Package org.drip.portfolioconstruction.risk

Class AlphaUncertaintyGroup

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.risk.AttributeJointDense

org.drip.portfolioconstruction.risk.AlphaUncertaintyGroup

public class AlphaUncertaintyGroup
extends AttributeJointDense

AlphaUncertaintyGroup contains the Group of Alpha Uncertainties for the specified Group of Assets.

• Module = Portfolio Core Module
• Library = Asset Allocation Analytics
• Project = Portfolio Construction under Allocation Constraints
• Package = Portfolio Construction Risk/Covariance Component

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
AlphaUncertaintyGroup(java.lang.String name, java.lang.String id, java.lang.String description)	AlphaUncertaintyGroup Constructor

Method Summary

Methods inherited from class org.drip.portfolioconstruction.risk.AttributeJointDense

add, attribute, attributeMap

Methods inherited from class org.drip.portfolioconstruction.core.Block

description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

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

Constructor Details

AlphaUncertaintyGroup

public AlphaUncertaintyGroup(java.lang.String name,
java.lang.String id,
java.lang.String description)
                      throws java.lang.Exception

AlphaUncertaintyGroup Constructor

Parameters:

name - The Name

id - The ID

description - The Description

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid