org.drip.sample.assetallocationexcel

Class CMVReconciler5

java.lang.Object

org.drip.sample.assetallocationexcel.CMVReconciler5

public class CMVReconciler5
extends java.lang.Object

CMV Reconciler demonstrates the Execution and Reconciliation of the Dual Constrained Mean Variance against an XL-based Implementation for Portfolio Design Returns #5.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CMVReconciler5()

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

CMVReconciler5

public CMVReconciler5()

Method Detail

main

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

Throws:

java.lang.Exception