tech.nmfin.portfoliooptimization.corvalan2005

Interface Corvalan2005.WeightsConstraint

All Known Implementing Classes:

MinimumWeights, NoConstraints, NoShortSelling

Enclosing class:

Corvalan2005

public static interface Corvalan2005.WeightsConstraint

Constraints on weights which are defined by a set of less-than constraints.

Method Summary

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

Method Detail

constraints

LessThanConstraints constraints()

Gets the less-than constraints on weights.

Returns:

the less-than constraints