| Interface | Description |
|---|---|
| BoundMultivariate |
BoundMultivariate Interface implements R^d To R^1 Bounds.
|
| ConvexMultivariate |
ConvexMultivariate is a Shell Interface that "typifies" a Convex R^d To R^1.
|
| Class | Description |
|---|---|
| AffineBoundMultivariate |
AffineBoundMultivariate implements a Bounded Planar Linear R^d To R^1 Function.
|
| AffineMultivariate |
AffineMultivariate implements a Planar Linear R^d To R^1 Function using a Multivariate Vector.
|
| CovarianceEllipsoidMultivariate |
CovarianceEllipsoidMultivariate implements an R^d To R^1 Co-variance Estimate of the specified
Distribution.
|
| LagrangianMultivariate |
LagrangianMultivariate implements an R^d To R^1 Multivariate Function along with the specified Set of
Equality Constraints.
|
| ObjectiveConstraintVariateSet |
ObjectiveConstraintVariateSet holds the R^d and R^1 Variates corresponding to the Objective Function and
the Constraint Function respectively.
|
| RiskObjectiveUtilityMultivariate |
RiskObjectiveUtilityMultivariate implements the Risk Objective R^d To R^1 Multivariate Function used in
Portfolio Allocation.
|