getDefault {fPortfolio} | R Documentation |
Extractor functions to get information from objects of class fPFOLIODATA, fPFOLIOSPEC, fPFOLIODATA, fPFOLIOVAL, and fPORTFOLIO.
getConstraints(object) getControl(object) getCov(object) getCovRiskBudgets(object) getData(object) getEstimator(object) getMean(object) getMu(object) getNames(object) getNAssets(object) getNFrontierPoints(object) getObjective(object) getOptim(object) getOptions(object) getOptimize(object) getPortfolio(object) getParams(object) getRiskFreeRate(object) getSeries(object) getSigma(object) getSolver(object) getSpec(object) getStatistics(object) getStatus(object) getAlpha(object) getTailRisk(object) getTailRiskBudgets(object) getTargetReturn(object) getTargetRisk(object) getTrace(object) getType(object) getWeights(object)
object |
an object of class fPFOLIODATA , fPFOLIOSPEC or
fPORTFOLIO .
|
... |
optional arguments to be passed. |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## getModel - getModel(portfolioSpec()) ## getType - getType(portfolioSpec())