InterpolatedPortfolio(Double, Double, Double, Int32, Int32) Constructor

Creates an interpolated portfolio from two turning points.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public InterpolatedPortfolio(
	double[] weights,
	double mean,
	double variance,
	int sourceIndex1,
	int sourceIndex2
)

Parameters

weights  Double
Effective weights.
mean  Double
Effective return.
variance  Double
Effective variance.
sourceIndex1  Int32
First source index.
sourceIndex2  Int32
Second source index.

See Also