Package tech.nmfin.portfoliooptimization.markowitz.constraints

Interface Summary

Interface	Description
QPConstraint	This interface allows adding constraints to a Quadratic Programming problem solving w_eff, the efficient frontier or the optimal allocation of assets.

Class Summary

Class	Description
QPMinWeights
QPNoConstraint	Deprecated This constraint means that you can borrow indefinitely, which makes very little economics meaning.
QPNoShortSelling
QPUnity
QPWeightsLimit	One bound per asset minW and maxW must have the same asset order and dimension as the optimizer's return vector.