PortfolioSpecExtractors      package:fPortfolio      R Documentation

_P_o_r_t_f_o_l_i_o _S_p_e_c_i_f_i_c_a_t_i_o_n _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 fPFOLIOSPEC.  

     The functions are:

       'getType'             Extract portfolio type from specification,
       'getEstimator'        Extract type of covariance estimator,
       'getEstimator'        Extract list of tail dependency risk matrixes,
       'getParams'           Extract parameters from specification,
       'getWeights'          Extracts weights from a portfolio object,
       'getTargetReturn'     Extracts target return from specification,
       'getTargetRisk'       Extracts target riks from specification,
       'getTargetAlpha'      Extracts target VaR-alpha specification,
       'getRiskFreeRate'     Extracts risk free rate from specification,
       'getNFrontierPoints'  Extracts number of frontier points,
       'getSolver'           Extracts solver from specification,
       'getTrace'            Extracts solver's trace flag.

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

     ## S3 method for class 'fPFOLIOSPEC':
     getType(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getEstimator(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getTailRisk(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getParams(object)

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

     ## S3 method for class 'fPFOLIOSPEC':
     getSolver(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getTrace(object)

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

  object: an object of class 'fPFOLIOSPEC'. 

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

     Diethelm Wuertz and Oliver Greshake for the Rmetrics port.

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

     ## ...

