Module ojalgo

Package org.ojalgo.data.domain.finance.portfolio

Class PortfolioMixer

java.lang.Object

org.ojalgo.data.domain.finance.portfolio.PortfolioMixer

public final class PortfolioMixer
extends java.lang.Object

Field Summary

Fields

Modifier and Type	Field	Description
private static java.lang.String	ACTIVE
private static java.lang.String	B
private static java.lang.String	C
private static java.lang.String	DIMENSION_MISMATCH
private java.util.HashMap<int[],LowerUpper>	myAssetConstraints
private java.util.HashMap<int[],LowerUpper>	myComponentConstraints
private java.util.ArrayList<FinancePortfolio>	myComponents
private FinancePortfolio	myTarget
private static java.lang.String	QUADRATIC_OBJECTIVE_PART
private static java.lang.String	STRATEGY_COUNT

Constructor Summary

Constructors

Constructor	Description
PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)
PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)

Method Summary

Modifier and Type	Method	Description
LowerUpper	addAssetConstraint(java.lang.Comparable<?> lowerLimit, java.lang.Comparable<?> upperLimit, int... assetIndeces)
LowerUpper	addComponentConstraint(java.lang.Comparable<?> lowerLimit, java.lang.Comparable<?> upperLimit, int... assetIndeces)
java.util.List<java.math.BigDecimal>	mix(int aNumber)

Methods inherited from class java.lang.Object

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

Field Detail

ACTIVE

private static final java.lang.String ACTIVE

See Also:

Constant Field Values

B

private static final java.lang.String B

See Also:

Constant Field Values

C

private static final java.lang.String C

See Also:

Constant Field Values

DIMENSION_MISMATCH

private static final java.lang.String DIMENSION_MISMATCH

See Also:

Constant Field Values

QUADRATIC_OBJECTIVE_PART

private static final java.lang.String QUADRATIC_OBJECTIVE_PART

See Also:

Constant Field Values

STRATEGY_COUNT

private static final java.lang.String STRATEGY_COUNT

See Also:

Constant Field Values

myComponents

private final java.util.ArrayList<FinancePortfolio> myComponents

myTarget

private final FinancePortfolio myTarget

myAssetConstraints

private final java.util.HashMap<int[],LowerUpper> myAssetConstraints

myComponentConstraints

private final java.util.HashMap<int[],LowerUpper> myComponentConstraints

Constructor Detail

PortfolioMixer

public PortfolioMixer(FinancePortfolio target,
                      java.util.Collection<? extends FinancePortfolio> components)

PortfolioMixer

public PortfolioMixer(FinancePortfolio target,
                      FinancePortfolio... components)

Method Detail

addAssetConstraint

public LowerUpper addAssetConstraint(java.lang.Comparable<?> lowerLimit,
                                     java.lang.Comparable<?> upperLimit,
                                     int... assetIndeces)

addComponentConstraint

public LowerUpper addComponentConstraint(java.lang.Comparable<?> lowerLimit,
                                         java.lang.Comparable<?> upperLimit,
                                         int... assetIndeces)

mix

public java.util.List<java.math.BigDecimal> mix(int aNumber)