portfolio-getPortfolio: Portfolio Class Extractors

In fPortfolio: Rmetrics - Portfolio Selection and Optimization

Portfolio Class Extractors

Description

A collection and description of functions allowing to get information about an object of class fPORTFOLIO.

The functions are:

getData	Extracts ...,
getSeries	Extracts ...,
getStatistics	Extracts ...,
getNAssets	Extracts ...,
getSpec	Extracts ...,
getType	Extracts ...,
getEstimator	Extracts ...,
getParams	Extracts ...,
getSolver	Extracts ...,
getTrace	Extracts ...,
getConstraints	Extracts ...,
getPortfolio	Extracts ...,
getWeights	Extracts ...,
getTargetReturn	Extracts ...,
getTargetRisk	Extracts ...,
getAlpha	Extracts ...,
getRiskFreeRate	Extracts ...,
getNFrontierPoints	Extracts ...,
getStatus	Extracts ...,
getCovRiskBudgets	Extracts ...,
getTailRiskBudgets	Extracts ... .

Usage

## S3 method for class 'fPORTFOLIO'
getData(object)
## S3 method for class 'fPORTFOLIO'
getSeries(object)
## S3 method for class 'fPORTFOLIO'
getNAssets(object)
## S3 method for class 'fPORTFOLIO'
getUnits(x)
## S3 method for class 'fPORTFOLIO'
getStatistics(object)
## S3 method for class 'fPORTFOLIO'
getMean(object)
## S3 method for class 'fPORTFOLIO'
getCov(object)
## S3 method for class 'fPORTFOLIO'
getMu(object)
## S3 method for class 'fPORTFOLIO'
getSigma(object)
## S3 method for class 'fPORTFOLIO'
getEstimator(object)

## S3 method for class 'fPORTFOLIO'
getSpec(object)
## S3 method for class 'fPORTFOLIO'
getModel(object)
## S3 method for class 'fPORTFOLIO'
getType(object)
## S3 method for class 'fPORTFOLIO'
getOptimize(object)
## S3 method for class 'fPORTFOLIO'
getEstimator(object)
## S3 method for class 'fPORTFOLIO'
getTailRisk(object)
## S3 method for class 'fPORTFOLIO'
getParams(object)
## S3 method for class 'fPORTFOLIO'
getOptim(object)
## S3 method for class 'fPORTFOLIO'
getSolver(object)
## S3 method for class 'fPORTFOLIO'
getTrace(object)

## S3 method for class 'fPORTFOLIO'
getConstraints(object)

## S3 method for class 'fPORTFOLIO'
getPortfolio(object)
## S3 method for class 'fPORTFOLIO'
getWeights(object)
## S3 method for class 'fPORTFOLIO'
getTargetReturn(object)
## S3 method for class 'fPORTFOLIO'
getTargetRisk(object)
## S3 method for class 'fPORTFOLIO'
getAlpha(object)
## S3 method for class 'fPORTFOLIO'
getRiskFreeRate(object)
## S3 method for class 'fPORTFOLIO'
getNFrontierPoints(object)
## S3 method for class 'fPORTFOLIO'
getStatus(object)

## S3 method for class 'fPORTFOLIO'
getCovRiskBudgets(object)
## S3 method for class 'fPORTFOLIO'
getTailRiskBudgets(object)


## S3 method for class 'fPORTFOLIO'
getA(object)
## S3 method for class 'fPORTFOLIO'
getControl(object)
## S3 method for class 'fPORTFOLIO'
getObjective(object)
## S3 method for class 'fPORTFOLIO'
getOptions(object)

Arguments

object	an object of class fPORTFOLIO, containing slots call, data, specification, constraints, portfolio, title, description.
x	an object of class fPORTFOLIO, containing slots call, data, specification, constraints, portfolio, title, description.

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.