[Quantlib-dev] portfolio optimization example

[Apollo W. <aw...@gw...>]

Is there any Portolio Optimization example using QuantLib? It is interest=
ing that there are nothing about Portfolio class defined in QuantLib. Tho=
ugh in the the framework setup, it is possible to form a Portfolio class =
with the templates. It would be much helpful if it is already implemented=
=2E Thanks.
Apollo.
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