Inputs Properties |
The Inputs type exposes the following members.
| 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. |