Uses of Interface
tech.nmfin.portfoliooptimization.markowitz.constraints.QPConstraint
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Packages that use QPConstraint Package Description tech.nmfin.portfoliooptimization.markowitz tech.nmfin.portfoliooptimization.markowitz.constraints -
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Uses of QPConstraint in tech.nmfin.portfoliooptimization.markowitz
Constructors in tech.nmfin.portfoliooptimization.markowitz with parameters of type QPConstraint Constructor Description MarkowitzByQP(Vector mu, Matrix sigma, QPConstraint constraints)
Constructs a Markowitz portfolio from expected future returns and future covariance, assuming zero benchmark rate for Sharpe ratio calculation.MarkowitzByQP(Vector mu, Matrix sigma, QPConstraint constraints, double benchmarkRate)
Constructs a Markowitz portfolio from expected future returns and future covariance. -
Uses of QPConstraint in tech.nmfin.portfoliooptimization.markowitz.constraints
Classes in tech.nmfin.portfoliooptimization.markowitz.constraints that implement QPConstraint Modifier and Type Class Description class
QPMinWeights
class
QPNoConstraint
Deprecated.This constraint means that you can borrow indefinitely, which makes very little economics meaning.class
QPNoShortSelling
class
QPUnity
class
QPWeightsLimit
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