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fPortfolio (version 3011.81)

portfolio-getSpec: Portfolio Specification Extractor Functions

Description

Extracts information from an object of class fPFOLIOSPEC.

Usage

# S3 method for fPFOLIOSPEC
getModel(object)
# S3 method for fPFOLIOSPEC
getType(object)
# S3 method for fPFOLIOSPEC
getOptimize(object)
# S3 method for fPFOLIOSPEC
getEstimator(object)
# S3 method for fPFOLIOSPEC
getTailRisk(object)
# S3 method for fPFOLIOSPEC
getParams(object)
# S3 method for fPFOLIOSPEC
getPortfolio(object)
# S3 method for fPFOLIOSPEC
getWeights(object)
# S3 method for fPFOLIOSPEC
getTargetReturn(object)
# S3 method for fPFOLIOSPEC
getTargetRisk(object)
# S3 method for fPFOLIOSPEC
getAlpha(object)
# S3 method for fPFOLIOSPEC
getRiskFreeRate(object)
# S3 method for fPFOLIOSPEC
getNFrontierPoints(object)
# S3 method for fPFOLIOSPEC
getStatus(object)
# S3 method for fPFOLIOSPEC
getOptim(object)
# S3 method for fPFOLIOSPEC
getSolver(object)
# S3 method for fPFOLIOSPEC
getObjective(object)
# S3 method for fPFOLIOSPEC
getOptions(object)
# S3 method for fPFOLIOSPEC
getControl(object)
# S3 method for fPFOLIOSPEC
getTrace(object)
# S3 method for fPFOLIOSPEC
getMessages(object)

Arguments

object

an object of class fPFOLIOSPEC.

Details

getType Extracts portfolio type from specification,
getOptimize Extracts what to optimize from specification,
getEstimator Extracts type of covariance estimator,
getTailRisk Extracts list of tail dependency risk matrixes,
getParams Extracts parameters from specification,
getWeights Extracts weights from a portfolio object,
getTargetReturn Extracts target return from specification,
getTargetRisk Extracts target riks from specification,
getAlpha Extracts target VaR-alpha specification,
getRiskFreeRate Extracts risk free rate from specification,
getNFrontierPoints Extracts number of frontier points,
getStatus Extracts the status of optimization,
getSolver Extracts solver from specification,
getobjective Extracts name of objective function,

References

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