Package tech.nmfin.portfoliooptimization.corvalan2005.constraint

Class NoShortSelling

java.lang.Object

tech.nmfin.portfoliooptimization.corvalan2005.constraint.NoShortSelling

All Implemented Interfaces:

Corvalan2005.WeightsConstraint

public class NoShortSelling
extends Object
implements Corvalan2005.WeightsConstraint

Weights cannot be negative.

Constructor Summary

Constructors

Constructor	Description
NoShortSelling(int nAssets)	Constructs the constraint with the number of assets in the portfolio.

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 Detail

NoShortSelling

public NoShortSelling(int nAssets)

Constructs the constraint with the number of assets in the portfolio.

Parameters:

nAssets - the number of assets in the portfolio

Method Detail

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