SoftConstraint

java.lang.Object

org.drip.portfolioconstruction.optimizer.SoftConstraint

public class SoftConstraint
extends java.lang.Object

SoftConstraint holds the Details of a Soft Constraint.

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

SoftConstraint(java.lang.String penaltyType, double penaltyAmount, double violationEdgeLimit)
SoftConstraint Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`penaltyAmount()`	Retrieve the Soft Constraint Penalty Amount
`java.lang.String`	`penaltyType()`	Retrieve the Soft Constraint Penalty Type
`double`	`violationEdgeLimit()`	Retrieve the Hard Lower/Upper Violation Edge Limit

Methods inherited from class java.lang.Object

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

Constructor Details
- SoftConstraint
  
  public SoftConstraint(java.lang.String penaltyType, double penaltyAmount, double violationEdgeLimit) throws java.lang.Exception
  
  SoftConstraint Constructor
  
  Parameters:
  
  penaltyType - The Penalty Type
  
  penaltyAmount - The Penalty Amount
  
  violationEdgeLimit - The Limit that is considered to be a Violation
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- penaltyType
  
  public java.lang.String penaltyType()
  
  Retrieve the Soft Constraint Penalty Type
  
  Returns:
  
  The Soft Constraint Penalty Type
- penaltyAmount
  
  public double penaltyAmount()
  
  Retrieve the Soft Constraint Penalty Amount
  
  Returns:
  
  The Soft Constraint Penalty Amount
- violationEdgeLimit
  
  public double violationEdgeLimit()
  
  Retrieve the Hard Lower/Upper Violation Edge Limit
  
  Returns:
  
  The Hard Lower/Upper Violation Edge Limit