fFOLIOCON-class          package:fPortfolio          R Documentation

_P_o_r_t_f_o_l_i_o _C_o_n_s_t_r_a_i_n_t_s _H_a_n_d_l_i_n_g

_D_e_s_c_r_i_p_t_i_o_n:

     Creates a fPFOLIOCON object from string constraints.

_U_s_a_g_e:

     ## S4 method for signature 'fPFOLIOCON':
     show(object)

_A_r_g_u_m_e_n_t_s:

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

_R_e_f_e_r_e_n_c_e_s:

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

_E_x_a_m_p_l_e_s:

     ## getClass-
        getClass("fPFOLIOCON")
        
     ## getSlots - 
        getSlots("fPFOLIOCON")   
         
     ## data -
        Data = SMALLCAP.RET
        print(head(Data))
        print(class(Data))

     ## spec -
        Spec = portfolioSpec()
        setTargetReturn(Spec) = mean(Data)

     ## constraints -
        Constraints = "LongOnly"
        portfolioConstraints(Data, Spec, Constraints)

