ObjectiveTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

Direct Known Subclasses:: CustomTransactionChargeTerm, ReturnsTerm, RiskTerm, TaxTerm, TiltTerm, TransactionChargeTerm

public abstract class ObjectiveTerm
extends FormulationTerm

ObjectiveTerm holds the Details of a given Objective 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

Holdings initialHoldings()
Retrieve the Initial Holdings

Methods inherited from class org.drip.portfolioconstruction.optimizer.FormulationTerm
objectiveCategory, rdtoR1

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
- initialHoldings
  
  public Holdings initialHoldings()
  
  Retrieve the Initial Holdings
  
  Returns:
  
  Initial Holdings