Lai2010NPEBModel.OptimalWeights (NM DEV API (v1.2.4) by NM)

java.lang.Object
- tech.nmfin.portfoliooptimization.lai2010.Lai2010NPEBModel.OptimalWeights

Enclosing class:: Lai2010NPEBModel

public static class Lai2010NPEBModel.OptimalWeights
extends Object

- Constructor Summary
  
  Constructors
  Constructor Description
  
  OptimalWeights(Vector weights, Ceta.PortfolioMoments moments)
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  double ir()
  
  Ceta.PortfolioMoments moments()
  
  Vector weights()
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

OptimalWeights

public OptimalWeights(Vector weights,
                      Ceta.PortfolioMoments moments)

Method Detail

weights
```
public Vector weights()
```
Returns:

the optimal weights

moments

public Ceta.PortfolioMoments moments()

Returns:: the estimated moments

ir
```
public double ir()
```