Interface QPConstraint
-
- All Known Implementing Classes:
QPMinWeights,QPNoConstraint,QPNoShortSelling,QPUnity,QPWeightsLimit
public interface QPConstraintThis interface allows adding constraints to a Quadratic Programming problem solving w_eff, the efficient frontier or the optimal allocation of assets.
-
-
Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description LinearEqualityConstraintslinearEqualityConstraints()LinearGreaterThanConstraintslinearGreaterThanConstraints()LinearLessThanConstraintslinearLessThanConstraints()
-
-
-
Method Detail
-
linearGreaterThanConstraints
LinearGreaterThanConstraints linearGreaterThanConstraints()
-
linearLessThanConstraints
LinearLessThanConstraints linearLessThanConstraints()
-
linearEqualityConstraints
LinearEqualityConstraints linearEqualityConstraints()
-
-