fFOLIOCON-class {fPortfolio} | R Documentation |
Portfolio Constraints Handling
Description
Creates a fPFOLIOCON object.
Usage
## S4 method for signature 'fPFOLIOCON':
show(object)
Arguments
object |
an object of class fPFOLIOCON as returned by the function
portfolioData .
|
Examples
## getClass-
getClass("fPFOLIOCON")
## getSlots -
getSlots("fPFOLIOCON")
## data -
data = as.timeSeries(data(smallcap.ts))
## portfolioConstraints -
spec = portfolioSpec()
setTargetReturn(spec) = mean(data)
portfolioConstraints(data, spec, "LongOnly")
[Package
fPortfolio version 280.74
Index]