Nearest Correlation Matrix

assetsApproximateCorrelationMatrix[i][i] is the approximate correlation between the asset i and the asset j

assetsFixedCorrelations[k] is the couple of indices (i,j) of the assets i and j for which to keep the approximate correlation assetsApproximateCorrelationMatrix[i][j] fixed

assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j