Inputs(DVector, NVector) Constructor

Initializes portfolio data for the Mean-Variance Optimizer.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public Inputs(
	DVector expectedReturns,
	NVector constraintTypes
)

Parameters

expectedReturns  DVector
Expected return for each security
constraintTypes  NVector
One constraint sign for each constraint.

See Also