/// <summary>
/// Calculate the Global Minimum Variance Portfolio using the universe of assets and constraints defined in <paramref name="portfolio"/>
/// </summary>
/// <param name="portfolio">The portfolio definition</param>
/// <param name="riskFreeRate">The risk-free rate specified as a fractional decimal value e.g. 0.05 for 5%</param>
/// <returns>The Global Minimum Variance portfolio as an instance that implements <typeparamref name="IPortfolio"/></returns>
public static IPortfolio CalcMinimumVariance(IPortfolio portfolio, double riskFreeRate)
{
#if RDEP
if (!_initialized)
{
Initialize();
}
#endif
return(portfolio.CalculateMinVariancePortfolio());
}
