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fPortfolio (version 2130.80)

getVal: PortfolioVal Extractor Functions

Description

Extracts information from an object of class fPFOLIOVAL.

Usage

## S3 method for class 'fPFOLIOVAL':
getAlpha(object)
## S3 method for class 'fPFOLIOVAL':
getCovRiskBudgets(object)
## S3 method for class 'fPFOLIOVAL':
getNFrontierPoints(object)
## S3 method for class 'fPFOLIOVAL':
getPortfolio(object)
## S3 method for class 'fPFOLIOVAL':
getRiskFreeRate(object)
## S3 method for class 'fPFOLIOVAL':
getStatus(object)
## S3 method for class 'fPFOLIOVAL':
getTargetReturn(object)
## S3 method for class 'fPFOLIOVAL':
getTargetRisk(object)
## S3 method for class 'fPFOLIOVAL':
getWeights(object)

Arguments

object
an object of class fPFOLIODATA.

References

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

Examples

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