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 Details

    • 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 Details