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import numpy as np | |
from cvxopt import matrix, printing, solvers | |
# configuration - turn down the volume and set output formatting | |
solvers.options['show_progress'] = False | |
solvers.options['LPX_K_MSGLEV'] = 0 | |
printing.options['dformat'] = '% .3f' | |
# MINIMIZE - portfolio of current bond prices |