parmaPort-class: Class '"parmaPort"'

Description Objects from the Class Slots Methods Author(s) Examples

Description

The parma optimal portfolio class.

Objects from the Class

Objects can be created by calls to parmasolve..

Slots

solution:

Object of class "vector" The list with the optimal values.

model:

Object of class "vector" A list with details of the risk model.

Methods

show

signature(object = "parmaPort"): Summary.

weights

signature(object = "parmaPort"): Extracts the optimal weights.

tictoc

signature(object = "parmaPort"): Extracts the time elapsed to solve the problem.

checkarbitrage

signature(object = "parmaPort"): Extracts the arbitrage check on the scenario.

parmarisk

signature(object = "parmaPort"): Extracts the expected risk of the optimized portfolio.

parmareward

signature(object = "parmaPort"): Extracts the expected reward of the optimized portfolio.

parmastatus

signature(object = "parmaPort"): Solver termination code for the LP and NLP solvers.

Author(s)

Alexios Ghalanos

Examples

1
showClass("parmaPort")


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