Inputs Class |
Portfolio data for the Mean-Variance Optimizer.
Inheritance HierarchySystemObject
Austra.Library.MVOInputs
Austra.Library.MVOInputs
Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
SyntaxC#
public sealed class Inputs
The Inputs type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Inputs(DVector, NVector) | Initializes portfolio data for the Mean-Variance Optimizer. |
| Inputs(Int32, NVector) | Initializes portfolio data for the Mean-Variance Optimizer. |
Properties| Name | Description | |
|---|---|---|
 | 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. |
Methods| Name | Description | |
|---|---|---|
| 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) |
See Also