PortfolioSpecExtractors {fPortfolio} | R Documentation |
A collection and description of functions
allowing to get information about an object
of class fPFOLIOSPEC.
The functions are:
getType | Extract portfolio type from specification, |
getEstimator | Extract type of covariance estimator, |
getEstimator | Extract list of tail dependency risk matrixes, |
getParams | Extract parameters from specification, |
getWeights | Extracts weights from a portfolio object, |
getTargetReturn | Extracts target return from specification, |
getTargetRisk | Extracts target riks from specification, |
getTargetAlpha | Extracts target VaR-alpha specification, |
getRiskFreeRate | Extracts risk free rate from specification, |
getNFrontierPoints | Extracts number of frontier points, |
getSolver | Extracts solver from specification, |
getTrace | Extracts solver's trace flag. |
## S3 method for class 'fPFOLIOSPEC': getType(object) ## S3 method for class 'fPFOLIOSPEC': getEstimator(object) ## S3 method for class 'fPFOLIOSPEC': getTailRisk(object) ## S3 method for class 'fPFOLIOSPEC': getParams(object) ## S3 method for class 'fPFOLIOSPEC': getWeights(object) ## S3 method for class 'fPFOLIOSPEC': getTargetReturn(object) ## S3 method for class 'fPFOLIOSPEC': getTargetRisk(object) ## S3 method for class 'fPFOLIOSPEC': getTargetAlpha(object) ## S3 method for class 'fPFOLIOSPEC': getRiskFreeRate(object) ## S3 method for class 'fPFOLIOSPEC': getNFrontierPoints(object) ## S3 method for class 'fPFOLIOSPEC': getSolver(object) ## S3 method for class 'fPFOLIOSPEC': getTrace(object)
object |
an object of class fPFOLIOSPEC .
|
Diethelm Wuertz and Oliver Greshake for the Rmetrics port.
## ...