Package com.opttek.optquest

Class COptQuestPortfolioLowerRequirement

java.lang.Object

com.opttek.optquest.COptQuestRequirement

com.opttek.optquest.COptQuestPortfolioRequirement

com.opttek.optquest.COptQuestPortfolioLowerRequirement

public class COptQuestPortfolioLowerRequirement
extends COptQuestPortfolioRequirement

The COptQuestPortfolioLowerRequirement is used with portfolio optimizations to define a requirement where lower bound ≥ a statistic on a measure. The user must define COptQuestProjectVariables with observations or period observations.

Constructor Summary

Constructors

Constructor	Description
COptQuestPortfolioLowerRequirement()	Default constructor
COptQuestPortfolioLowerRequirement(double lower)	Constructor that sets the lower bound of the portfolio requirement
COptQuestPortfolioLowerRequirement(String name, double lower)	Constructor that assigns a name to the portfolio requirement and sets the lower bound

Method Summary

Methods inherited from class com.opttek.optquest.COptQuestPortfolioRequirement

GetPortfolioMeasure, GetPortfolioStatistic, GetPortfolioStatisticValue, SetPortfolioMeasure, SetPortfolioStatistic

Methods inherited from class com.opttek.optquest.COptQuestRequirement

equals, GetLowerBound, GetName, GetReplicationConfidenceErrorPercent, GetReplicationConfidenceLevel, GetReplicationStatistic, GetReplicationStatisticValue, GetUpperBound, hashCode, hasUserVariables, IsGoal, SetGoal, setHasUserVariables, SetLowerBound, SetName, SetReplicationConfidence, SetReplicationStatistic, SetTolerance, SetUpperBound

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Details

COptQuestPortfolioLowerRequirement

public COptQuestPortfolioLowerRequirement(double lower)

Constructor that sets the lower bound of the portfolio requirement

Parameters:

lower - a value between -pow(2,31) and +pow(2,31)-1

COptQuestPortfolioLowerRequirement

public COptQuestPortfolioLowerRequirement(String name,
 double lower)

Constructor that assigns a name to the portfolio requirement and sets the lower bound

Parameters:

name - alphanumeric name

lower - a value between -pow(2,31) and +pow(2,31)-1

COptQuestPortfolioLowerRequirement

public COptQuestPortfolioLowerRequirement()

Default constructor