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"parmaPort"

The parma optimal portfolio class.

Objects can be created by calls to parmasolve..

parmasolve.

solution

Object of class "vector" The list with the optimal values.

"vector"

model

Object of class "vector" A list with details of the risk model.

signature(object = "parmaPort"): Summary.

signature(object = "parmaPort")

signature(object = "parmaPort"): Extracts the optimal weights.

signature(object = "parmaPort"): Extracts the time elapsed to solve the problem.

signature(object = "parmaPort"): Extracts the arbitrage check on the scenario.

signature(object = "parmaPort"): Extracts the expected risk of the optimized portfolio.

signature(object = "parmaPort"): Extracts the expected reward of the optimized portfolio.

signature(object = "parmaPort"): Solver termination code for the LP and NLP solvers.

# NOT RUN { showClass("parmaPort") # }

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