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Tue Jun 12 11:08:28 2007 UTC (11 years, 8 months ago) by wuertz
File size: 2708 byte(s)
Tue Jun 12 11:08:28 2007 UTC (11 years, 8 months ago) by wuertz
File size: 2708 byte(s)
\name{PortfolioClassExtractors} \alias{PortfolioClassExtractors} \alias{getData} \alias{getSpec} \alias{getConstraints} \alias{getPortfolio} \alias{getWeights} \alias{getTargetReturn} \alias{getTargetRisk} \alias{getTargetAlpha} \alias{getStatus} \alias{getFrontier} \alias{getRiskBudgets} \alias{getTailRiskBudgets} \title{Portfolio Class Extractors} \description{ A collection and description of functions allowing to get information about an object of class fPORTFOLIO. \cr The functions are: \tabular{ll}{ \code{getData} \tab Extracts ..., \cr \code{getSpec} \tab Extracts ..., \cr \code{getConstraints} \tab Extracts ..., \cr \code{getPortfolio} \tab Extracts ..., \cr \code{getWeights} \tab Extracts ..., \cr \code{getTargetReturn} \tab Extracts ..., \cr \code{getTargetRisk} \tab Extracts ..., \cr \code{getTargetAlpha} \tab Extracts ..., \cr \code{getStatus} \tab Extracts ..., \cr \code{getFrontier} \tab Extracts ..., \cr \code{getRiskBudgets} \tab Extracts ..., \cr \code{getTailRiskBudgets} \tab Extracts ... . } } \usage{ \method{getData}{fPORTFOLIO}(object) \method{getSpec}{fPORTFOLIO}(object) \method{getConstraints}{fPORTFOLIO}(object) \method{getPortfolio}{fPORTFOLIO}(object) \method{getWeights}{fPORTFOLIO}(object) \method{getTargetReturn}{fPORTFOLIO}(object) \method{getTargetRisk}{fPORTFOLIO}(object) \method{getTargetAlpha}{fPORTFOLIO}(object) \method{getStatus}{fPORTFOLIO}(object) \method{getFrontier}{fPORTFOLIO}(object, frontier = c("both", "lower", "upper"), doplot = FALSE, \dots) \method{getRiskBudgets}{fPORTFOLIO}(object) \method{getTailRiskBudgets}{fPORTFOLIO}(object) } \arguments{ \item{doplot}{ [getPortfolio, getFrontier, getWeights] - \cr a logical value, determining whether the extracted data should be plotted, by default\cr FALSE. } \item{frontier}{ [getFrontier] - \cr a character string, determining which part of the frontier should be extracted. \code{"both"} stands for the full hyperbola, \code{"lower"} for all points below the minimum variance return and \code{"upper"} for the actual efficient frontier, by default "both". } \item{object}{ an object of class \code{fPORTFOLIO}, containing slots call, data, specification, constraints, portfolio, title, description. } \item{\dots}{ [getPortfolio, getFrontier, getWeights] - \cr optional arguments to be passed.\cr } } \author{ Diethelm Wuertz and Oliver Greshake for the Rmetrics port. } \examples{ ## } \keyword{models}
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