Inputs(DVector, NVector) Constructor
Initializes portfolio data for the Mean-Variance Optimizer.
Namespace: Austra.Library.MVOAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public Inputs(
DVector expectedReturns,
NVector constraintTypes
)
Parameters
- expectedReturns DVector
- Expected return for each security
- constraintTypes NVector
- One constraint sign for each constraint.