Uses of Class
org.ojalgo.data.domain.finance.portfolio.LowerUpper
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Packages that use LowerUpper Package Description org.ojalgo.data.domain.finance.portfolio Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory. -
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Uses of LowerUpper in org.ojalgo.data.domain.finance.portfolio
Fields in org.ojalgo.data.domain.finance.portfolio with type parameters of type LowerUpper Modifier and Type Field Description private static java.util.Map<int[],LowerUpper>
EfficientFrontier. CONSTRAINTS
private java.util.HashMap<int[],LowerUpper>
PortfolioMixer. myAssetConstraints
private java.util.HashMap<int[],LowerUpper>
PortfolioMixer. myComponentConstraints
private java.util.HashMap<int[],LowerUpper>
MarkowitzModel. myConstraints
Methods in org.ojalgo.data.domain.finance.portfolio that return LowerUpper Modifier and Type Method Description LowerUpper
PortfolioMixer. addAssetConstraint(java.lang.Comparable<?> lowerLimit, java.lang.Comparable<?> upperLimit, int... assetIndeces)
LowerUpper
PortfolioMixer. addComponentConstraint(java.lang.Comparable<?> lowerLimit, java.lang.Comparable<?> upperLimit, int... assetIndeces)
LowerUpper
MarkowitzModel. addConstraint(java.math.BigDecimal lowerLimit, java.math.BigDecimal upperLimit, int... assetIndeces)
Will add a constraint on the sum of the asset weights specified by the asset indices.Method parameters in org.ojalgo.data.domain.finance.portfolio with type arguments of type LowerUpper Modifier and Type Method Description (package private) ExpressionsBasedModel
OptimisedPortfolio. makeModel(java.util.Map<int[],LowerUpper> constraints)
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