concave

Module for the Concave Asset class.

It represents a numeric asset where the aggregation is concave, i.e. the maximum value of the assets. It provides the interface for the basic algebraic functions between assets:

• aggregate: Aggregate the assets into a single asset via the maximum value.

• satisfies: Check if the asset is contained in another asset.

• is_consistent: Check if the asset belongs to the interval [lower_bound, upper_bound].

Classes

Concave

ConcaveAsset represents a numeric asset where the aggregation is concave.