Package org.drip.portfolioconstruction.optimizer

Class Rebalancer

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.Rebalancer

public class Rebalancer
extends Block

Rebalancer holds the Details of a given Rebalancing Run.

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
Rebalancer(java.lang.String name, java.lang.String id, java.lang.String description, Account account, Strategy strategy)	Rebalancer Constructor

Method Summary

Modifier and Type	Method	Description
Account	account()	Retrieve the Account Instance
RebalancerAnalytics	optimize()	Conduct an Optimization Run to Generate the Rebalancer Analytics
Strategy	strategy()	Retrieve the Strategy Instance

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

Constructor Details

Rebalancer

public Rebalancer(java.lang.String name,
java.lang.String id,
java.lang.String description,
Account account,
Strategy strategy)
           throws java.lang.Exception

Rebalancer Constructor

Parameters:

name - The Rebalancer Name

id - The Rebalancer ID

description - The Rebalancer Description

account - The Account to Rebalance

strategy - The Strategy to use for the Rebalancing

Throws:

java.lang.Exception - Thrown if gthe Inputs are Invalid

Method Details

account

public Account account()

Retrieve the Account Instance

Returns:

The Account Instance

strategy

public Strategy strategy()

Retrieve the Strategy Instance

Returns:

The Strategy Instance

optimize

public RebalancerAnalytics optimize()

Conduct an Optimization Run to Generate the Rebalancer Analytics

Returns:

The Rebalancer Analytics