Austra.Library.MVO Namespace

Contains classes for the Mean-Variance Optimization algorithm.

Classes

InputsPortfolio data for the Mean-Variance Optimizer.
InterpolatedPortfolioRepresents a portfolio interpolated from two turning points.
MvoModelRepresents the result of a Mean-Variance Optimization.
OptimizerMean variance optimizer.
PortfolioRepresents a portfolio in the efficient frontier.
SimplexModelRepresents the result of a simplex algorithm.

Enumerations

ConstraintTypeConstraint types.