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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