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

Class MeanVariance

crates/openquant/src/portfolio_optimization.rs:51–56  ·  view source on GitHub ↗

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49
50#[derive(Debug, Clone)]
51pub struct MeanVariance {
52 pub weights: Vec<f64>,
53 pub portfolio_risk: f64,
54 pub portfolio_return: f64,
55 pub portfolio_sharpe: f64,
56}
57
58pub fn returns_method_from_str(name: &str) -> Result<ReturnsMethod, AllocError> {
59 match name.to_lowercase().as_str() {

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