OptimizerGetEfficientFrontier Method
Executes the mean-variance optimizer in order
to find the efficient frontier.
Namespace: Austra.Library.MVOAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public static Portfolio[] GetEfficientFrontier(
Inputs input
)
- input Inputs
- Contains all data for the algorithm.
PortfolioA list of portfolio weights plus the associated lambda.