Interface QPConstraint
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- All Known Implementing Classes:
QPMinWeights
,QPNoConstraint
,QPNoShortSelling
,QPUnity
,QPWeightsLimit
public interface QPConstraint
This interface allows adding constraints to a Quadratic Programming problem solving w_eff, the efficient frontier or the optimal allocation of assets.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description LinearEqualityConstraints
linearEqualityConstraints()
LinearGreaterThanConstraints
linearGreaterThanConstraints()
LinearLessThanConstraints
linearLessThanConstraints()
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Method Detail
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linearGreaterThanConstraints
LinearGreaterThanConstraints linearGreaterThanConstraints()
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linearLessThanConstraints
LinearLessThanConstraints linearLessThanConstraints()
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linearEqualityConstraints
LinearEqualityConstraints linearEqualityConstraints()
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