summary.portfolBurSt {PortfolioProbe} | R Documentation

## Information on Portfolio Trade Objects

### Description

The summary method shows pertinent information about the object. The print method shows most of the components of the object.

### Usage

    summary.portfolBurSt(object, prices = object$prices)
    print.portfolBurSt(x, ...)

### Arguments

`object` | required. An object of class `"portfolBurSt"`, created by `trade.optimizer`.
`x` | required. An object of class `"portfolBurSt"`, created by `trade.optimizer`.
`prices` | a named vector of prices so that the portfolio can be valued.
`...` | additional arguments to `print`.

### Value

`summary` returns a list with the following components:

`results` | vector giving the objective, the negative utility (including costs), the cost of the trade, and the penalty imposed for broken constraints.
`objective.utility` | character string stating the utility being optimized.
`alpha.values` | vector of optimal expected returns.
`var.values` | vector of optimal variances.
`number.of.assets` | a vector giving the size (number of names) of the existing portfolio, the size of the trade, the size of the new portfolio, the number of positions that are opened, the number of positions that are closed, the number of assets in the universe, the number of tradable assets, plus two more elements that might have affected the number of tradable assets. The `universe.trade` element says how long the argument by the same name (effectively) was, and the `positions.notrade` element says how many assets the `positions` argument disallows from trading.
`opening.positions` | the asset names of the positions that are opened.
`closing.positions` | the asset names of the positions that are closed.
`valuation.new.portfolio` | the gross, net, long and short values of the new portfolio. This is present only if there are `prices`.
`valuation.trade` | the gross, net, long and short values of the trade. This is present only if there are `prices`.
`valuation.trade.fraction.of.gross` | the gross, net, long and short values of the trade divided by the gross value of the portfolio. This is present only if there are `prices`.
`violated` | vector of character strings stating which types of constraints were violated. This is absent if all constraints were satisfied.
`lin.trade` | logical vector stating if linear constraints were on the trade or the portfolio. This is present only if linear constraints were specified.
`lin.abs` | logical vector stating if linear constraints were on the gross or the net. This is present only if linear constraints were specified.
`lin.style` | vector of character strings stating the style of the linear constraints, that is, `"weight"`, `"value"` or `"count"`. This is present only if linear constraints were specified.
`lin.direction` | numeric vector stating the direction of the linear constraints. This is present only if linear constraints were specified.
`lin.realized` | the linear constraint matrix. This is present only if linear constraints were specified.

`print` invisibly returns the input `x`.

### Side Effects

`print` causes a list of some but not all of the components of the object to be printed.

### Details

These are methods of `summary` and `print` for objects of class `"portfolBurSt"`.

### Revision

This help was last revised 2009 October 07.

### See Also

`trade.optimizer`, `constraints.realized`, `valuation.portfolBurSt`.

### Examples

    op1 <- trade.optimizer(eq.prices, varian, long.only=TRUE,
            gross.value=1e6)
    op1 # print the object

    names(op1) # see names of the object, hence what is left out

    summary(op1)
    summary(op1, price=new.prices)

[Package PortfolioProbe version 1.00 Index]