PortCdd-class

This class is intended to hold the results from a portfolio
  optimisation with a constraint on its average draw down.

classes

Accompanying package of the book 'Financial Risk Modelling
        and Portfolio Optimisation with R'. The data sets used in the
        book are contained in this package.

Bernhard Pfaff

FRAPO

Financial Risk Modelling and Portfolio Optimisation with R

PortCdd-class function

Objects can be created by calls of the form <code>new("PortCdd",
  ...)</code>. This class extends the <code>"PortSol"</code> class.

Objects from the Class

Class <code>"<links4class>PortSol</links4class>"</code>, directly.

Extends

No methods defined with class "PortCdd" in the signature.

PortCdd-class: Class `"PortCdd"`

Description

Arguments

Objects from the Class

Extends

Methods

See Also

Examples