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Inputs(DVector, 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+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public Inputs(
	DVector expectedReturns,
	NVector constraintTypes
)

Parameters

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