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 classQPMinWeightsclassQPNoConstraintDeprecated.This constraint means that you can borrow indefinitely, which makes very little economics meaning.classQPNoShortSellingclassQPUnityclassQPWeightsLimit
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