Uses of Record Class
com.quantfinlib.optimization.PortfolioOptimizer.Allocation

Packages that use PortfolioOptimizer.Allocation

Package	Description
com.quantfinlib.optimization	Portfolio construction: PortfolioOptimizer (max Sharpe, min volatility, efficient frontier — derivative-free and deterministic), RiskParityOptimizer (equal risk contribution), BlackLitterman (equilibrium returns blended with confidence-weighted views) and ConstrainedPortfolioOptimizer (position caps/floors and turnover penalties against current holdings).

Uses of PortfolioOptimizer.Allocation in com.quantfinlib.optimization

Methods in com.quantfinlib.optimization that return PortfolioOptimizer.Allocation

Modifier and Type	Method	Description
static PortfolioOptimizer.Allocation	RiskParityOptimizer.equalRiskContribution(double[] expectedReturns, double[][] covariance)	Equal-risk-contribution weights (expected returns used only for reporting).
PortfolioOptimizer.Allocation	ConstrainedPortfolioOptimizer.maxSharpe(double riskFreeRate)
PortfolioOptimizer.Allocation	PortfolioOptimizer.maxSharpe(double riskFreeRate)	Maximum Sharpe ratio portfolio.
PortfolioOptimizer.Allocation	ConstrainedPortfolioOptimizer.minVolatility()
PortfolioOptimizer.Allocation	PortfolioOptimizer.minVolatility()	Minimum volatility portfolio.

Methods in com.quantfinlib.optimization that return types with arguments of type PortfolioOptimizer.Allocation

Modifier and Type	Method	Description
List<PortfolioOptimizer.Allocation>	PortfolioOptimizer.efficientFrontier(int points)	Efficient frontier: minimum-volatility portfolios across a grid of target returns between the min and max asset expected returns.