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hub / github.com/Open-Quant/openquant / AllocationOptions

Class AllocationOptions

crates/openquant/src/portfolio_optimization.rs:28–35  ·  view source on GitHub ↗

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26
27#[derive(Clone)]
28pub struct AllocationOptions<'a> {
29 pub risk_free_rate: f64,
30 pub target_return: f64,
31 pub bounds: Option<HashMap<usize, (f64, f64)>>,
32 pub tuple_bounds: Option<(f64, f64)>,
33 pub resample_by: Option<&'a str>,
34 pub returns_method: ReturnsMethod,
35}
36
37impl Default for AllocationOptions<'_> {
38 fn default() -> Self {

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