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.



Author:
Lakshmi Krishnamurthy
  • 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 Flag
    boolean filterOutSells()
    Retrieve the Filter Out Sells Flag
    boolean isMinimumTradePercentSet()
    Indicate if the Minimum Trade Percent is Set
    double minimumTradePercent()
    Retrieve the Minimum Trade Percent

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • FinalAllocationProcessControl

      public FinalAllocationProcessControl​(boolean filterOutBuys, boolean filterOutSells, double minimumTradePercent) throws java.lang.Exception
      FinalAllocationProcessControl Constructor
      Parameters:
      filterOutBuys - TRUE - Filter Out Buys
      filterOutSells - TRUE - Filter Out Sells
      minimumTradePercent - TRUE - Minimum Trade Percent is Set
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid
  • Method Details

    • filterOutBuys

      public boolean filterOutBuys()
      Retrieve the Filter Out Buys Flag
      Returns:
      TRUE - Filter Out Buys
    • filterOutSells

      public boolean filterOutSells()
      Retrieve the Filter Out Sells Flag
      Returns:
      TRUE - Filter Out Sells
    • isMinimumTradePercentSet

      public boolean isMinimumTradePercentSet()
      Indicate if the Minimum Trade Percent is Set
      Returns:
      TRUE - Minimum Trade Percent is Set
    • minimumTradePercent

      public double minimumTradePercent()
      Retrieve the Minimum Trade Percent
      Returns:
      Minimum Trade Percent