update_constraint_v1tov2

portfolio object passed into optimize.portfolio

portfolio

object of type v1_constraint passed into optimize.portfolio

v1_constraint

The function takes the constraints and objectives specified in the v1_constraint
object and updates the portfolio object with those constraints and objectives. This
function is used inside optimize.portfolio to maintain backwards compatibility
if the user passes in a v1_constraint object for the constraint arg in
optimize.portfolio.

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

update_constraint_v1tov2 function

<dl><dt>portfolio</dt>
<dd>portfolio object passed into optimize.portfolio</dd>
<dt>v1_constraint</dt>
<dd>object of type v1_constraint passed into optimize.portfolio</dd></dl>

Arguments

Author

Helper function to update v1_constraint objects to v2 specification in the portfolio object — update_constraint_v1tov2

<dl>

<dt>portfolio</dt>
<dd>portfolio object passed into optimize.portfolio</dd>


<dt>v1_constraint</dt>
<dd>object of type v1_constraint passed into optimize.portfolio</dd>

</dl>

update_constraint_v1tov2: Helper function to update v1_constraint objects to v2 specification in the portfolio object

Description

Usage

Value

Arguments

Author

See Also