Class NoShortSelling
- java.lang.Object
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- tech.nmfin.portfoliooptimization.corvalan2005.constraint.NoShortSelling
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- All Implemented Interfaces:
Corvalan2005.WeightsConstraint
public class NoShortSelling extends Object implements Corvalan2005.WeightsConstraint
Weights cannot be negative.
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Constructor Summary
Constructors Constructor Description NoShortSelling(int nAssets)Constructs the constraint with the number of assets in the portfolio.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description LessThanConstraintsconstraints()Gets the less-than constraints on weights.
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Method Detail
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constraints
public LessThanConstraints constraints()
Description copied from interface:Corvalan2005.WeightsConstraintGets the less-than constraints on weights.- Specified by:
constraintsin interfaceCorvalan2005.WeightsConstraint- Returns:
- the less-than constraints
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