insert_constraints {PortfolioAnalytics}R Documentation

Insert a list of constraints into the constraints slot of a portfolio object

Description

This is a helper function primarily for backwards compatibility to insert constraints from a 'v1_constraint' object into the v2 'portfolio' object.

Usage

insert_constraints(portfolio, constraints)

Arguments

portfolio

object of class 'portfolio'

constraints

list of constraint objects

Author(s)

Ross Bennett


[Package PortfolioAnalytics version 2.0.0 Index]