PortfolioAnalytics: insert_constraints – R documentation

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insert_constraints

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

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

v1.1.0

GPL-2 | GPL-3

Authors

Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]

Initial release

2018-05-17