org.drip.sample.assetallocationexcel

Class CMVReconciler2

java.lang.Object

org.drip.sample.assetallocationexcel.CMVReconciler2

public class CMVReconciler2
extends java.lang.Object

CMVReconciler2 demonstrates the Execution and Reconciliation of the Dual Constrained Mean Variance against an XL-based Implementation for Portfolio Design Returns #2.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CMVReconciler2()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CMVReconciler2

public CMVReconciler2()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception