Uses of Class
org.drip.portfolioconstruction.optimizer.ConstraintTerm

Packages that use ConstraintTerm

Package	Description
org.drip.portfolioconstruction.constraint	Portfolio Construction Constraint Term Suite
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite

Uses of ConstraintTerm in org.drip.portfolioconstruction.constraint

Subclasses of ConstraintTerm in org.drip.portfolioconstruction.constraint

Modifier and Type	Class	Description
class	LimitBudgetTerm	LimitBudgetTerm holds the Details of a Limit Budget Constraint Term.
class	LimitBudgetTermNet	LimitBudgetTermNet holds the Details of a Limit Net Budget Constraint Term.
class	LimitBudgetTermTransactionCharge	LimitBudgetTermTransactionCharge holds the Details of a After Transaction Charge Limit Budget Constraint Term.
class	LimitChargeTermIssuer	LimitChargeTermIssuer constrains the Limit Issuer Transaction Charge Term.
class	LimitExposureTerm	LimitExposureTerm holds the Details of a Limit Exposure Constraint Term - Limits can be Absolute/Net etc.
class	LimitExposureTermAbsolute	LimitExposureTermAbsolute holds the Details of a Limit Absolute Exposure Constraint Term.
class	LimitExposureTermIssuer	LimitExposureTermIssuer abstracts the Limit Issuer Exposure Constraint Term.
class	LimitExposureTermIssuerLong	LimitExposureTermIssuerLong holds the Details of a Limit Issuer Long Exposure Constraint Term.
class	LimitExposureTermIssuerNet	LimitExposureTermIssuerNet holds the Details of a Limit Issuer Net Exposure Constraint Term.
class	LimitExposureTermIssuerShort	LimitExposureTermIssuerShort holds the Details of a Limit Issuer Short Exposure Constraint Term.
class	LimitExposureTermNet	LimitExposureTermNet holds the Details of a Limit Net Exposure Constraint Term.
class	LimitHoldingsTerm	LimitHoldingsTerm holds the Details of a Limit Holdings Constraint Term - Limits can be Absolute/Net etc.
class	LimitHoldingsTermAbsolute	LimitHoldingsTermAbsolute holds the Details of a Limit Absolute Holdings Constraint Term.
class	LimitHoldingsTermIssuer	LimitHoldingsTermIssuer abstracts the Limit Issuer Holdings Constraint Term.
class	LimitHoldingsTermIssuerLong	LimitHoldingsTermIssuerLong holds the Details of Limit Issuer Long Holdings Constraint Term.
class	LimitHoldingsTermIssuerLongShort	LimitHoldingsTermIssuerLongShort holds the Details of Limit Issuer Long/Short Holdings Ratio Constraint Term.
class	LimitHoldingsTermIssuerNet	LimitHoldingsTermIssuerNet holds the Details of Limit Issuer Net Holdings Constraint Term.
class	LimitHoldingsTermIssuerShort	LimitHoldingsTermIssuerShort holds the Details of Limit Issuer Short Holdings Constraint Term.
class	LimitHoldingsTermIssuerWeightedAverage	LimitHoldingsTermIssuerWeightedAverage holds the Details of Weighted Average Issuer Limit Holdings Constraint Term.
class	LimitHoldingsTermMinimumPeriod	LimitHoldingsTermMinimumPeriod holds the Details of Limit Minimum Holdings Period Constraint Term.
class	LimitHoldingsTermModelDeviation	LimitHoldingsTermModelDeviation holds the Details of a Limit Holdings Benchmark Weights Absolute Deviation Constraint Term.
class	LimitNamesTermIssuer	LimitNamesTermIssuer holds the Details of a Limit Count of Issuer Names Constraint Term.
class	LimitNamesTermIssuerLong	LimitNamesTermIssuerLong holds the Details of Count of the Total Long Active Assets in the Holdings.
class	LimitNamesTermIssuerShort	LimitNamesTermIssuerShort holds the Details of Count of the Total Short Active Assets in the Holdings.
class	LimitNamesTermIssuerTotal	LimitNamesTermIssuerTotal holds the Details of Count of the Total Active Assets in the Holdings.
class	LimitRiskTerm	LimitRiskTerm holds the Details of a Limit Risk Constraint Term.
class	LimitRiskTermMarginal	LimitRiskTermMarginal holds the Details of a Relative Marginal Contribution Based Limit Risk Constraint Term.
class	LimitRiskTermVariance	LimitRiskTermVariance holds the Details of a Variance Based Limit Risk Constraint Term.
class	LimitTaxTerm	LimitTaxTerm holds the Details of a Limit Tax Constraint Term.
class	LimitTaxTermGrossGains	LimitTaxTermGrossGains holds the Details of a Limit Gross Tax Gains Constraint Term.
class	LimitTaxTermGrossLoss	LimitTaxTermGrossLoss holds the Details of a Limit Gross Tax Loss Constraint Term.
class	LimitTaxTermLiability	LimitTaxTermLiability holds the Details of a Limit Tax Liability Constraint Term.
class	LimitTaxTermLongGains	LimitTaxTermLongGains holds the Details of a Limit Long Term Tax Gains Constraint Term.
class	LimitTaxTermNetGains	LimitTaxTermNetGains holds the Details of a Limit Net Tax Gains Constraint Term.
class	LimitTaxTermNetLoss	LimitTaxTermNetLoss holds the Details of a Limit Net Tax Loss Constraint Term.
class	LimitThresholdTermIssuer	LimitThresholdTermIssuer abstracts the Issuer Target Portfolio Holdings as long as they are not Zero.
class	LimitThresholdTermIssuerLong	LimitThresholdTermIssuerLong implements the Issuer Long Portfolio Holdings as long as they are not Zero.
class	LimitThresholdTermIssuerNet	LimitThresholdTermIssuerNet implements the Issuer Net Portfolio Holdings as long as they are not Zero.
class	LimitThresholdTermIssuerShort	LimitThresholdTermIssuerShort implements the Issuer Short Portfolio Holdings as long as they are not Zero.
class	LimitTradesTermIssuer	LimitTradesTermIssuer abstracts the Issuer Targets the Count of Portfolio Trades.
class	LimitTradesTermIssuerBuy	LimitTradesTermIssuerBuy abstracts the Issuer Targets the Count of Total Buy Portfolio Trades.
class	LimitTradesTermIssuerSell	LimitTradesTermIssuerSell abstracts the Issuer Targets the Count of Total Sell Portfolio Trades.
class	LimitTradesTermIssuerTotal	LimitTradesTermIssuerTotal abstracts the Issuer Targets the Count of Total Portfolio Trades.
class	LimitTurnoverTermIssuer	LimitTurnoverTermIssuer abstracts the Issuer Targets the Turnover of Portfolio Trades.
class	LimitTurnoverTermIssuerBuy	LimitTuroverTermIssuerBuy abstracts the Issuer Targets the Turnover of Total Buy Portfolio Trades.
class	LimitTurnoverTermIssuerNet	LimitTurnoverTermIssuerNet abstracts the Issuer Targets the Turnover of Total Net Portfolio Trades.
class	LimitTurnoverTermIssuerSell	LimitTurnoverTermIssuerSell abstracts the Issuer Targets the Turnover of Total Sell Portfolio Trades.
class	LimitTurnoverTermIssuerShort	LimitTurnoverTermIssuerShort abstracts the Issuer Targets the Turnover of Total Short Portfolio Trades.

Uses of ConstraintTerm in org.drip.portfolioconstruction.optimizer

Methods in org.drip.portfolioconstruction.optimizer that return ConstraintTerm

Modifier and Type	Method	Description
ConstraintTerm[]	ConstraintHierarchy.constraintTermArray()	Retrieve the Array of Constraint Terms

Methods in org.drip.portfolioconstruction.optimizer with parameters of type ConstraintTerm

Modifier and Type	Method	Description
static ConstraintHierarchy	ConstraintHierarchy.NonFeudal(ConstraintTerm[] constraintTermArray)	Construct a Flat Non-Feudal Instance of ConstraintHierarchy

Constructors in org.drip.portfolioconstruction.optimizer with parameters of type ConstraintTerm

Constructor	Description
ConstraintHierarchy(ConstraintTerm[] constraintTermArray, int[] constraintOrderArray)	ConstraintHierarchy Constructor