org.drip.portfolioconstruction.constraint

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total3,562 of 3,5620%430 of 4300%4324326666662172178484
LimitChargeTermIssuer1230%140%131323236611
LimitRiskTermVariance.new RdToR1() {...}980%140%101018183311
LimitBudgetTermTransactionCharge870%160%111115153311
LimitTurnoverTermIssuer860%180%131316164411
LimitRiskTermMarginal.new RdToR1() {...}820%100%8815153311
LimitTurnoverTermIssuerSell.new RdToR1() {...}790%100%8814143311
LimitTurnoverTermIssuerShort.new RdToR1() {...}790%100%8814143311
LimitTurnoverTermIssuerBuy.new RdToR1() {...}790%100%8814143311
LimitHoldingsTermIssuerLongShort.new RdToR1() {...}760%100%8814143311
LimitBudgetTermTransactionCharge.new RdToR1() {...}760%80%7714143311
LimitRiskTerm720%120%8813132211
LimitTurnoverTermIssuerNet.new RdToR1() {...}710%80%7713133311
LimitHoldingsTermIssuerWeightedAverage.new RdToR1() {...}710%80%7714143311
LimitExposureTermIssuerShort.new RdToR1() {...}690%100%8813133311
LimitExposureTermIssuerLong.new RdToR1() {...}690%100%8813133311
LimitTradesTermIssuer650%120%9913133311
LimitTradesTermIssuerBuy.new RdToR1() {...}630%100%8813133311
LimitTradesTermIssuerTotal.new RdToR1() {...}630%100%8813133311
LimitExposureTermIssuerNet.new RdToR1() {...}630%80%7712123311
LimitTradesTermIssuerSell.new RdToR1() {...}630%100%8813133311
LimitHoldingsTermIssuerLong.new RdToR1() {...}610%100%8812123311
LimitThresholdTermIssuerShort.new RdToR1() {...}610%100%8812123311
LimitHoldingsTermIssuerShort.new RdToR1() {...}610%100%8812123311
LimitThresholdTermIssuerLong.new RdToR1() {...}610%100%8812123311
LimitChargeTermIssuer.new RdToR1() {...}600%80%7711113311
LimitNamesTermIssuerShort.new RdToR1() {...}590%120%9912123311
LimitNamesTermIssuerLong.new RdToR1() {...}590%120%9912123311
LimitNamesTermIssuerTotal.new RdToR1() {...}590%120%9912123311
LimitExposureTermAbsolute.new RdToR1() {...}560%80%7711113311
LimitExposureTermNet.new RdToR1() {...}550%80%7711113311
LimitHoldingsTermModelDeviation.new RdToR1() {...}550%80%7711113311
LimitBudgetTermNet.new RdToR1() {...}550%80%7711113311
LimitThresholdTermIssuerNet.new RdToR1() {...}550%80%7711113311
LimitHoldingsTermIssuerNet.new RdToR1() {...}550%80%7711113311
LimitRiskTermVariance530%80%77993311
LimitTaxTerm490%80%77993311
LimitHoldingsTermModelDeviation490%80%77883311
LimitHoldingsTermAbsolute.new RdToR1() {...}480%80%7710103311
LimitRiskTermMarginal460%60%66883311
LimitHoldingsTermIssuerWeightedAverage440%60%66883311
LimitHoldingsTermIssuer390%60%55662211
LimitNamesTermIssuer370%60%55772211
LimitThresholdTermIssuer370%60%55772211
LimitExposureTermIssuer340%40%44662211
LimitHoldingsTermMinimumPeriod330%40%44662211
LimitBudgetTerm320%40%44772211
LimitExposureTerm320%40%44772211
LimitHoldingsTerm280%20%33662211
LimitTaxTermNetLoss.new RdToR1() {...}210%n/a33443311
LimitTaxTermNetGains.new RdToR1() {...}210%n/a33443311
LimitTaxTermLiability.new RdToR1() {...}210%n/a33443311
LimitTaxTermGrossLoss.new RdToR1() {...}210%n/a33443311
LimitTaxTermLongGains.new RdToR1() {...}210%n/a33443311
LimitTaxTermGrossGains.new RdToR1() {...}210%n/a33443311
LimitTurnoverTermIssuerNet190%n/a22332211
LimitTurnoverTermIssuerShort190%n/a22332211
LimitTurnoverTermIssuerSell190%n/a22332211
LimitTurnoverTermIssuerBuy190%n/a22332211
LimitTaxTermGrossGains180%n/a22332211
LimitTaxTermGrossLoss180%n/a22332211
LimitExposureTermIssuerShort180%n/a22332211
LimitTradesTermIssuerSell180%n/a22332211
LimitExposureTermIssuerNet180%n/a22332211
LimitTaxTermLiability180%n/a22332211
LimitTaxTermNetLoss180%n/a22332211
LimitTradesTermIssuerBuy180%n/a22332211
LimitTradesTermIssuerTotal180%n/a22332211
LimitTaxTermNetGains180%n/a22332211
LimitTaxTermLongGains180%n/a22332211
LimitExposureTermIssuerLong180%n/a22332211
LimitThresholdTermIssuerLong170%n/a22332211
LimitHoldingsTermIssuerLong170%n/a22332211
LimitThresholdTermIssuerNet170%n/a22332211
LimitNamesTermIssuerTotal170%n/a22332211
LimitNamesTermIssuerShort170%n/a22332211
LimitHoldingsTermIssuerShort170%n/a22332211
LimitNamesTermIssuerLong170%n/a22332211
LimitExposureTermNet170%n/a22332211
LimitThresholdTermIssuerShort170%n/a22332211
LimitHoldingsTermIssuerLongShort170%n/a22332211
LimitExposureTermAbsolute170%n/a22332211
LimitHoldingsTermAbsolute170%n/a22332211
LimitHoldingsTermIssuerNet170%n/a22332211
LimitBudgetTermNet160%n/a22332211