public abstract class SOCPPortfolioConstraint extends Object implements Iterable<SOCPGeneralConstraints>, RealScalarFunction
| Modifier and Type | Class and Description |
|---|---|
static class |
SOCPPortfolioConstraint.ConstraintViolationException
Exception thrown when a constraint is violated.
|
static class |
SOCPPortfolioConstraint.Variable
the variables involved in
SOCPGeneralConstraints |
Function.EvaluationException| Constructor and Description |
|---|
SOCPPortfolioConstraint() |
| Modifier and Type | Method and Description |
|---|---|
abstract boolean |
areAllConstraintsSatisfied(Vector y)
Checks whether all SOCP constraints represented by this portfolio
constraint are satisfied.
|
List<SOCPPortfolioConstraint.Variable> |
getVariables(SOCPGeneralConstraints constraints)
Gets the variables involved in SOCPGeneralConstraints.
|
Iterator<SOCPGeneralConstraints> |
iterator() |
SOCPGeneralConstraints |
newSOCPGeneralConstraints(SOCPPortfolioConstraint.Variable... vars)
Creates a new SOCPGeneralConstraints so we can add
SOCPGeneralConstraint to it.
|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitforEach, spliteratordimensionOfDomain, dimensionOfRange, evaluatepublic SOCPGeneralConstraints newSOCPGeneralConstraints(SOCPPortfolioConstraint.Variable... vars)
vars - the variables involved in this
SOCPGeneralConstraintspublic Iterator<SOCPGeneralConstraints> iterator()
iterator in interface Iterable<SOCPGeneralConstraints>public List<SOCPPortfolioConstraint.Variable> getVariables(SOCPGeneralConstraints constraints)
constraints - the SOCP constraintspublic abstract boolean areAllConstraintsSatisfied(Vector y) throws SOCPPortfolioConstraint.ConstraintViolationException
y - a portfolio solution or allocation; the asset weightstrue if and only if all SOCP constraints are satisfiedSOCPPortfolioConstraint.ConstraintViolationExceptionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.