Package com.opttek.optquest

Class COptQuestPortfolioUpperRequirement

java.lang.Object

com.opttek.optquest.COptQuestRequirement

com.opttek.optquest.COptQuestPortfolioRequirement

com.opttek.optquest.COptQuestPortfolioUpperRequirement

public class COptQuestPortfolioUpperRequirement
extends COptQuestPortfolioRequirement

The COptQuestPortfolioUpperRequirement is used with portfolio optimizations to define a requirement where a statistic on a measure ≤ upper bound. The user must define COptQuestProjectVariables with observations or period observations.

Constructor Summary

Constructors

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

COptQuestPortfolioUpperRequirement

public COptQuestPortfolioUpperRequirement(double upper)

Constructor that sets the upper bound of the portfolio requirement

Parameters:

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

COptQuestPortfolioUpperRequirement

public COptQuestPortfolioUpperRequirement(String name,
 double upper)

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

Parameters:

name - alphanumeric name

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

COptQuestPortfolioUpperRequirement

public COptQuestPortfolioUpperRequirement()

Default constructor