getPortfolio           package:fPortfolio           R Documentation

_P_o_r_t_f_o_l_i_o _C_l_a_s_s _E_x_t_r_a_c_t_o_r_s

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

     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 ... .

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

     ## S3 method for class 'fPORTFOLIO':
     getData(object)
     ## S3 method for class 'fPORTFOLIO':
     getSeries(object)
     ## S3 method for class 'fPORTFOLIO':
     getNAssets(object)
     ## S3 method for class 'fPORTFOLIO':
     getNames(object)
     ## S3 method for class 'fPORTFOLIO':
     getStatistics(object)
     ## S3 method for class 'fPORTFOLIO':
     getMean(object)
     ## S3 method for class 'fPORTFOLIO':
     getCov(object)
     ## S3 method for class 'fPORTFOLIO':
     getMu(object)
     ## S3 method for class 'fPORTFOLIO':
     getSigma(object)
     ## S3 method for class 'fPORTFOLIO':
     getEstimator(object)

     ## S3 method for class 'fPORTFOLIO':
     getSpec(object)
     ## S3 method for class 'fPORTFOLIO':
     getModel(object)
     ## S3 method for class 'fPORTFOLIO':
     getType(object)
     ## S3 method for class 'fPORTFOLIO':
     getOptimize(object)
     ## S3 method for class 'fPORTFOLIO':
     getEstimator(object)
     ## S3 method for class 'fPORTFOLIO':
     getTailRisk(object)
     ## S3 method for class 'fPORTFOLIO':
     getParams(object)
     ## S3 method for class 'fPORTFOLIO':
     getOptim(object)
     ## S3 method for class 'fPORTFOLIO':
     getSolver(object)
     ## S3 method for class 'fPORTFOLIO':
     getTrace(object)

     ## S3 method for class 'fPORTFOLIO':
     getConstraints(object)

     ## S3 method for class 'fPORTFOLIO':
     getPortfolio(object)
     ## S3 method for class 'fPORTFOLIO':
     getWeights(object)
     ## S3 method for class 'fPORTFOLIO':
     getTargetReturn(object)
     ## S3 method for class 'fPORTFOLIO':
     getTargetRisk(object)
     ## S3 method for class 'fPORTFOLIO':
     getAlpha(object)
     ## S3 method for class 'fPORTFOLIO':
     getRiskFreeRate(object)
     ## S3 method for class 'fPORTFOLIO':
     getNFrontierPoints(object)
     ## S3 method for class 'fPORTFOLIO':
     getStatus(object)

     ## S3 method for class 'fPORTFOLIO':
     getCovRiskBudgets(object)
     ## S3 method for class 'fPORTFOLIO':
     getTailRiskBudgets(object)

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

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

_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:

     ## data -
        Data = SMALLCAP.RET
        Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
        Data
        
     ## spec -
        Spec = portfolioSpec()
        Spec
        
     ## constraints -
        Constraints = "LongOnly"
        Constraints
        
     ## tangencyPortfolio -
        tg = tangencyPortfolio(Data, Spec, Constraints)   

