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

Packages that use Scope

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

Uses of Scope in org.drip.portfolioconstruction.constraint

Methods in org.drip.portfolioconstruction.constraint with parameters of type Scope

Modifier and Type	Method	Description
static LimitChargeTermIssuer	LimitChargeTermIssuer.GoldmanSachsShortfall(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionChargeGoldmanSachsShortfall[] goldmanSachsShortfallTransactionChargeArray)	Construct a Static Instance of GoldmanSachsShortfall LimitChargeTermIssuer
static LimitChargeTermIssuer	LimitChargeTermIssuer.Standard(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	Construct a Static Instance of LimitChargeTermIssuer

Constructors in org.drip.portfolioconstruction.constraint with parameters of type Scope

Constructor	Description
LimitBudgetTermNet(java.lang.String name, Scope scope, Unit unit, double budget, double[] priceArray)	LimitBudgetTermNet Constructor
LimitBudgetTermTransactionCharge(java.lang.String name, Scope scope, Unit unit, double budget, double[] priceArray, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	LimitBudgetTermTransactionCharge Constructor
LimitChargeTermIssuer(java.lang.String name, java.lang.String strID, java.lang.String strDescription, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	LimitChargeTermIssuer Constructor
LimitExposureTermAbsolute(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray)	LimitExposureTermAbsolute Constructor
LimitExposureTermIssuerLong(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] issuerSelectionArray)	LimitExposureTermIssuerLong Constructor
LimitExposureTermIssuerNet(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] issuerSelectionArray)	LimitExposureTermIssuerNet Constructor
LimitExposureTermIssuerShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] issuerSelectionArray)	LimitExposureTermIssuerShort Constructor
LimitExposureTermNet(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray)	LimitExposureTermNet Constructor
LimitHoldingsTermAbsolute(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, int size)	LimitHoldingsTermAbsolute Constructor
LimitHoldingsTermIssuerLong(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitHoldingsTermIssuerLong Constructor
LimitHoldingsTermIssuerLongShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitHoldingsTermIssuerLongShort Constructor
LimitHoldingsTermIssuerNet(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitHoldingsTermIssuerNet Constructor
LimitHoldingsTermIssuerShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitHoldingsTermIssuerShort Constructor
LimitHoldingsTermIssuerWeightedAverage(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray, double[] priceArray)	LimitHoldingsTermIssuerWeightedAverage Constructor
LimitHoldingsTermModelDeviation(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] benchmarkHoldingsArray)	LimitHoldingsTermModelDeviation Constructor
LimitNamesTermIssuerLong(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitNamesTermIssuerLong Constructor
LimitNamesTermIssuerShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitNamesTermIssuerShort Constructor
LimitNamesTermIssuerTotal(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitNamesTermIssuerTotal Constructor
LimitRiskTermMarginal(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[][] assetCovarianceMatrix, double[] initialHoldingsArray)	LimitRiskTermMarginal Constructor
LimitRiskTermVariance(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[][] assetCovarianceMatrix, double[] benchmarkHoldingsArray)	LimitRiskTermVariance Constructor
LimitTaxTermGrossGains(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermGrossGains Constructor
LimitTaxTermGrossLoss(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermGrossLoss Constructor
LimitTaxTermLiability(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermLiability Constructor
LimitTaxTermLongGains(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermLongGains Constructor
LimitTaxTermNetGains(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermNetGains Constructor
LimitTaxTermNetLoss(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, TaxationScheme taxationScheme, double[] initialHoldingsArray)	LimitTaxTermNetLoss Constructor
LimitThresholdTermIssuerLong(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitThresholdTermIssuerLong Constructor
LimitThresholdTermIssuerNet(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitThresholdTermIssuerNet Constructor
LimitThresholdTermIssuerShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray)	LimitThresholdTermIssuerShort Constructor
LimitTradesTermIssuerBuy(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray, double[] initialHoldingsArray)	LimitTradesTermIssuerBuy Constructor
LimitTradesTermIssuerSell(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray, double[] initialHoldingsArray)	LimitTradesTermIssuerSell Constructor
LimitTradesTermIssuerTotal(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] issuerSelectionArray, double[] initialHoldingsArray)	LimitTradesTermIssuerTotal Constructor
LimitTurnoverTermIssuerBuy(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] initialHoldingsArray, double[] issuerSelectionArray)	LimitTurnoverTermIssuerBuy Constructor
LimitTurnoverTermIssuerNet(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] initialHoldingsArray, double[] issuerSelectionArray)	LimitTurnoverTermIssuerNet Constructor
LimitTurnoverTermIssuerSell(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] initialHoldingsArray, double[] issuerSelectionArray)	LimitTurnoverTermIssuerSell Constructor
LimitTurnoverTermIssuerShort(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] priceArray, double[] initialHoldingsArray, double[] issuerSelectionArray)	LimitTurnoverTermIssuerShort Constructor

Uses of Scope in org.drip.portfolioconstruction.optimizer

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

Modifier and Type	Method	Description
Scope	ConstraintTerm.scope()	Retrieve the Constraint Scope