Uses of Class
com.quantfinlib.optimization.ConstrainedPortfolioOptimizer

Packages that use ConstrainedPortfolioOptimizer

Package	Description
com.quantfinlib.optimization	Portfolio optimisers and the solvers behind them.

Uses of ConstrainedPortfolioOptimizer in com.quantfinlib.optimization

Methods in com.quantfinlib.optimization that return ConstrainedPortfolioOptimizer

Modifier and Type	Method	Description
ConstrainedPortfolioOptimizer	ConstrainedPortfolioOptimizer.withBounds(double[] min, double[] max)	Per-asset weight bounds; must admit a fully-invested portfolio.
ConstrainedPortfolioOptimizer	ConstrainedPortfolioOptimizer.withTurnoverPenalty(double[] currentWeights, double penaltyPerUnitTurnover)	Adds a turnover penalty relative to the current weights.