| Class and Description |
|---|
| PortfolioRiskExactSigma.MatrixRoot
Specifies the method to compute the root of a matrix.
|
| SOCPPortfolioConstraint
An SOCP constraint for portfolio optimization, e.g., market impact, is
represented by a set of constraints in this form.
|
| SOCPPortfolioConstraint.ConstraintViolationException
Exception thrown when a constraint is violated.
|
| SOCPPortfolioConstraint.Variable
the variables involved in
SOCPGeneralConstraints |
| SOCPPortfolioObjectiveFunction
Constructs the objective function for portfolio optimization.
|
| SOCPRiskConstraint |
| Class and Description |
|---|
| SOCPPortfolioConstraint
An SOCP constraint for portfolio optimization, e.g., market impact, is
represented by a set of constraints in this form.
|
| SOCPPortfolioConstraint.ConstraintViolationException
Exception thrown when a constraint is violated.
|
| Class and Description |
|---|
| SOCPPortfolioConstraint
An SOCP constraint for portfolio optimization, e.g., market impact, is
represented by a set of constraints in this form.
|
| SOCPPortfolioConstraint.ConstraintViolationException
Exception thrown when a constraint is violated.
|
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