Uses of Interface
tech.nmfin.portfoliooptimization.corvalan2005.Corvalan2005.WeightsConstraint

Packages that use Corvalan2005.WeightsConstraint

Package	Description
tech.nmfin.portfoliooptimization.corvalan2005
tech.nmfin.portfoliooptimization.corvalan2005.constraint

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
Vector	Corvalan2005.getDiversifiedWeights(Corvalan2005.WeightsConstraint constraint, Vector weights0, Matrix sigma, Vector r)	Finds the optimal weights for a diversified portfolio.
Vector	Corvalan2005.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
class	MinimumWeights	This constraint puts lower bounds on weights.
class	NoConstraints	Weights are unconstrained and NoConstraints.constraints() returns null.
class	NoShortSelling	Weights cannot be negative.