HoldingsPruner

java.lang.Object

org.drip.portfolioconstruction.postoptimization.HoldingsPruner

public class HoldingsPruner
extends java.lang.Object

HoldingsPruner contains settings for generating 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

HoldingsPruner()
Method Summary

Modifier and Type Method Description

boolean filterOutBuys()
Filter Out Buys

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- HoldingsPruner
  
  public HoldingsPruner()
Method Details
- filterOutBuys
  
  public boolean filterOutBuys()
  
  Filter Out Buys
  
  Returns:
  
  TRUE - Filter Out Buys