Description Usage Arguments Value Author(s) See Also
When the v1_constraint object is instantiated via
constraint, the arguments min_sum, max_sum, min, and max
are either specified by the user or default values are
assigned. These are required by other functions such as
optimize.portfolio
and
constrained_objective
. This function will check
that these variables are in the portfolio object in the
constraints list. We will default to min_sum=1
and
max_sum=1
if leverage constraints are not
specified. We will default to min=-Inf
and
max=Inf
if box constraints are not specified.
This function is used at the beginning of
optimize.portfolio and other functions to extract the
constraints from the portfolio object. We Use the same
naming as the v1_constraint object.
1 |
portfolio |
an object of class 'portfolio' |
an object of class 'constraint' which is a flattened list of enabled constraints
Ross Bennett
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