Package org.drip.portfolioconstruction.optimizer

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 R^d 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 Summary

Modifier and Type	Method	Description
java.lang.String	objectiveCategory()	Retrieve the Objective Term Category
abstract RdToR1	rdtoR1()	The Rd To R1 Formulation Term

Methods inherited from class org.drip.portfolioconstruction.core.Block

category, description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

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

Method Details

objectiveCategory

public java.lang.String objectiveCategory()

Retrieve the Objective Term Category

Returns:

The Objective Term Category

rdtoR1

public abstract RdToR1 rdtoR1()

The R^d To R¹ Formulation Term

Returns:

The R^d To R¹ Formulation Term