Uses of Package
org.drip.function.rdtor1solver
| Package | Description |
|---|---|
| org.drip.function.rdtor1solver |
Built-in R^d To R^1 Solvers
|
| org.drip.portfolioconstruction.allocator |
MVO Based Portfolio Allocation Construction
|
| org.drip.portfolioconstruction.cardinality |
Portfolio Construction under Cardinality Bounds
|
-
Classes in org.drip.function.rdtor1solver used by org.drip.function.rdtor1solver Class Description ConvergenceControl ConvergenceControl contains the Rd To R1 Convergence Control/Tuning Parameters.FixedRdFinder FixedRdFinder exports the Methods needed for the locating a Fixed Rd Point.InteriorPointBarrierControl InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.VariateInequalityConstraintMultiplier VariateInequalityConstraintMultiplier holds the Variates and their Inequality Constraint Multipliers in either the Absolute or the Incremental Forms. -
Classes in org.drip.function.rdtor1solver used by org.drip.portfolioconstruction.allocator Class Description InteriorPointBarrierControl InteriorPointBarrierControl contains the Barrier Iteration Control Parameters. -
Classes in org.drip.function.rdtor1solver used by org.drip.portfolioconstruction.cardinality Class Description InteriorPointBarrierControl InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.