PortfolioClassExtractors     package:fPortfolio     R Documentation

_P_o_r_t_f_o_l_i_o _C_l_a_s_s _E_x_t_r_a_c_t_o_r_s

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions  allowing to get
     information about an object of class fPORTFOLIO.  

     The functions are:

       'getData'             Extracts ...,
       'getSeries'           Extracts ...,
       'getStatistics'       Extracts ...,
       'getNumberOfAssets'   Extracts ...,
       'getSpec'             Extracts ...,
       'getType'             Extracts ...,
       'getEstimator'        Extracts ...,
       'getParams'           Extracts ...,
       'getSolver'           Extracts ...,
       'getTrace'            Extracts ...,
       'getConstraints'      Extracts ...,
       'getPortfolio'        Extracts ...,
       'getWeights'          Extracts ...,
       'getTargetReturn'     Extracts ...,
       'getTargetRisk'       Extracts ...,
       'getTargetAlpha'      Extracts ...,
       'getRiskFreeRate'     Extracts ...,
       'getNFrontierPoints'  Extracts ...,
       'getStatus'           Extracts ...,
       'getFrontier'         Extracts ...,
       'getCovRiskBudgets'   Extracts ...,
       'getTailRiskBudgets'  Extracts ... .

_U_s_a_g_e:

     ## S3 method for class 'fPORTFOLIO':
     getData(object)
     ## S3 method for class 'fPORTFOLIO':
     getSeries(object)
     ## S3 method for class 'fPORTFOLIO':
     getStatistics(object)
     ## S3 method for class 'fPORTFOLIO':
     getNumberOfAssets(object)

     ## S3 method for class 'fPORTFOLIO':
     getSpec(object)
     ## S3 method for class 'fPORTFOLIO':
     getType(object)
     ## S3 method for class 'fPORTFOLIO':
     getEstimator(object)
     ## S3 method for class 'fPORTFOLIO':
     getParams(object)
     ## S3 method for class 'fPORTFOLIO':
     getSolver(object)
     ## S3 method for class 'fPORTFOLIO':
     getTrace(object)

     ## S3 method for class 'fPORTFOLIO':
     getConstraints(object)

     ## S3 method for class 'fPORTFOLIO':
     getPortfolio(object)
     ## S3 method for class 'fPORTFOLIO':
     getWeights(object)
     ## S3 method for class 'fPORTFOLIO':
     getTargetReturn(object)
     ## S3 method for class 'fPORTFOLIO':
     getTargetRisk(object)
     ## S3 method for class 'fPORTFOLIO':
     getTargetAlpha(object)
     ## S3 method for class 'fPORTFOLIO':
     getRiskFreeRate(object)
     ## S3 method for class 'fPORTFOLIO':
     getNFrontierPoints(object)
     ## S3 method for class 'fPORTFOLIO':
     getStatus(object)

     ## S3 method for class 'fPORTFOLIO':
     getFrontier(object, frontier = c("both", "lower", "upper"), 
         doplot = FALSE, ...)
     ## S3 method for class 'fPORTFOLIO':
     getCovRiskBudgets(object)
     ## S3 method for class 'fPORTFOLIO':
     getTailRiskBudgets(object)

_A_r_g_u_m_e_n_t_s:

  doplot: [getPortfolio, getFrontier, getWeights] - 
           a logical value, determining whether the extracted data
          should be plotted, by default
           FALSE. 

frontier: [getFrontier] - 
           a character string, determining which part of the frontier
          should be extracted. '"both"' stands for the full hyperbola,
          '"lower"' for all points below the minimum variance return
          and '"upper"' for the actual efficient frontier, by default
          "both". 

  object: an object of class 'fPORTFOLIO', containing slots call, data,
          specification, constraints, portfolio, title, description. 

     ...: [getPortfolio, getFrontier, getWeights] - 
           optional arguments to be passed.


_A_u_t_h_o_r(_s):

     Diethelm Wuertz and Oliver Greshake for the Rmetrics port.

_E_x_a_m_p_l_e_s:

     ## 

