fPortfolio (version 260.72)

PortfolioClassExtractors: Portfolio Class Extractors

Description

A collection and description of functions allowing to get information about an object of class fPORTFOLIO. The functions are: ll{ getData Extracts ..., getSeries Extracts ..., getStatistics Extracts ..., getNumberOfAssets Extracts ..., getSpec Extracts ..., getType Extracts ..., getEstimator Extracts ..., getParams Extracts ..., getSolver Extracts ..., getTrace Extracts ..., getConstraints Extracts ..., getPortfolio Extracts ..., getWeights Extracts ..., getTargetReturn Extracts ..., getTargetRisk Extracts ..., getTargetAlpha Extracts ..., getRiskFreeRate Extracts ..., getNFrontierPoints Extracts ..., getStatus Extracts ..., getFrontier Extracts ..., getCovRiskBudgets Extracts ..., getTailRiskBudgets Extracts ... . }

Usage

## S3 method for class 'fPORTFOLIO':
getData(object)
## S3 method for class 'fPORTFOLIO':
getSeries(object)
## S3 method for class 'fPORTFOLIO':
getStatistics(object)
## S3 method for class 'fPORTFOLIO':
getNumberOfAssets(object)
## S3 method for class 'fPORTFOLIO':
getSpec(object)
## S3 method for class 'fPORTFOLIO':
getType(object)
## S3 method for class 'fPORTFOLIO':
getEstimator(object)
## S3 method for class 'fPORTFOLIO':
getParams(object)
## S3 method for class 'fPORTFOLIO':
getSolver(object)
## S3 method for class 'fPORTFOLIO':
getTrace(object)
## S3 method for class 'fPORTFOLIO':
getConstraints(object)
## S3 method for class 'fPORTFOLIO':
getPortfolio(object)
## S3 method for class 'fPORTFOLIO':
getWeights(object)
## S3 method for class 'fPORTFOLIO':
getTargetReturn(object)
## S3 method for class 'fPORTFOLIO':
getTargetRisk(object)
## S3 method for class 'fPORTFOLIO':
getTargetAlpha(object)
## S3 method for class 'fPORTFOLIO':
getRiskFreeRate(object)
## S3 method for class 'fPORTFOLIO':
getNFrontierPoints(object)
## S3 method for class 'fPORTFOLIO':
getStatus(object)
## S3 method for class 'fPORTFOLIO':
getFrontier(object, frontier = c("both", "lower", "upper"), 
    doplot = FALSE, ...)
## S3 method for class 'fPORTFOLIO':
getCovRiskBudgets(object)
## S3 method for class 'fPORTFOLIO':
getTailRiskBudgets(object)

Arguments

doplot

[getPortfolio, getFrontier, getWeights] - a logical value, determining whether the extracted data should be plotted, by default FALSE.

frontier

[getFrontier] - a character string, determining which part of the frontier should be extracted. "both" stands for the full hyperbola, "lower" for all points below the minimum variance return and "upper"

object

an object of class fPORTFOLIO, containing slots call, data, specification, constraints, portfolio, title, description.

...

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

Examples

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