getVal: PortfolioVal Extractor Functions
In tipdub/ZestFinance: Rmetrics - Portfolio Selection and Optimization - ebook available at www.rmetrics.org
Description
Usage
Arguments
References
Examples
Description
Extracts information from an object of class fPFOLIOVAL.
Usage
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## S3 method for class 'fPFOLIOVAL'
getAlpha(object)
## S3 method for class 'fPFOLIOVAL'
getCovRiskBudgets(object)
## S3 method for class 'fPFOLIOVAL'
getNFrontierPoints(object)
## S3 method for class 'fPFOLIOVAL'
getPortfolio(object)
## S3 method for class 'fPFOLIOVAL'
getRiskFreeRate(object)
## S3 method for class 'fPFOLIOVAL'
getStatus(object)
## S3 method for class 'fPFOLIOVAL'
getTargetReturn(object)
## S3 method for class 'fPFOLIOVAL'
getTargetRisk(object)
## S3 method for class 'fPFOLIOVAL'
getWeights(object)
Arguments
object
an object of class fPFOLIODATA.
References
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
Portfolio Optimization with R/Rmetrics,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
Examples
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tipdub/ZestFinance documentation built on May 31, 2019, 3:37 p.m.
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Description Usage Arguments References Examples
Description
Extracts information from an object of class fPFOLIOVAL.
Usage
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ## S3 method for class 'fPFOLIOVAL'
getAlpha(object)
## S3 method for class 'fPFOLIOVAL'
getCovRiskBudgets(object)
## S3 method for class 'fPFOLIOVAL'
getNFrontierPoints(object)
## S3 method for class 'fPFOLIOVAL'
getPortfolio(object)
## S3 method for class 'fPFOLIOVAL'
getRiskFreeRate(object)
## S3 method for class 'fPFOLIOVAL'
getStatus(object)
## S3 method for class 'fPFOLIOVAL'
getTargetReturn(object)
## S3 method for class 'fPFOLIOVAL'
getTargetRisk(object)
## S3 method for class 'fPFOLIOVAL'
getWeights(object)
|
Arguments
object |
an object of class |
References
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
Examples
1 | ##
|
R Package Documentation
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