portfolio-getPortfolio: Portfolio Class Extractors

Description

A collection and description of functions allowing to get information about an object of class fPORTFOLIO.

The functions are:

`getData`	Extracts ...,
`getSeries`	Extracts ...,
`getStatistics`	Extracts ...,
`getNAssets`	Extracts ...,
`getSpec`	Extracts ...,
`getType`	Extracts ...,
`getEstimator`	Extracts ...,
`getParams`	Extracts ...,
`getSolver`	Extracts ...,
`getTrace`	Extracts ...,
`getConstraints`	Extracts ...,
`getPortfolio`	Extracts ...,
`getWeights`	Extracts ...,
`getTargetReturn`	Extracts ...,
`getTargetRisk`	Extracts ...,
`getAlpha`	Extracts ...,
`getRiskFreeRate`	Extracts ...,
`getNFrontierPoints`	Extracts ...,
`getStatus`	Extracts ...,
`getCovRiskBudgets`	Extracts ...,
`getTailRiskBudgets`	Extracts ... .

Usage

# S3 method for fPORTFOLIO
getData(object)
# S3 method for fPORTFOLIO
getSeries(object)
# S3 method for fPORTFOLIO
getNAssets(object)
# S3 method for fPORTFOLIO
getUnits(x)
# S3 method for fPORTFOLIO
getStatistics(object)
# S3 method for fPORTFOLIO
getMean(object)
# S3 method for fPORTFOLIO
getCov(object)
# S3 method for fPORTFOLIO
getMu(object)
# S3 method for fPORTFOLIO
getSigma(object)
# S3 method for fPORTFOLIO
getEstimator(object)
# S3 method for fPORTFOLIO
getSpec(object)
# S3 method for fPORTFOLIO
getModel(object)
# S3 method for fPORTFOLIO
getType(object)
# S3 method for fPORTFOLIO
getOptimize(object)
# S3 method for fPORTFOLIO
getEstimator(object)
# S3 method for fPORTFOLIO
getTailRisk(object)
# S3 method for fPORTFOLIO
getParams(object)
# S3 method for fPORTFOLIO
getOptim(object)
# S3 method for fPORTFOLIO
getSolver(object)
# S3 method for fPORTFOLIO
getTrace(object)
# S3 method for fPORTFOLIO
getConstraints(object)
# S3 method for fPORTFOLIO
getPortfolio(object)
# S3 method for fPORTFOLIO
getWeights(object)
# S3 method for fPORTFOLIO
getTargetReturn(object)
# S3 method for fPORTFOLIO
getTargetRisk(object)
# S3 method for fPORTFOLIO
getAlpha(object)
# S3 method for fPORTFOLIO
getRiskFreeRate(object)
# S3 method for fPORTFOLIO
getNFrontierPoints(object)
# S3 method for fPORTFOLIO
getStatus(object)
# S3 method for fPORTFOLIO
getCovRiskBudgets(object)
# S3 method for fPORTFOLIO
getTailRiskBudgets(object)

# S3 method for fPORTFOLIO
getA(object)
# S3 method for fPORTFOLIO
getControl(object)
# S3 method for fPORTFOLIO
getObjective(object)
# S3 method for fPORTFOLIO
getOptions(object)

Arguments

object: an object of class fPORTFOLIO, containing slots call, data, specification, constraints, portfolio, title, description.
x: an object of class fPORTFOLIO, containing slots call, data, specification, constraints, portfolio, title, description.

References

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