Class PortfolioMixer
- java.lang.Object
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- org.ojalgo.data.domain.finance.portfolio.PortfolioMixer
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public final class PortfolioMixer extends java.lang.Object
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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
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Constructor Summary
Constructors Constructor Description PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)
PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)
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Method Summary
All Methods Instance Methods Concrete Methods 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)
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Field Detail
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ACTIVE
private static final java.lang.String ACTIVE
- See Also:
- Constant Field Values
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B
private static final java.lang.String B
- See Also:
- Constant Field Values
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C
private static final java.lang.String C
- See Also:
- Constant Field Values
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DIMENSION_MISMATCH
private static final java.lang.String DIMENSION_MISMATCH
- See Also:
- Constant Field Values
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QUADRATIC_OBJECTIVE_PART
private static final java.lang.String QUADRATIC_OBJECTIVE_PART
- See Also:
- Constant Field Values
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STRATEGY_COUNT
private static final java.lang.String STRATEGY_COUNT
- See Also:
- Constant Field Values
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myComponents
private final java.util.ArrayList<FinancePortfolio> myComponents
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myTarget
private final FinancePortfolio myTarget
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myAssetConstraints
private final java.util.HashMap<int[],LowerUpper> myAssetConstraints
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myComponentConstraints
private final java.util.HashMap<int[],LowerUpper> myComponentConstraints
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Constructor Detail
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PortfolioMixer
public PortfolioMixer(FinancePortfolio target, java.util.Collection<? extends FinancePortfolio> components)
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PortfolioMixer
public PortfolioMixer(FinancePortfolio target, FinancePortfolio... components)
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Method Detail
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addAssetConstraint
public LowerUpper addAssetConstraint(java.lang.Comparable<?> lowerLimit, java.lang.Comparable<?> upperLimit, int... assetIndeces)
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addComponentConstraint
public LowerUpper addComponentConstraint(java.lang.Comparable<?> lowerLimit, java.lang.Comparable<?> upperLimit, int... assetIndeces)
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mix
public java.util.List<java.math.BigDecimal> mix(int aNumber)
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