Austra. |
Contains classes for the Mean-Variance Optimization algorithm.
Classes| Class | Description | |
|---|---|---|
 | Inputs | Portfolio data for the Mean-Variance Optimizer. |
| InterpolatedPortfolio | Represents a portfolio interpolated from two turning points. |
| MvoModel | Represents the result of a Mean-Variance Optimization. |
| Optimizer | Mean variance optimizer. |
| Portfolio | Represents a portfolio in the efficient frontier. |
| SimplexModel | Represents the result of a simplex algorithm. |
Enumerations| Enumeration | Description | |
|---|---|---|
 | ConstraintType | Constraint types. |