com.opttek.optquest
Class COptQuestPortfolioUpperRequirement

java.lang.Object
  com.opttek.optquest.COptQuestRequirement
      com.opttek.optquest.COptQuestUpperRequirement
          com.opttek.optquest.COptQuestPortfolioUpperRequirement

public class COptQuestPortfolioUpperRequirement
extends COptQuestUpperRequirement

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

COptQuestPortfolioUpperRequirement()
Default constructor

COptQuestPortfolioUpperRequirement(double upper)
Constructor that sets the upper bound of the portfolio requirement

COptQuestPortfolioUpperRequirement(java.lang.String name, double upper)
Constructor that assigns a name to the portfolio requirement and sets the upper bound

Method Summary

java.lang.String

GetType()

Methods inherited from class com.opttek.optquest.COptQuestRequirement

GetBestValue, GetCurrentValue, GetCurrentValue, GetLowerBound, GetName, GetNthBestValue, GetPortfolioMeasure, GetPortfolioStatistic, GetPortfolioStatisticValue, GetUpperBound, IsGoal, SetCurrentValue, SetCurrentValue, SetGoal, SetLowerBound, SetName, SetPortfolioMeasure, SetPortfolioStatistic, SetReplicationConfidence, SetTolerance, SetUpperBound

Methods inherited from class java.lang.Object

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

Constructor Detail

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(java.lang.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

Method Detail

GetType

public java.lang.String GetType()

Overrides:

GetType in class COptQuestUpperRequirement