check_constraints: Check Constraints

Description Usage Arguments Details Value

View source: R/Constraints.R

Description

Check the validity of portfolio against constraints.

Usage

1
check_constraints(cobj, pobj, eobj)

Arguments

cobj

constraints object

pobj

portfolio object

eobj

estimates object

Details

Function applies all constraints on a portfolio holdings and estimates

Value

tibble with summary of constraint checks


chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.