fPortfolio (version 2130.80)

fPFOLIOSPEC-class: Specification of Portfolios

Description

Specifies portfolios.

Usage

## S3 method for class 'fPFOLIOSPEC':
show(object)

Arguments

object

an S4 object of class fPFOLIOSPEC.

Value

• portfolioSpec returns an S4 object of class "fPFOLIOSPEC".

Details

Portfolio Specifcation Structure: The S4 class fPFOLIOSPEC specifies the portfolio. The slots are: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## spec -
   # Show Default Portfolio Specifications:
   Spec = portfolioSpec()
   
## setRiskFreeRate -
   # Change Risk Free Rate
   setRiskFreeRate(Spec) = 3
   Spec