R/a-class-fPFOLIOBACKTEST.R

In fPortfolio: Rmetrics - Portfolio Selection and Optimization

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA


################################################################################
# FUNCTION:                       DESCRIPTION:
#  "fPFOLIOBACKTEST"               S4 Portfolio Backtest Class
################################################################################


setClass("fPFOLIOBACKTEST",
   
    # A function implemented by Diethelm Wuertz and William Chen
    
    # Description:
    #   Represens S4 fPFOLIOBACKTEST Class
     
    representation(
        windows = "list",
        strategy = "list",
        smoother = "list",
        messages = "list")
    )

    
################################################################################