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Inputs(Int32, NVector) Constructor

Initializes portfolio data for the Mean-Variance Optimizer.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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public Inputs(
	int securities,
	NVector constraintTypes
)

Parameters

securities  Int32
Number of securities in the portfolio.
constraintTypes  NVector
One constraint type for each constraint.
See Also