fPortfolio (version 260.72)

PortfolioSpecExtractors: Portfolio Specification Extractors

Description

A collection and description of functions allowing to get information about an object of class fPFOLIOSPEC. The functions are: ll{ getType Extract portfolio type from specification, getEstimator Extract type of covariance estimator, getEstimator Extract list of tail dependency risk matrixes, getParams Extract parameters from specification, getWeights Extracts weights from a portfolio object, getTargetReturn Extracts target return from specification, getTargetRisk Extracts target riks from specification, getTargetAlpha Extracts target VaR-alpha specification, getRiskFreeRate Extracts risk free rate from specification, getNFrontierPoints Extracts number of frontier points, getSolver Extracts solver from specification, getTrace Extracts solver's trace flag. }

Usage

## S3 method for class 'fPFOLIOSPEC':
getType(object)
## S3 method for class 'fPFOLIOSPEC':
getEstimator(object)
## S3 method for class 'fPFOLIOSPEC':
getTailRisk(object)
## S3 method for class 'fPFOLIOSPEC':
getParams(object)
## S3 method for class 'fPFOLIOSPEC':
getWeights(object)
## S3 method for class 'fPFOLIOSPEC':
getTargetReturn(object)
## S3 method for class 'fPFOLIOSPEC':
getTargetRisk(object)
## S3 method for class 'fPFOLIOSPEC':
getTargetAlpha(object)
## S3 method for class 'fPFOLIOSPEC':
getRiskFreeRate(object)
## S3 method for class 'fPFOLIOSPEC':
getNFrontierPoints(object)
## S3 method for class 'fPFOLIOSPEC':
getSolver(object)
## S3 method for class 'fPFOLIOSPEC':
getTrace(object)

Arguments

object

an object of class fPFOLIOSPEC.

Examples

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