portfolio-getVal {fPortfolio}

PortfolioVal Extractor Functions

Description

Extracts information from an object of class fPFOLIOVAL.

Usage

## S3 method for class 'fPFOLIOVAL'
getAlpha(object)
## S3 method for class 'fPFOLIOVAL'
getCovRiskBudgets(object)
## S3 method for class 'fPFOLIOVAL'
getNFrontierPoints(object)
## S3 method for class 'fPFOLIOVAL'
getPortfolio(object)
## S3 method for class 'fPFOLIOVAL'
getRiskFreeRate(object)
## S3 method for class 'fPFOLIOVAL'
getStatus(object)
## S3 method for class 'fPFOLIOVAL'
getTargetReturn(object)
## S3 method for class 'fPFOLIOVAL'
getTargetRisk(object)
## S3 method for class 'fPFOLIOVAL'
getWeights(object)

Arguments

object

an object of class fPFOLIODATA.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.