fPortfolio (version 280.74)

getPortfolio: Portfolio Class Extractors

Description

A collection and description of functions allowing to get information about an object of class fPORTFOLIO. The functions are: ll{ getData Extracts ..., getSeries Extracts ..., getStatistics Extracts ..., getNAssets Extracts ..., getSpec Extracts ..., getType Extracts ..., getEstimator Extracts ..., getParams Extracts ..., getSolver Extracts ..., getTrace Extracts ..., getConstraints Extracts ..., getPortfolio Extracts ..., getWeights Extracts ..., getTargetReturn Extracts ..., getTargetRisk Extracts ..., getAlpha Extracts ..., getRiskFreeRate Extracts ..., getNFrontierPoints Extracts ..., getStatus Extracts ..., getCovRiskBudgets Extracts ..., getTailRiskBudgets Extracts ... . }

Usage

## S3 method for class 'fPORTFOLIO':
getData(object)
## S3 method for class 'fPORTFOLIO':
getSeries(object)
## S3 method for class 'fPORTFOLIO':
getNAssets(object)
## S3 method for class 'fPORTFOLIO':
getNames(object)
## S3 method for class 'fPORTFOLIO':
getStatistics(object)
## S3 method for class 'fPORTFOLIO':
getMean(object)
## S3 method for class 'fPORTFOLIO':
getCov(object)
## S3 method for class 'fPORTFOLIO':
getMu(object)
## S3 method for class 'fPORTFOLIO':
getSigma(object)
## S3 method for class 'fPORTFOLIO':
getEstimator(object)
## S3 method for class 'fPORTFOLIO':
getSpec(object)
## S3 method for class 'fPORTFOLIO':
getModel(object)
## S3 method for class 'fPORTFOLIO':
getType(object)
## S3 method for class 'fPORTFOLIO':
getOptimize(object)
## S3 method for class 'fPORTFOLIO':
getEstimator(object)
## S3 method for class 'fPORTFOLIO':
getTailRisk(object)
## S3 method for class 'fPORTFOLIO':
getParams(object)
## S3 method for class 'fPORTFOLIO':
getOptim(object)
## S3 method for class 'fPORTFOLIO':
getSolver(object)
## S3 method for class 'fPORTFOLIO':
getTrace(object)
## S3 method for class 'fPORTFOLIO':
getConstraints(object)
## S3 method for class 'fPORTFOLIO':
getPortfolio(object)
## S3 method for class 'fPORTFOLIO':
getWeights(object)
## S3 method for class 'fPORTFOLIO':
getTargetReturn(object)
## S3 method for class 'fPORTFOLIO':
getTargetRisk(object)
## S3 method for class 'fPORTFOLIO':
getAlpha(object)
## S3 method for class 'fPORTFOLIO':
getRiskFreeRate(object)
## S3 method for class 'fPORTFOLIO':
getNFrontierPoints(object)
## S3 method for class 'fPORTFOLIO':
getStatus(object)
## S3 method for class 'fPORTFOLIO':
getCovRiskBudgets(object)
## S3 method for class 'fPORTFOLIO':
getTailRiskBudgets(object)

Arguments

object

an object of class fPORTFOLIO, containing slots call, data, specification, constraints, portfolio, title, description.

Examples

## ---