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 |
|---|---|
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.WeightsConstraintconstraints in interface Corvalan2005.WeightsConstraintCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.