org.drip.sample.rdtor1

Class ConstrainedCovarianceEllipsoid

java.lang.Object

org.drip.sample.rdtor1.ConstrainedCovarianceEllipsoid

public class ConstrainedCovarianceEllipsoid
extends java.lang.Object

ConstrainedCovarianceEllipsoid demonstrates the Construction and Usage of a Co-variance Ellipsoid with Linear Constraints.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ConstrainedCovarianceEllipsoid()

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

ConstrainedCovarianceEllipsoid

public ConstrainedCovarianceEllipsoid()

Method Detail

main

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

Throws:

java.lang.Exception