fPortfolio (version 280.73)

fFOLIOCON-class: Portfolio Constraints Handling

Description

Creates a fPFOLIOCON object.

Usage

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

Arguments

object

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

Examples

## getClass-
   getClass("fPFOLIOCON")
   
## getSlots - 
   getSlots("fPFOLIOCON")   
    
## data -
   data = as.timeSeries(data(smallcap.ts))

## portfolioConstraints -
   spec = portfolioSpec()
   setTargetReturn(spec) = mean(data)
   portfolioConstraints(data, spec, "LongOnly")