Sets linear inequality constraints on the asset weights of the portfolios from which the Efficient frontier is constructed.
Providing the Inequality Constraints
Each of the linear inequality constraints on the assets weights, namely:
equalityConstraints
, with the array:{ c1,...,cN }
and the array constant
with the value L
. Note that index in the above array within
the 2-dimensional array equalityConstraints
and the location of the value L
within the
array constant
, should have same index.
CapitalMarket Class | WebCab.Libraries.Finance.Portfolio Namespace