Uses of Interface
tech.nmfin.portfoliooptimization.corvalan2005.Corvalan2005.WeightsConstraint
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Packages that use Corvalan2005.WeightsConstraint Package Description tech.nmfin.portfoliooptimization.corvalan2005 tech.nmfin.portfoliooptimization.corvalan2005.constraint -
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Uses of Corvalan2005.WeightsConstraint in tech.nmfin.portfoliooptimization.corvalan2005
Methods in tech.nmfin.portfoliooptimization.corvalan2005 with parameters of type Corvalan2005.WeightsConstraint Modifier and Type Method Description VectorCorvalan2005. getDiversifiedWeights(Corvalan2005.WeightsConstraint constraint, Vector weights0, Matrix sigma, Vector r)Finds the optimal weights for a diversified portfolio.VectorCorvalan2005. getDiversifiedWeights(Corvalan2005.WeightsConstraint constraint, Vector weights0, Matrix sigma, Vector r, EqualityConstraints extraEqualityConstraints, LessThanConstraints extraLessThanConstraints)Finds the optimal weights for a diversified portfolio. -
Uses of Corvalan2005.WeightsConstraint in tech.nmfin.portfoliooptimization.corvalan2005.constraint
Classes in tech.nmfin.portfoliooptimization.corvalan2005.constraint that implement Corvalan2005.WeightsConstraint Modifier and Type Class Description classMinimumWeightsThis constraint puts lower bounds on weights.classNoConstraintsWeights are unconstrained and NoConstraints.constraints() returnsnull.classNoShortSellingWeights cannot be negative.
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