fFOLIOCON-class {fPortfolio} | R Documentation |
Creates a fPFOLIOCON object from string constraints.
## S4 method for signature 'fPFOLIOCON': show(object)
object |
an object of class fPFOLIOCON as returned by the function
portfolioData .
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Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## 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)