update_constraint_v1tov2: Helper function to update v1_constraint objects to v2...

In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Helper function to update v1_constraint objects to v2 specification in the portfolio object

Description

The function takes the constraints and objectives specified in the v1_constraint object and updates the portfolio object with those constraints and objectives. This function is used inside optimize.portfolio to maintain backwards compatibility if the user passes in a v1_constraint object for the constraint arg in optimize.portfolio.

Usage

update_constraint_v1tov2(portfolio, v1_constraint)

Arguments

portfolio	portfolio object passed into optimize.portfolio
v1_constraint	object of type v1_constraint passed into optimize.portfolio

Value

portfolio object containing constraints and objectives from v1_constraint

Author(s)

Ross Bennett

See Also

portfolio.spec, add.constraint

braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.