AttributeJointDense

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.risk.AttributeJointDense

Direct Known Subclasses:: AlphaUncertaintyGroup, AssetCovarianceDense

public class AttributeJointDense
extends Block

AttributeJointDense contains the Joint Dense Attributes for the Pair of the Set 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

AttributeJointDense(java.lang.String name, java.lang.String id, java.lang.String description)
AttributeJointDense Constructor

Method Summary

Modifier and Type	Method	Description
`boolean`	`add(java.lang.String assetID1, java.lang.String assetID2, double attribute)`	Add the Attribute for an Asset Pair
`double`	`attribute(java.lang.String assetID1, java.lang.String assetID2)`	Retrieve the Pair Attribute
`java.util.Map<java.lang.String,java.lang.Double>`	`attributeMap()`	Retrieve the Map of Asset Attributes

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
- AttributeJointDense
  
  public AttributeJointDense(java.lang.String name, java.lang.String id, java.lang.String description) throws java.lang.Exception
  
  AttributeJointDense Constructor
  
  Parameters:
  
  name - The Name
  
  id - The ID
  
  description - The Description
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- add
  
  public boolean add(java.lang.String assetID1, java.lang.String assetID2, double attribute)
  
  Add the Attribute for an Asset Pair
  
  Parameters:
  
  assetID1 - The Asset ID #1
  
  assetID2 - The Asset ID #2
  
  attribute - The Attribute
  
  Returns:
  
  TRUE - The Asset Pair's Attribute successfully added.
- attribute
  
  public double attribute(java.lang.String assetID1, java.lang.String assetID2) throws java.lang.Exception
  
  Retrieve the Pair Attribute
  
  Parameters:
  
  assetID1 - The Asset ID #1
  
  assetID2 - The Asset ID #2
  
  Returns:
  
  The Pair Attribute
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
- attributeMap
  
  public java.util.Map<java.lang.String,java.lang.Double> attributeMap()
  
  Retrieve the Map of Asset Attributes
  
  Returns:
  
  Map of the Asset Attributes