コード例 #1
0
 public ConfigurationManager(IPortfolio samplePortfolio)
 {
     _samplePortfolio = samplePortfolio.Copy();
     extractConstraintMatrix();
 }
コード例 #2
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 public ConfigurationManager(IPortfolio samplePortfolio, double targetReturn)
 {
     _samplePortfolio = samplePortfolio.Copy();
     setTargetReturnConstraints(targetReturn);
     extractConstraintMatrix();
 }