| fFOLIOCON-class {fPortfolio} | R Documentation |
Creates a fPFOLIOCON object from string constraints.
## S4 method for signature 'fPFOLIOCON': show(object)
object |
an object of class fPFOLIOCON as returned by the function
portfolioData.
|
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## getClass-
getClass("fPFOLIOCON")
## getSlots -
getSlots("fPFOLIOCON")
## data -
Data = SMALLCAP.RET
print(head(Data))
print(class(Data))
## spec -
Spec = portfolioSpec()
setTargetReturn(Spec) = mean(Data)
## constraints -
Constraints = "LongOnly"
portfolioConstraints(Data, Spec, Constraints)