Features:

	- Buy Only Allocation - Random Holdings #1 (1, 2)
	- Buy Only Allocation - Random Holdings #2 (3, 4)
	- Holdings Container - Marker Cash Value (5)
	- Buy Only Allocator - Run #1 (6)
	- Buy Only Allocator - Run #2 (7, 8, 9)
	- Buy Only Allocator - Run #3 (10, 11, 12)
	- Buy Only Allocator - Run #4 (13, 14, 15)
	- Buy Only Allocator - Run #5 (16, 17, 18)
	- Buy Only Allocator - Run #6 (19, 20, 21)
	- Buy Only Allocator - Run #7 (22, 23, 24)
	- Buy Only Allocator - Run #8 (25)
	- Holdings Container - Cash Weight #1 (26, 27)
	- Holdings Container - Cash Weight #2 (28, 29, 30)
	- Holdings Container - Cash Weight #3 (31, 32)
	- Buy Only Allocator - Run #9 (33, 34)
	- Buy Only Allocator - Run #10 (35, 36)
	- Buy Only Allocator - Run #11 (37, 38, 39)
	- Buy Only Allocator - Run #12 (40, 41, 42)
	- Buy Only Allocator - Run #13 (43, 44, 45)
	- Buy Only Allocator - Run #14 (46, 47, 48)
	- Buy Only Allocator - Run #15 (49, 50, 51)
	- Buy Only Allocator - Run #16 (52, 53, 54)
	- Buy Only Allocator - Run #17 (55, 56, 57)
	- Buy Only Allocator - Run #18 (58, 59, 60)
	- Buy Only Allocator - Run #19 (61, 62, 63)
	- Buy Only Allocator - Run #20 (64, 65, 66)
	- Buy Only Allocator - Run #21 (67, 68, 69)
	- Buy Only Allocator - Run #22 (70, 71, 72)
	- Buy Only Allocator - Run #23 (73, 74, 75)
	- Buy Only Allocator - Run #24 (76, 77, 78)
	- Buy Only Allocator - Run #25 (79, 80, 81)
	- Buy Only Allocator - Run #26 (82, 83, 84)
	- Buy Only Allocator - Run #27 (85, 86, 87)
	- Service Env Invocation Manager 2025 (88)
	- Lean Portfolio Construction - Full Sequence Allocation (89, 90, 91)
	- Full Sequence Allocation - Starting Holdings #1 (92, 93)
	- Full Sequence Allocation - Starting Holdings #2 (94, 95, 96)
	- Full Sequence Allocation - Ending Holdings #1 (97, 98, 99)
	- Full Sequence Allocation - Ending Holdings #2 (100, 101)
	- Full Sequence Allocation - Constructor #1 (102, 103)
	- Full Sequence Allocation - Constructor #2 (104, 105)
	- Full Sequence Allocation - Constructor #3 (106, 107, 108)
	- Lean Portfolio Construction - Full Sequence Allocator (109, 110, 111)
	- Full Sequence Allocator - Post-processor Settings #1 (112, 113, 114)
	- Full Sequence Allocator - Post-processor Settings #2 (115, 116)
	- Full Sequence Allocator - Constructor #1 (117, 118)
	- Full Sequence Allocator - Constructor #2 (119, 120)


Bug Fixes/Re-organization:

Samples:

IdeaDRIP:

ReleaseNotes/04_29_2024.txt

@@ -0,0 +1,57 @@
+
+Features:
+
+	- Buy Only Allocation - Random Holdings #1 (1, 2)
+	- Buy Only Allocation - Random Holdings #2 (3, 4)
+	- Holdings Container - Marker Cash Value (5)
+	- Buy Only Allocator - Run #1 (6)
+	- Buy Only Allocator - Run #2 (7, 8, 9)
+	- Buy Only Allocator - Run #3 (10, 11, 12)
+	- Buy Only Allocator - Run #4 (13, 14, 15)
+	- Buy Only Allocator - Run #5 (16, 17, 18)
+	- Buy Only Allocator - Run #6 (19, 20, 21)
+	- Buy Only Allocator - Run #7 (22, 23, 24)
+	- Buy Only Allocator - Run #8 (25)
+	- Holdings Container - Cash Weight #1 (26, 27)
+	- Holdings Container - Cash Weight #2 (28, 29, 30)
+	- Holdings Container - Cash Weight #3 (31, 32)
+	- Buy Only Allocator - Run #9 (33, 34)
+	- Buy Only Allocator - Run #10 (35, 36)
+	- Buy Only Allocator - Run #11 (37, 38, 39)
+	- Buy Only Allocator - Run #12 (40, 41, 42)
+	- Buy Only Allocator - Run #13 (43, 44, 45)
+	- Buy Only Allocator - Run #14 (46, 47, 48)
+	- Buy Only Allocator - Run #15 (49, 50, 51)
+	- Buy Only Allocator - Run #16 (52, 53, 54)
+	- Buy Only Allocator - Run #17 (55, 56, 57)
+	- Buy Only Allocator - Run #18 (58, 59, 60)
+	- Buy Only Allocator - Run #19 (61, 62, 63)
+	- Buy Only Allocator - Run #20 (64, 65, 66)
+	- Buy Only Allocator - Run #21 (67, 68, 69)
+	- Buy Only Allocator - Run #22 (70, 71, 72)
+	- Buy Only Allocator - Run #23 (73, 74, 75)
+	- Buy Only Allocator - Run #24 (76, 77, 78)
+	- Buy Only Allocator - Run #25 (79, 80, 81)
+	- Buy Only Allocator - Run #26 (82, 83, 84)
+	- Buy Only Allocator - Run #27 (85, 86, 87)
+	- Service Env Invocation Manager 2025 (88)
+	- Lean Portfolio Construction - Full Sequence Allocation (89, 90, 91)
+	- Full Sequence Allocation - Starting Holdings #1 (92, 93)
+	- Full Sequence Allocation - Starting Holdings #2 (94, 95, 96)
+	- Full Sequence Allocation - Ending Holdings #1 (97, 98, 99)
+	- Full Sequence Allocation - Ending Holdings #2 (100, 101)
+	- Full Sequence Allocation - Constructor #1 (102, 103)
+	- Full Sequence Allocation - Constructor #2 (104, 105)
+	- Full Sequence Allocation - Constructor #3 (106, 107, 108)
+	- Lean Portfolio Construction - Full Sequence Allocator (109, 110, 111)
+	- Full Sequence Allocator - Post-processor Settings #1 (112, 113, 114)
+	- Full Sequence Allocator - Post-processor Settings #2 (115, 116)
+	- Full Sequence Allocator - Constructor #1 (117, 118)
+	- Full Sequence Allocator - Constructor #2 (119, 120)
+
+
+Bug Fixes/Re-organization:
+
+Samples:
+
+IdeaDRIP:

src/main/java/org/drip/portfolioconstruction/lean/FullSequenceAllocation.java

@@ -0,0 +1,136 @@
+
+package org.drip.portfolioconstruction.lean;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
+ *  	asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
+ *  	analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
+ *  	equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
+ *  	numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
+ *  	graph builder/navigator, and computational support.
+ *  
+ *  	https://lakshmidrip.github.io/DROP/
+ *  
+ *  DROP is composed of three modules:
+ *  
+ *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
+ *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
+ *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
+ * 
+ * 	DROP Product Core implements libraries for the following:
+ * 	- Fixed Income Analytics
+ * 	- Loan Analytics
+ * 	- Transaction Cost Analytics
+ * 
+ * 	DROP Portfolio Core implements libraries for the following:
+ * 	- Asset Allocation Analytics
+ *  - Asset Liability Management Analytics
+ * 	- Capital Estimation Analytics
+ * 	- Exposure Analytics
+ * 	- Margin Analytics
+ * 	- XVA Analytics
+ * 
+ * 	DROP Computational Core implements libraries for the following:
+ * 	- Algorithm Support
+ * 	- Computation Support
+ * 	- Function Analysis
+ *  - Graph Algorithm
+ *  - Model Validation
+ * 	- Numerical Analysis
+ * 	- Numerical Optimizer
+ * 	- Spline Builder
+ *  - Statistical Learning
+ * 
+ * 	Documentation for DROP is Spread Over:
+ * 
+ * 	- Main                     => https://lakshmidrip.github.io/DROP/
+ * 	- Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
+ * 	- GitHub                   => https://github.com/lakshmiDRIP/DROP
+ * 	- Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
+ * 	- Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
+ * 	- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
+ * 	- Release Versions         => https://lakshmidrip.github.io/DROP/version.html
+ * 	- Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
+ * 	- Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * <i>FullSequenceAllocator</i> holds the Results of Optimization from the Initial Holdings and its eventual
+ * 	Post-Processing.
+ *
+ *	<br><br>
+ *  <ul>
+ *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
+ *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AssetAllocationAnalyticsLibrary.md">Asset Allocation Analytics</a></li>
+ *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/portfolioconstruction/README.md">Portfolio Construction under Allocation Constraints</a></li>
+ *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/portfolioconstruction/lean/README.md">"Lean" Portfolio Construction Utilities Suite</a></li>
+ *  </ul>
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class FullSequenceAllocation
+{
+	private HoldingsContainer _endingHoldings = null;
+	private HoldingsContainer _startingHoldings = null;
+
+	/**
+	 * <i>FullSequenceAllocation</i> Constructor
+	 * 
+	 * @param startingHoldings Starting Holdings
+	 * @param endingHoldings Ending Holdings
+	 * 
+	 * @throws Exception Thrown if the Inputs are Invalid
+	 */
+
+	public FullSequenceAllocation (
+		final HoldingsContainer startingHoldings,
+		final HoldingsContainer endingHoldings)
+		throws Exception
+	{
+		if (null == (_startingHoldings = startingHoldings) || null == (_endingHoldings = endingHoldings)) {
+			throw new Exception ("FullSequenceAllocation Constructor => Invalid Inputs");
+		}
+	}
+
+	/**
+	 * Retrieve the Starting Holdings
+	 * 
+	 * @return Starting Holdings
+	 */
+
+	public HoldingsContainer startingHoldings()
+	{
+		return _startingHoldings;
+	}
+
+	/**
+	 * Retrieve the Ending Holdings
+	 * 
+	 * @return Starting Holdings
+	 */
+
+	public HoldingsContainer endingHoldings()
+	{
+		return _endingHoldings;
+	}
+}

src/main/java/org/drip/sample/leanallocator/BuyOnlyAllocation.java → src/main/java/org/drip/portfolioconstruction/lean/FullSequenceAllocator.java

@@ -1,8 +1,5 @@
 
-package org.drip.sample.leanallocator;
-
-import org.drip.portfolioconstruction.lean.HoldingsContainer;
-import org.drip.service.env.EnvManager;
+package org.drip.portfolioconstruction.lean;
 
 /*
  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
@@ -77,55 +74,44 @@
  */
 
 /**
- * <i>BuyOnlyAllocation</i> illustrates the Filter-Sells Post-Processing Functionality of an Allocator.
+ * <i>FullSequenceAllocator</i> generates an Optimal Portfolio from the Initial Holdings and performs
+ * 	Post-Processing if necessary.
  *
  *	<br><br>
  *  <ul>
- *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
- *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">DROP API Construction and Usage</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/leanallocator/README.md">Construction/Usage of Lean Portfolio Allocator</a></li>
+ *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
+ *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AssetAllocationAnalyticsLibrary.md">Asset Allocation Analytics</a></li>
+ *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/portfolioconstruction/README.md">Portfolio Construction under Allocation Constraints</a></li>
+ *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/portfolioconstruction/lean/README.md">"Lean" Portfolio Construction Utilities Suite</a></li>
  *  </ul>
  *
  * @author Lakshmi Krishnamurthy
  */
 
-public class BuyOnlyAllocation
+public class FullSequenceAllocator
 {
+	private PostProcessorSettings _postProcessorSettings = null;
 
-	private static final int ZeroToHundred()
-	{
-		return (int) (Math.random() * 100.);
-	}
+	/**
+	 * <i>FullSequenceAllocator</i> Constructor
+	 * 
+	 * @param postProcessorSettings Post Processing Settings Instance
+	 */
 
-	private static final HoldingsContainer RandomHoldings (
-		final int size,
-		final double cash)
-		throws Exception
+	public FullSequenceAllocator (
+		final PostProcessorSettings postProcessorSettings)
 	{
-		HoldingsContainer holdingsContainer = new HoldingsContainer();
-
-		for (int i = 0; i < size; ++i) {
-			holdingsContainer.setAsset ("cusip_" + i, 100. * ZeroToHundred());
-		}
-
-		return holdingsContainer.setCashValue (cash) ? holdingsContainer : null;
+		_postProcessorSettings = postProcessorSettings;
 	}
 
 	/**
-	 * Entry Point
+	 * Retrieve the Post Processing Settings
 	 * 
-	 * @param argumentArray Command Line Argument Array
-	 * 
-	 * @throws Exception Thrown on Error/Exception Situation
+	 * @return Post Processing Settings
 	 */
 
-	public static final void main (
-		final String[] argumentArray)
-		throws Exception
+	public PostProcessorSettings postProcessorSettings()
 	{
-		EnvManager.InitEnv ("");
-
-		EnvManager.TerminateEnv();
+		return _postProcessorSettings;
 	}
 }

src/main/java/org/drip/portfolioconstruction/lean/HoldingsContainer.java

@@ -98,6 +98,7 @@ public class HoldingsContainer
 {
 	private boolean _dirty = false;
 	private double _cashValue = Double.NaN;
+	private double _cashWeight = Double.NaN;
 	private double _marketValue = Double.NaN;
 
 	private Map<String, Double> _assetWeightMap = new CaseInsensitiveHashMap<Double>();
@@ -111,7 +112,8 @@ private boolean unDirty()
 		}
 
 		_dirty = false;
-		_marketValue = 0.;
+		_marketValue = _cashValue;
+		double cumulativeWeight = 0.;
 
 		_assetWeightMap.clear();
 
@@ -124,12 +126,14 @@ private boolean unDirty()
 		}
 
 		for (Map.Entry<String, Double> assetMarketValueMapEntry : _assetMarketValueMap.entrySet()) {
-			_assetWeightMap.put (
-				assetMarketValueMapEntry.getKey(),
-				assetMarketValueMapEntry.getValue() / _marketValue
-			);
+			double assetWeight = assetMarketValueMapEntry.getValue() / _marketValue;
+
+			_assetWeightMap.put (assetMarketValueMapEntry.getKey(), assetWeight);
+
+			cumulativeWeight += assetWeight;
 		}
 
+		_cashWeight = 1. - cumulativeWeight;
 		return true;
 	}
 
@@ -140,6 +144,7 @@ private boolean unDirty()
 	public HoldingsContainer()
 	{
 		_cashValue = 0.;
+		_cashWeight = 0.;
 		_marketValue = 0.;
 
 		_assetWeightMap = new CaseInsensitiveHashMap<Double>();
@@ -208,7 +213,7 @@ public boolean setAsset (
 		final String assetID,
 		final double assetMarketValue)
 	{
-		if (null == assetID || assetID.isEmpty() || NumberUtil.IsValid (assetMarketValue)) {
+		if (null == assetID || assetID.isEmpty() || !NumberUtil.IsValid (assetMarketValue)) {
 			return false;
 		}
 
@@ -229,7 +234,7 @@ public boolean setAsset (
 	public boolean setCashValue (
 		final double cashValue)
 	{
-		if (NumberUtil.IsValid (cashValue)) {
+		if (!NumberUtil.IsValid (cashValue)) {
 			return false;
 		}
 
@@ -249,6 +254,13 @@ public Set<String> assetSet()
 		return _assetMarketValueMap.keySet();
 	}
 
+	public double cashWeight()
+	{
+		unDirty();
+
+		return _cashWeight;
+	}
+
 	/**
 	 * Remove the Asset corresponding to the ID
 	 * 

src/main/java/org/drip/portfolioconstruction/lean/TradesContainer.java

@@ -156,7 +156,7 @@ public static final TradesContainer FromStartAndEndHoldings (
 				String assetID = assetMarketValueMapEntry.getKey();
 
 				if (!assetQuantityMap.containsKey (assetID)) {
-					assetQuantityMap.put ( assetID, -1. * assetMarketValueMapEntry.getValue());
+					assetQuantityMap.put (assetID, -1. * assetMarketValueMapEntry.getValue());
 				}
 			}
 		}