fPortfolio (version 280.74)

getSpec: Portfolio Specification Extractors

Description

A collection and description of functions allowing to get information about an object of class fPFOLIOSPEC. The functions are: ll{ getType Extracts portfolio type from specification, getOptimize Extracts what to optimize from specification, getEstimator Extracts type of covariance estimator, getTailRisk Extracts list of tail dependency risk matrixes, getParams Extracts parameters from specification, getWeights Extracts weights from a portfolio object, getTargetReturn Extracts target return from specification, getTargetRisk Extracts target riks from specification, getAlpha Extracts target VaR-alpha specification, getRiskFreeRate Extracts risk free rate from specification, getNFrontierPoints Extracts number of frontier points, getStatus Extracts the status of optimization, getSolver Extracts solver from specification, getobjective Extracts name of objective function, getTrace Extracts solver's trace flag. }

Usage

## S3 method for class 'fPFOLIOSPEC':
getModel(object)
## S3 method for class 'fPFOLIOSPEC':
getType(object)
## S3 method for class 'fPFOLIOSPEC':
getOptimize(object)
## S3 method for class 'fPFOLIOSPEC':
getEstimator(object)
## S3 method for class 'fPFOLIOSPEC':
getTailRisk(object)
## S3 method for class 'fPFOLIOSPEC':
getParams(object)
## S3 method for class 'fPFOLIOSPEC':
getPortfolio(object)
## S3 method for class 'fPFOLIOSPEC':
getWeights(object)
## S3 method for class 'fPFOLIOSPEC':
getTargetReturn(object)
## S3 method for class 'fPFOLIOSPEC':
getTargetRisk(object)
## S3 method for class 'fPFOLIOSPEC':
getAlpha(object)
## S3 method for class 'fPFOLIOSPEC':
getRiskFreeRate(object)
## S3 method for class 'fPFOLIOSPEC':
getNFrontierPoints(object)
## S3 method for class 'fPFOLIOSPEC':
getStatus(object)
## S3 method for class 'fPFOLIOSPEC':
getOptim(object)
## S3 method for class 'fPFOLIOSPEC':
getSolver(object)
## S3 method for class 'fPFOLIOSPEC':
getObjective(object)
## S3 method for class 'fPFOLIOSPEC':
getTrace(object)

Arguments

object

an object of class fPFOLIOSPEC.

Examples

## get -
   
   # Create default specification structure:
   Spec = portfolioSpec()
   
   # Get:
   getModel(Spec)
   getType(Spec)
   getRiskFreeRate(Spec)  
   getPortfolio(Spec)