Uses of Class
org.ojalgo.data.domain.finance.portfolio.LowerUpper
Packages that use LowerUpper
Package
Description
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
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Uses of LowerUpper in org.ojalgo.data.domain.finance.portfolio
Fields in org.ojalgo.data.domain.finance.portfolio with type parameters of type LowerUpperModifier and TypeFieldDescriptionprivate static final Map<int[], LowerUpper> EfficientFrontier.CONSTRAINTSprivate final HashMap<int[], LowerUpper> PortfolioMixer.myAssetConstraintsprivate final HashMap<int[], LowerUpper> PortfolioMixer.myComponentConstraintsprivate final HashMap<int[], LowerUpper> MarkowitzModel.myConstraintsMethods in org.ojalgo.data.domain.finance.portfolio that return LowerUpperModifier and TypeMethodDescriptionPortfolioMixer.addAssetConstraint(Comparable<?> lowerLimit, Comparable<?> upperLimit, int... assetIndeces) PortfolioMixer.addComponentConstraint(Comparable<?> lowerLimit, Comparable<?> upperLimit, int... assetIndeces) MarkowitzModel.addConstraint(BigDecimal lowerLimit, BigDecimal upperLimit, int... assetIndeces) Will add a constraint on the sum of the asset weights specified by the asset indices.Method parameters in org.ojalgo.data.domain.finance.portfolio with type arguments of type LowerUpperModifier and TypeMethodDescription(package private) final ExpressionsBasedModelOptimisedPortfolio.makeModel(Map<int[], LowerUpper> constraints)