com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer

Class MVOptimizer.Result

java.lang.Object

com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizer.Result

Enclosing interface:

MVOptimizer

public static class MVOptimizer.Result
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
Vector	mu
Matrix	V
Vector	w

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

w

public final Vector w

mu

public final Vector mu

V

public final Matrix V