fPortfolio (version 260.72)

PortfolioDataExtractors: Portfolio Data Extractors

Description

A collection and description of functions allowing to get information about an object of class fPFOLIODATA. The functions are: ll{ getData Extracts data slot, getSeries Extracts assets series data, getNumberOfAssets Extracts number of assets from statistics, getNames Extracts names of assets, getStatistics Extracts statistics slot, getMu Extracs mean mu from statistics, getSigma Extracs covariance Sigma from statistics, getTailRisk Extracts tail risk slot. }

Usage

## S3 method for class 'fPFOLIODATA':
getData(object)
## S3 method for class 'fPFOLIODATA':
getSeries(object)
## S3 method for class 'fPFOLIODATA':
getNumberOfAssets(object)
## S3 method for class 'fPFOLIODATA':
getNames(object)
## S3 method for class 'fPFOLIODATA':
getStatistics(object)
## S3 method for class 'fPFOLIODATA':
getMu(object)
## S3 method for class 'fPFOLIODATA':
getSigma(object)
## S3 method for class 'fPFOLIODATA':
getTailRisk(object)

Arguments

object

an object of class fPFOLIODATA.

Examples

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