the Constraint Minimum
`Scope`	`scope()`	Retrieve the Constraint Scope
`boolean`	`setSoftConstraint(SoftConstraint softConstraint)`	Set the Soft Constraint
`SoftConstraint`	`softContraint()`	Retrieve the Soft Constraint
`Unit`	`unit()`	Retrieve the Constraint Unit

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
- softContraint
  
  public SoftConstraint softContraint()
  
  Retrieve the Soft Constraint
  
  Returns:
  
  The Soft Constraint
- scope
  
  public Scope scope()
  
  Retrieve the Constraint Scope
  
  Returns:
  
  The Constraint Scope
- unit
  
  public Unit unit()
  
  Retrieve the Constraint Unit
  
  Returns:
  
  The Constraint Unit
- minimum
  
  public double minimum()
  
  Retrieve the Constraint Minimum
  
  Returns:
  
  The Constraint Minimum
- maximum
  
  public double maximum()
  
  Retrieve the Constraint Maximum
  
  Returns:
  
  The Constraint Maximum
- isEquality
  
  public boolean isEquality()
  
  Indicate if this is an Equality Constraint
  
  Returns:
  
  TRUE - This is an Equality Constraint
- setSoftConstraint
  
  public boolean setSoftConstraint(SoftConstraint softConstraint)
  
  Set the Soft Constraint
  
  Parameters:
  
  softConstraint - The Soft Constraint
  
  Returns:
  
  TRUE - The Soft Constraint successfully set