portfolio-getDefault: Extractor Functions

In fPortfolio: Rmetrics - Portfolio Selection and Optimization

Extractor Functions

Description

Extractor functions to get information from objects of class fPFOLIODATA, fPFOLIOSPEC, fPFOLIODATA, fPFOLIOVAL, and fPORTFOLIO.

Usage

getConstraints(object)
getControl(object)
getCov(object)
getCovRiskBudgets(object)
getData(object)
getEstimator(object)
getMean(object)
getMu(object)
getNAssets(object)
getNFrontierPoints(object)
getObjective(object)
getOptim(object)
getOptions(object)
getOptimize(object)
getPortfolio(object)
getParams(object)
getRiskFreeRate(object)
getSeries(object)
getSigma(object)
getSolver(object)
getSpec(object)
getStatistics(object)
getStatus(object)
getAlpha(object)
getTailRisk(object)
getTailRiskBudgets(object) 
getTargetReturn(object)
getTargetRisk(object)
getTrace(object)
getType(object)
getWeights(object)

Arguments

object

an object of class fPFOLIODATA, fPFOLIOSPEC or fPORTFOLIO.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

fPortfolio documentation built on April 25, 2023, 9:11 a.m.