Description Usage Arguments Value
Check portfolio's holdings and estimated statistics against constraint
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | check_constraint(constraint, pobj = NULL, holdings = NULL,
stats = NULL, ...)
## S3 method for class 'symbol_constraint'
check_constraint(constraint, pobj = NULL,
holdings, stats = NULL, ...)
## S3 method for class 'cash_constraint'
check_constraint(constraint, pobj,
holdings = NULL, stats = NULL, ...)
## S3 method for class 'cardinality_constraint'
check_constraint(constraint,
pobj = NULL, holdings, stats = NULL, ...)
## S3 method for class 'group_constraint'
check_constraint(constraint, pobj = NULL,
holdings, stats = NULL, ...)
## S3 method for class 'performance_constraint'
check_constraint(constraint,
pobj = NULL, holdings = NULL, stats, ...)
|
constraint |
constraint object |
pobj |
portfolio object |
holdings |
portfolio holdings |
stats |
portfolio statistics |
... |
additional parameters. not currently implemented |
data.frame with summary of constraint check
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