public class NoShortSelling extends Object implements Corvalan2005.WeightsConstraint
Constructor and Description |
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NoShortSelling(int nAssets)
Constructs the constraint with the number of assets in the portfolio.
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Modifier and Type | Method and Description |
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LessThanConstraints |
constraints()
Gets the less-than constraints on weights.
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public NoShortSelling(int nAssets)
nAssets
- the number of assets in the portfoliopublic LessThanConstraints constraints()
Corvalan2005.WeightsConstraint
constraints
in interface Corvalan2005.WeightsConstraint
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