| BLViews-class {BLCOP} | R Documentation |
An object that holds a set of analyst views, in the Black-Litterman sense, on a set of assets
Objects can be created by calls of the form new("BLViews", ...) or with the BLViews function.
P:"matrix". The "pick" matrixqv:"numeric". Means of the viewsconfidences:"numeric". Holds the confidence in each of the individual viewsassets:"character": Name of the asset "universe" to which these views apply signature(views = "BLViews", viewsToDel = "numeric"): Deletes a vector of views from the object, where the vector entries correspond to rows of the pick matrixsignature(object = "BLViews"): Prints views in a user-friendly mannerFrancisco Gochez <fgochez@mango-solutions.com>