Class FinalAllocationProcessControl
java.lang.Object
org.drip.portfolioconstruction.postoptimization.FinalAllocationProcessControl
public class FinalAllocationProcessControl
extends java.lang.Object
FinalAllocationProcessControl contains settings for processing the post-optimized portfolio.
- Module = Portfolio Core Module
- Library = Asset Allocation Analytics
- Project = Portfolio Construction under Allocation Constraints
- Package = Post-optimization Processing of Target Portfolio
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description FinalAllocationProcessControl(boolean filterOutBuys, boolean filterOutSells, double minimumTradePercent)
FinalAllocationProcessControl Constructor -
Method Summary
Modifier and Type Method Description boolean
filterOutBuys()
Retrieve the Filter Out Buys Flagboolean
filterOutSells()
Retrieve the Filter Out Sells Flagboolean
isMinimumTradePercentSet()
Indicate if the Minimum Trade Percent is Setdouble
minimumTradePercent()
Retrieve the Minimum Trade PercentMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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FinalAllocationProcessControl
public FinalAllocationProcessControl(boolean filterOutBuys, boolean filterOutSells, double minimumTradePercent) throws java.lang.ExceptionFinalAllocationProcessControl Constructor- Parameters:
filterOutBuys
- TRUE - Filter Out BuysfilterOutSells
- TRUE - Filter Out SellsminimumTradePercent
- TRUE - Minimum Trade Percent is Set- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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filterOutBuys
public boolean filterOutBuys()Retrieve the Filter Out Buys Flag- Returns:
- TRUE - Filter Out Buys
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filterOutSells
public boolean filterOutSells()Retrieve the Filter Out Sells Flag- Returns:
- TRUE - Filter Out Sells
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isMinimumTradePercentSet
public boolean isMinimumTradePercentSet()Indicate if the Minimum Trade Percent is Set- Returns:
- TRUE - Minimum Trade Percent is Set
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minimumTradePercent
public double minimumTradePercent()Retrieve the Minimum Trade Percent- Returns:
- Minimum Trade Percent
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