getSpec              package:fPortfolio              R Documentation

_P_o_r_t_f_o_l_i_o _S_p_e_c_i_f_i_c_a_t_i_o_n _E_x_t_r_a_c_t_o_r _F_u_n_c_t_i_o_n_s

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

     Extracts information from an object of class fPFOLIOSPEC.

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

     ## S3 method for class 'fPFOLIOSPEC':
     getModel(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getType(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getOptimize(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':
     getPortfolio(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':
     getAlpha(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getRiskFreeRate(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getNFrontierPoints(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getStatus(object)

     ## S3 method for class 'fPFOLIOSPEC':
     getOptim(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getSolver(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getObjective(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getOptions(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getControl(object)
     ## S3 method for class 'fPFOLIOSPEC':
     getTrace(object)

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

  object: an object of class 'fPFOLIOSPEC'. 

_D_e_t_a_i_l_s:


       'getType'             Extracts portfolio type from specification,
       'getOptimize'         Extracts what to optimize from specification,
       'getEstimator'        Extracts type of covariance estimator,
       'getTailRisk'         Extracts list of tail dependency risk matrixes,
       'getParams'           Extracts parameters from specification,
       'getWeights'          Extracts weights from a portfolio object,
       'getTargetReturn'     Extracts target return from specification,
       'getTargetRisk'       Extracts target riks from specification,
       'getAlpha'            Extracts target VaR-alpha specification,
       'getRiskFreeRate'     Extracts risk free rate from specification,
       'getNFrontierPoints'  Extracts number of frontier points,
       'getStatus'           Extracts the status of optimization,
       'getSolver'           Extracts solver from specification,
       'getobjective'        Extracts name of objective function,
       'getTrace'            Extracts solver's trace flag.

_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:

     ## spec -  
        Spec = portfolioSpec()
        Spec
        
        # getModel -
        getModel(Spec)
        getType(Spec)
        getOptimize(Spec)
        getEstimator(Spec)
        getTailRisk(Spec)
        getParams(Spec)

        # getPortfolio -
        getPortfolio(Spec)
        getWeights(Spec)
        getTargetReturn(Spec)
        getTargetRisk(Spec)
        getAlpha(Spec)
        getRiskFreeRate(Spec)
        getNFrontierPoints(Spec)
        getStatus(Spec)
        
        # getOptim -
        getOptim(Spec)
        getSolver(Spec)
        getObjective(Spec)
        getOptions(Spec)
        getControl(Spec)
        getTrace(Spec)

