Package org.drip.service.assetallocation

Class PortfolioConstructionProcessor

java.lang.Object

org.drip.service.assetallocation.PortfolioConstructionProcessor

public class PortfolioConstructionProcessor
extends java.lang.Object

PortfolioConstructionProcessor Sets Up and Executes a JSON Based In/Out Processing Service for Constrained and Unconstrained Portfolio Construction. It provides the following Functions:

• JSON Based in/out Budget Constrained Mean Variance Allocation Thunker
• JSON Based in/out Returns Constrained Mean Variance Allocation Thunker

Module	Computational Core Module
Library	Computation Support
Project	Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package	JSON Based In/Out Service

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
PortfolioConstructionProcessor()

Method Summary

Modifier and Type	Method	Description
static JSONObject	BudgetConstrainedAllocator(JSONObject jsonParameter)	JSON Based in/out Budget Constrained Mean Variance Allocation Thunker
static JSONObject	ReturnsConstrainedAllocator(JSONObject jsonParameter)	JSON Based in/out Returns Constrained Mean Variance Allocation Thunker

Methods inherited from class java.lang.Object

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

Constructor Details

PortfolioConstructionProcessor

public PortfolioConstructionProcessor()

Method Details

BudgetConstrainedAllocator

public static final JSONObject BudgetConstrainedAllocator(JSONObject jsonParameter)

JSON Based in/out Budget Constrained Mean Variance Allocation Thunker

Parameters:

jsonParameter - Budget Constrained Mean Variance Allocation Parameters

Returns:

JSON Budget Constrained Mean Variance Allocation Response

ReturnsConstrainedAllocator

public static final JSONObject ReturnsConstrainedAllocator(JSONObject jsonParameter)

JSON Based in/out Returns Constrained Mean Variance Allocation Thunker

Parameters:

jsonParameter - Returns Constrained Mean Variance Allocation Parameters

Returns:

JSON Returns Constrained Mean Variance Allocation Response