Uses of Interface
org.drip.portfolioconstruction.lean.Optimizer
Package | Description |
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org.drip.portfolioconstruction.lean |
"Lean" Portfolio Construction Utilities Suite
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Uses of Optimizer in org.drip.portfolioconstruction.lean
Classes in org.drip.portfolioconstruction.lean that implement Optimizer Modifier and Type Class Description class
RandomizedOptimizer
RandomizedOptimizer generates Random Target Portfolio from the Input Holdings and its Market Value.Methods in org.drip.portfolioconstruction.lean that return Optimizer Modifier and Type Method Description Optimizer
FullSequenceAllocator. optimizer()
Retrieve the OptimizerConstructors in org.drip.portfolioconstruction.lean with parameters of type Optimizer Constructor Description FullSequenceAllocator(Optimizer optimizer, PostProcessorSettings postProcessorSettings, boolean diagnosticsOn)
FullSequenceAllocator Constructor