Class "BLViews" (Black-Litterman views)

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Description

An object that holds a set of analyst views, in the Black-Litterman sense, on a set of assets

Objects from the Class

Objects can be created by calls of the form new("BLViews", ...) or with the BLViews function.

Slots

P:

Object of class "matrix". The "pick" matrix

qv:

Object of class "numeric". Means of the views

confidences:

Object of class "numeric". Holds the confidence in each of the individual views

assets:

Object of class "character": Name of the asset "universe" to which these views apply

Methods

deleteViews

signature(views = "BLViews", viewsToDel = "numeric"): Deletes a vector of views from the object, where the vector entries correspond to rows of the pick matrix

show

signature(object = "BLViews"): Prints views in a user-friendly manner

Author(s)

Francisco Gochez <fgochez@mango-solutions.com>