FinalAllocationProcessor

java.lang.Object

org.drip.portfolioconstruction.postoptimization.FinalAllocationProcessor

public class FinalAllocationProcessor
extends java.lang.Object

FinalAllocationProcessor processes 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

Constructor Summary

Constructors

Constructor Description

FinalAllocationProcessor(Holdings beginHoldings, Holdings endHoldings)
FinalAllocationProcessor Constructor

Method Summary

Modifier and Type	Method	Description
`Holdings`	`beginHoldings()`	Retrieve the Pre-Allocated Holdings
`Holdings`	`endHoldings()`	Retrieve the Post Allocated Holdings
`boolean`	`process(FinalAllocationProcessControl finalAllocationProcessControl)`	Process the Holdings using the Settings into FinalAllocationProcessControl Instance
`Holdings`	`processedHoldings()`	Retrieve the Post-Processed Holdings
`java.util.Map<java.lang.String,java.lang.Double>`	`tradeMap()`	Generate a Map of Trades from the Begin and the Processed Holdings

Methods inherited from class java.lang.Object

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

Constructor Details
- FinalAllocationProcessor
  
  public FinalAllocationProcessor(Holdings beginHoldings, Holdings endHoldings) throws java.lang.Exception
  
  FinalAllocationProcessor Constructor
  
  Parameters:
  
  beginHoldings - Pre-Allocated Holdings
  
  endHoldings - Post-Allocated Holdings
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- beginHoldings
  
  public Holdings beginHoldings()
  
  Retrieve the Pre-Allocated Holdings
  
  Returns:
  
  Pre-Allocated Holdings
- endHoldings
  
  public Holdings endHoldings()
  
  Retrieve the Post Allocated Holdings
  
  Returns:
  
  Post Allocated Holdings
- processedHoldings
  
  public Holdings processedHoldings()
  
  Retrieve the Post-Processed Holdings
  
  Returns:
  
  Post-Processed Holdings
- tradeMap
  
  public java.util.Map<java.lang.String,java.lang.Double> tradeMap()
  
  Generate a Map of Trades from the Begin and the Processed Holdings
  
  Returns:
  
  Map of Trades
- process
  
  public boolean process(FinalAllocationProcessControl finalAllocationProcessControl)
  
  Process the Holdings using the Settings into FinalAllocationProcessControl Instance
  
  Parameters:
  
  finalAllocationProcessControl - FinalAllocationProcessControl Instance
  
  Returns:
  
  Processing altered the Final Holdings