Class PortfolioMixer
java.lang.Object
org.ojalgo.data.domain.finance.portfolio.PortfolioMixer
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate static final String
private static final String
private static final String
private static final String
private final HashMap
<int[], LowerUpper> private final HashMap
<int[], LowerUpper> private final ArrayList
<FinancePortfolio> private final FinancePortfolio
private static final String
private static final String
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Constructor Summary
ConstructorsConstructorDescriptionPortfolioMixer
(FinancePortfolio target, Collection<? extends FinancePortfolio> components) PortfolioMixer
(FinancePortfolio target, FinancePortfolio... components) -
Method Summary
Modifier and TypeMethodDescriptionaddAssetConstraint
(Comparable<?> lowerLimit, Comparable<?> upperLimit, int... assetIndeces) addComponentConstraint
(Comparable<?> lowerLimit, Comparable<?> upperLimit, int... assetIndeces) mix
(int aNumber)
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Field Details
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ACTIVE
- See Also:
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B
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C
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DIMENSION_MISMATCH
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QUADRATIC_OBJECTIVE_PART
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STRATEGY_COUNT
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myComponents
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myTarget
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myAssetConstraints
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myComponentConstraints
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Constructor Details
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PortfolioMixer
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PortfolioMixer
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Method Details
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addAssetConstraint
public LowerUpper addAssetConstraint(Comparable<?> lowerLimit, Comparable<?> upperLimit, int... assetIndeces) -
addComponentConstraint
public LowerUpper addComponentConstraint(Comparable<?> lowerLimit, Comparable<?> upperLimit, int... assetIndeces) -
mix
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