R/AllClasses.R

In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

setOldClass("mts")
setOldClass("ts")
setOldClass("xts")
setOldClass("zoo")
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## Class definition for portfolio solution
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setClass("PortSol", representation(weights = "numeric", opt = "list", type = "character", call = "call"))
##
## Class definition for portfolio CDaR
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setClass("PortCdd", representation(CDaR = "numeric", thresh = "numeric", DrawDown = "timeSeries"), contains = "PortSol")
##
## Class definition for portfolio aveDD
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setClass("PortAdd", representation(AveDD = "numeric", DrawDown = "timeSeries"), contains = "PortSol")
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## Class definition for portfolio maxDD
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setClass("PortMdd", representation(MaxDD = "numeric", DrawDown = "timeSeries"), contains = "PortSol")
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## Defining Class Union for draw down portfolios
## 
setClassUnion("PortDD", c("PortAdd", "PortCdd", "PortMdd"))