Struct SyntheticConfig 

pub struct SyntheticConfig {
    pub assets: usize,
    pub factors: usize,
    pub inequalities: usize,
    pub seed: u64,
    pub budget: f64,
    pub max_weight: f64,
}

Configuration for a reproducible synthetic portfolio QP.

Fields

assets: usize

Number of assets.

factors: usize

Number of covariance factors.

inequalities: usize

Number of additional upper-inequality rows.

seed: u64

Deterministic random seed.

budget: f64

Portfolio budget imposed as an equality.

max_weight: f64

Per-asset upper bound. Set to infinity for no upper bound.

Trait Implementations

impl Clone for SyntheticConfig

fn clone(&self) -> SyntheticConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SyntheticConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl Default for SyntheticConfig

fn default() -> SyntheticConfig

Returns the “default value” for a type.

impl PartialEq for SyntheticConfig

fn eq(&self, other: &SyntheticConfig) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for SyntheticConfig