fPortfolio (version 260.72)

Extractors: Extractors

Description

A collection and description of functions allowing to get information about objects of class fPFOLIODATA, FPFOLIOSPEC, and fPORTFOLIO. The functions are:

Usage

getConstraints(object)
getData(object)
getEstimator(object)
getFrontier(object, ...)
getMu(object)
getNames(object)
getNumberOfAssets(object)
getNFrontierPoints(object)
getPortfolio(object)
getParams(object)
getCovRiskBudgets(object)
getRiskFreeRate(object)
getSeries(object)
getSigma(object)
getSolver(object)
getSpec(object)
getStatistics(object)
getTargetAlpha(object)
getTailRisk(object)
getTailRiskBudgets(object) 
getTargetReturn(object)
getTargetRisk(object)
getTrace(object)
getType(object)
getWeights(object)

Arguments

object

an object of class fPFOLIODATA, fPFOLIOSPEC or fPORTFOLIO.

...

[getPortfolio, getFrontier, getWeights] - optional arguments to be passed.

Examples

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