R/object-getPortfolioVal.R

In fPortfolio: Rmetrics - Portfolio Selection and Optimization

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR Description. See the 
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General 
# Public License along with this library; if not, write to the 
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, 
# MA 02111-1307 USA


################################################################################
# FUNCTION:                     DESCRIPTION:
#  getPortfolio                  Extracts portfolio from value object  
# FUNCTION:                     DESCRIPTION:   
#  getWeights                    Extracts weights from value object       
#  getCovRiskBudgets             Extracts covarisnce risk budgets value   
#  getTargetReturn               Extracts target return from value object 
#  getTargetRisk                 Extracts target risk from value object   
#  getAlpha                      Extracts CVaR alpha from value object    
#  getRiskFreeRate               Extracts risk free rate from value object
#  getNFrontierPoints            Extracts number of frontier points value 
#  getStatus                     Extracts status from value object        
################################################################################
   
    
getPortfolio.fPFOLIOVAL <- 
    function(object) object@portfolio

getWeights.fPFOLIOVAL <- 
    function(object) object@portfolio$weights
getCovRiskBudgets.fPFOLIOVAL <- 
    function(object) object@portfolio$covRiskBudgets
getTargetReturn.fPFOLIOVAL <- 
    function(object) object@portfolio$targetReturn
getTargetRisk.fPFOLIOVAL <- 
    function(object) object@portfolio$targetRisk

getAlpha.fPFOLIOVAL <- 
    function(object) object@portfolio$targetAlpha

getRiskFreeRate.fPFOLIOVAL <- 
    function(object) object@Portfolio$riskFreeRate
getNFrontierPoints.fPFOLIOVAL <- 
    function(object) object@portfolio$nFrontierPoints

getStatus.fPFOLIOVAL <- 
    function(object) object@portfolio$status


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