long.only: Disable active extension portfolios

Description Usage Arguments Value Author(s)

View source: R/long.only.R

Description

long.only switches a portfolio.model back to long-only by disabling the active extension

Usage

1
long.only(model)

Arguments

model

the portfolio.model to deactivate active extensions

Value

portfolio.model with active extension disabled

Author(s)

Ronald Hochreiter, ronald@algorithmic.finance


portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.