Package tech.nmfin.portfoliooptimization.corvalan2005.constraint

Class MinimumWeights

java.lang.Object

tech.nmfin.portfoliooptimization.corvalan2005.constraint.MinimumWeights

All Implemented Interfaces:

Corvalan2005.WeightsConstraint

public class MinimumWeights
extends Object
implements Corvalan2005.WeightsConstraint

This constraint puts lower bounds on weights.

Constructor Summary

Constructors

Constructor	Description
MinimumWeights(Vector minWeights)

Method Summary

Modifier and Type	Method	Description
LessThanConstraints	constraints()	Gets the less-than constraints on weights.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MinimumWeights

public MinimumWeights(Vector minWeights)

Method Details

constraints

public LessThanConstraints constraints()

Description copied from interface: Corvalan2005.WeightsConstraint

Gets the less-than constraints on weights.

Specified by:

constraints in interface Corvalan2005.WeightsConstraint

Returns:

the less-than constraints