fPortfolio (version 2130.80)

fFOLIOCON-class: Portfolio Constraints Handling

Description

Creates a fPFOLIOCON object from string constraints.

Usage

## S3 method for class 'fPFOLIOCON':
show(object)

Arguments

object

an object of class fPFOLIOCON as returned by the function portfolioData.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## 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)