Class 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
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Method Summary
Modifier and Type Method Description double[]
initialHoldingsArray()
Retrieve the Array of Initial HoldingsMethods 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
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Method Details
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initialHoldingsArray
public double[] initialHoldingsArray()Retrieve the Array of Initial Holdings- Returns:
- Array of Initial Holdings
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