BLViews-class {BLCOP} | R Documentation |
An object that holds a set of analyst views, in the Black-Litterman sense, on a set of assets
Objects can be created by calls of the form new("BLViews", ...)
or with the BLViews
function.
P
:"matrix"
. The "pick" matrixqv
:"numeric"
. Means of the viewsconfidences
:"numeric"
. Holds the confidence in each of the individual viewsassets
:"character"
: Name of the asset "universe" to which these views apply signature(views = "BLViews", viewsToDel = "numeric")
: Deletes a vector of views from the object, where the vector entries correspond to rows of the pick matrixsignature(object = "BLViews")
: Prints views in a user-friendly mannerFrancisco Gochez <fgochez@mango-solutions.com>