Package org.jquantlib.math.optimization

Examples of org.jquantlib.math.optimization.CompositeConstraint

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        Constraint c;
        if (additionalConstraint.empty()) {
            c = constraint_;
        } else {
            c = new CompositeConstraint(constraint_, additionalConstraint);
        }

        final double[] w = new double[instruments.size()];
        if (weights==null) {
            Arrays.fill(w, 1.0);
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Related Classes of org.jquantlib.math.optimization.CompositeConstraint

  • org.jquantlib.model.CalibratedModel
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