com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer

Class CetaMaximizer.Solution

java.lang.Object

com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer.Solution

Enclosing interface:

CetaMaximizer

public static class CetaMaximizer.Solution
extends Object

Method Summary

Modifier and Type	Method and Description
double	eta()
String	toString()
double	value()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

eta

public double eta()

Returns:

the optimal η

value

public double value()

Returns:

the maximum value of C(η)

toString

public String toString()

Overrides:

toString in class Object