Package org.drip.function.rdtor1

Built-in Rd To R1 Functions
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    BoundMultivariate
    BoundMultivariate Interface implements Rd To R1 Bounds.
    ConvexMultivariate
    ConvexMultivariate is a Shell Interface that "typifies" a Convex Rd To R1.
  • Class Summary
    Class Description
    AffineBoundMultivariate
    AffineBoundMultivariate implements a Bounded Planar Linear Rd To R1 Function.
    AffineMultivariate
    AffineMultivariate implements a Planar Linear Rd To R1 Function using a Multivariate Vector.
    CovarianceEllipsoidMultivariate
    CovarianceEllipsoidMultivariate implements a Rd To R1 Co-variance Estimate of the specified Distribution.
    LagrangianMultivariate
    LagrangianMultivariate implements a Rd To R1 Multivariate Function along with the specified Set of Equality Constraints.
    ObjectiveConstraintVariateSet
    ObjectiveConstraintVariateSet holds a Rd To R1 Variates corresponding to the Objective Function and the Constraint Function respectively.
    RiskObjectiveUtilityMultivariate
    RiskObjectiveUtilityMultivariate implements the Risk Objective Rd To R1 Multivariate Function used in Portfolio Allocation.