PortDD-class: Class '"PortDD"'

In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

Description

Class union of "PortAdd", "PortCdd" and "PortMdd"

Objects from the Class

A virtual Class: No objects may be created from it.

Methods

DrawDowns

signature(object = "PortDD"): Returns the portfolio draw downs.

plot

signature(object = "PortDD"): Time series plot of draw downs.

Note

This virtual class is intended for specifying methods that are common to all type of draw down portfolios.

Author(s)

Bernhard Pfaff

See Also

"PortAdd", "PortMdd", "PortCdd", PMinCDaR, PCDaR, PAveDD, PMaxDD

Examples

showClass("PortDD")

Example output

Loading required package: cccp
Loading required package: Rglpk
Loading required package: slam
Using the GLPK callable library version 4.52
Loading required package: timeSeries
Loading required package: timeDate
Financial Risk Modelling and Portfolio Optimisation with R (version 0.4-1)

Virtual Class "PortDD" [package "FRAPO"]

No Slots, prototype of class "PortAdd"

Known Subclasses: "PortAdd", "PortCdd", "PortMdd"

FRAPO documentation built on May 2, 2019, 5:24 p.m.