| Interface | Description |
|---|---|
| QPConstraint |
This interface allows adding constraints to a Quadratic Programming problem
solving w_eff, the efficient frontier or the optimal allocation of
assets.
|
| Class | Description |
|---|---|
| QPMinWeights | |
| QPNoConstraint | Deprecated
This constraint means that you can borrow indefinitely, which makes very little
economics meaning.
|
| QPNoShortSelling | |
| QPUnity | |
| QPWeightsLimit |
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