Package tech.nmfin.portfoliooptimization.markowitz.constraints
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Interface Summary 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 Summary Class Description QPMinWeights QPNoConstraint Deprecated. This constraint means that you can borrow indefinitely, which makes very little economics meaning.QPNoShortSelling QPUnity QPWeightsLimit