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

Creates an interpolated portfolio from two turning points.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
Copy
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