update_constraint_v1tov2

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

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

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>

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

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

Description

Usage

Value

Arguments

Author

See Also