Package org.drip.sample.leanallocator

Construction/Usage of Lean Portfolio Allocator
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BuyOnlyAllocation
    BuyOnlyAllocation generates an Optimal Buy-Only Portfolio from the Initial Holdings.
    SellOnlyAllocation
    SellOnlyAllocation generates an Optimal Sell-Only Portfolio from the Initial Holdings.
    TradeGeneration
    TradeGeneration illustrates the Trade Generation Functionality using an Allocator.