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fPortfolio (version 4023.84)

portfolio-getVal: PortfolioVal Extractor Functions

Description

Extracts information from an object of class fPFOLIOVAL.

Usage

# S3 method for fPFOLIOVAL
getAlpha(object)
# S3 method for fPFOLIOVAL
getCovRiskBudgets(object)
# S3 method for fPFOLIOVAL
getNFrontierPoints(object)
# S3 method for fPFOLIOVAL
getPortfolio(object)
# S3 method for fPFOLIOVAL
getRiskFreeRate(object)
# S3 method for fPFOLIOVAL
getStatus(object)
# S3 method for fPFOLIOVAL
getTargetReturn(object)
# S3 method for fPFOLIOVAL
getTargetRisk(object)
# S3 method for fPFOLIOVAL
getWeights(object)

Arguments

object: an object of class fPFOLIODATA.

References

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