public sealed class Inputs
Inputs(DVector, NVector) | Initializes portfolio data for the Mean-Variance Optimizer. |
Inputs(Int32, NVector) | Initializes portfolio data for the Mean-Variance Optimizer. |
AllowDegenerate | When true, degenerate problems are given a second chance. |
Constraints | Gets the number of constraints. |
ConstraintsLHS | Gets the left-hand side of constraints. |
ConstraintsRHS | Gets coefficients from the right-hand side of constraints. |
ConstraintTypes | Gets the type for each constraint. |
Cov | Gets or sets the covariance matrix. |
EndLambda | Gets or sets the minimum allowed lambda. |
LowerLimits | Gets the lower limits for weights. |
MaxCornerPortfolios | Gets or sets maximum numbers of CLR iterations. |
Mean | Gets the expected returns. |
Securities | Gets the number of securities in the portfolio. |
UpperLimits | Gets the upper limits for weights. |
Variables | Gets the total number of variables. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
GetHashCode | Serves as the default hash function. (Inherited from Object) |
GetType | Gets the Type of the current instance. (Inherited from Object) |
SetConstraints | Sets the constraint left hand and right hand sides. |
SetCovariance(DVector) | Initializes the covariance matrix from a linear array. |
SetCovariance(Matrix) | Initializes the covariance matrix from another matrix. |
SetExpectedReturns | Sets the expected returns for each security. |
SetLowerBoundaries | Sets the lower limits for the weights of each security. |
SetUpperBoundaries | Sets the upper limits for the weights of each security. |
ToString | Returns a string that represents the current object. (Inherited from Object) |