| 82 | } |
| 83 | |
| 84 | pub struct CLA { |
| 85 | pub weight_bounds: WeightBounds, |
| 86 | pub calculate_expected_returns: String, |
| 87 | pub weights: Vec<Vec<f64>>, |
| 88 | pub lambdas: Vec<f64>, |
| 89 | pub gammas: Vec<f64>, |
| 90 | pub free_weights: Vec<Vec<usize>>, |
| 91 | pub expected_returns: DMatrix<f64>, |
| 92 | pub cov_matrix: DMatrix<f64>, |
| 93 | pub lower_bounds: Vec<f64>, |
| 94 | pub upper_bounds: Vec<f64>, |
| 95 | pub efficient_frontier_means: Vec<f64>, |
| 96 | pub efficient_frontier_sigma: Vec<f64>, |
| 97 | } |
| 98 | |
| 99 | impl Default for CLA { |
| 100 | fn default() -> Self { |
nothing calls this directly
no outgoing calls
no test coverage detected