Class FormulationTerm
java.lang.Object
org.drip.portfolioconstruction.core.Block
org.drip.portfolioconstruction.optimizer.FormulationTerm
- Direct Known Subclasses:
ConstraintTerm
,ObjectiveTerm
public abstract class FormulationTerm extends Block
FormulationTerm holds the Core Objective/Constraint Formulation Terms. It includes the
Rd To R1 Objective and/or Constraints as well as their Category.
- Module = Portfolio Core Module
- Library = Asset Allocation Analytics
- Project = Portfolio Construction under Allocation Constraints
- Package = Core Portfolio Construction Optimizer Suite
- Author:
- Lakshmi Krishnamurthy
-
Method Details
-
category
public java.lang.String category()Retrieve the Objective Term Category- Returns:
- The Objective Term Category
-
rdtoR1
The Rd To R1 Formulation Term- Returns:
- The Rd To R1 Formulation Term
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