DualConstrainedVariateConvergence

java.lang.Object

org.drip.sample.assetallocation.DualConstrainedVariateConvergence

public class DualConstrainedVariateConvergence
extends java.lang.Object

DualConstrainedVariateConvergence demonstrates the Sequential Convergence of the Constrained Optimal R^d Space.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = DROP API Construction and Usage
Package = MVO Based Constrained Optimal Allocator

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

DualConstrainedVariateConvergence()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] argumentArray)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- DualConstrainedVariateConvergence
  
  public DualConstrainedVariateConvergence()
Method Details
- main
  
  public static final void main(java.lang.String[] argumentArray) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  argumentArray - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation