PortDD-class: Class '"PortDD"'
In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R
PortDD-class R Documentation
Class "PortDD"
Description
Class union of "PortAdd", "PortCdd" and "PortMdd"
Objects from the Class
A virtual Class: No objects may be created from it.
Methods
- DrawDowns
signature(object = "PortDD"): Returns the
portfolio draw downs.
- plot
signature(object = "PortDD"): Time series plot of
draw downs.
Note
This virtual class is intended for specifying methods that are common
to all type of draw down portfolios.
Author(s)
Bernhard Pfaff
See Also
"PortAdd", "PortMdd",
"PortCdd", PMinCDaR,
PCDaR, PAveDD, PMaxDD
Examples
showClass("PortDD")
FRAPO documentation built on Jan. 25, 2026, 9:07 a.m.
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| PortDD-class | R Documentation |
Class "PortDD"
Description
Class union of "PortAdd", "PortCdd" and "PortMdd"
Objects from the Class
A virtual Class: No objects may be created from it.
Methods
- DrawDowns
signature(object = "PortDD"): Returns the portfolio draw downs.- plot
signature(object = "PortDD"): Time series plot of draw downs.
Note
This virtual class is intended for specifying methods that are common to all type of draw down portfolios.
Author(s)
Bernhard Pfaff
See Also
"PortAdd", "PortMdd",
"PortCdd", PMinCDaR,
PCDaR, PAveDD, PMaxDD
Examples
showClass("PortDD")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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