convex

Module for the Convex Asset class.

It represents a numeric asset where the aggregation is convex, i.e. the minimum 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 minimum value.

• satisfies: Check if the asset contains another asset.

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

Classes

Convex

ConvexAsset represents a numeric asset where the aggregation is convex.