Uses of Package
tech.nmfin.portfoliooptimization.markowitz.constraints

Packages that use tech.nmfin.portfoliooptimization.markowitz.constraints

Package	Description
tech.nmfin.portfoliooptimization.markowitz	Mean-variance portfolio construction from supplied return and covariance estimates.
tech.nmfin.portfoliooptimization.markowitz.constraints

Classes in tech.nmfin.portfoliooptimization.markowitz.constraints used by tech.nmfin.portfoliooptimization.markowitz

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

Classes in tech.nmfin.portfoliooptimization.markowitz.constraints used by tech.nmfin.portfoliooptimization.markowitz.constraints

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