srfm::minkowski_momentum::MomentumPortfolioOptimizer::Result Struct Reference

Result of a single optimisation run. More...

#include <minkowski_momentum.hpp>

Public Attributes
std::vector< double >	weights
	Optimal weight vector (sums to 1)
double	max_inv_mass_sq
	m² achieved at the optimum
int	iterations_used
	Actual iterations taken.
bool	converged
	true if tolerance was reached

Detailed Description

Result of a single optimisation run.

Definition at line 175 of file minkowski_momentum.hpp.

Member Data Documentation

converged

bool srfm::minkowski_momentum::MomentumPortfolioOptimizer::Result::converged

true if tolerance was reached

Definition at line 179 of file minkowski_momentum.hpp.

iterations_used

int srfm::minkowski_momentum::MomentumPortfolioOptimizer::Result::iterations_used

Actual iterations taken.

Definition at line 178 of file minkowski_momentum.hpp.

max_inv_mass_sq

double srfm::minkowski_momentum::MomentumPortfolioOptimizer::Result::max_inv_mass_sq

m² achieved at the optimum

Definition at line 177 of file minkowski_momentum.hpp.

weights

std::vector<double> srfm::minkowski_momentum::MomentumPortfolioOptimizer::Result::weights

Optimal weight vector (sums to 1)

Definition at line 176 of file minkowski_momentum.hpp.

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The documentation for this struct was generated from the following file:

• include/srfm/minkowski_momentum.hpp