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getBudget

Class: PortfolioCVaR

Obtain budget constraint bounds from PortfolioCVaR object

Syntax

[LowerBudget,UpperBudget] = getBudget(obj)

Description

[LowerBudget,UpperBudget] = getBudget(obj) obtains budget constraint bounds from a PortfolioCVaR object.

Tips

Use dot notation to obtain the budget constraint bounds from the PortfolioCVaR object.

[LowerBudget, UpperBudget] = obj.getBudget;

Input Arguments

obj

CVaR portfolio object [PortfolioCVaR].

Output Arguments

LowerBudget

Lower-bound for budget constraint [scalar].

UpperBudget

Upper-bound for budget constraint [scalar].

Attributes

Accesspublic
Staticfalse
Hiddenfalse

To learn about attributes of methods, see Method Attributes in the MATLAB® Object-Oriented Programming documentation.

Examples

expand all

Obtain Values for Lower and Upper Budgets

Given a PortfolioCVaR object p with the default constraints set, obtain the values for LowerBudget and UpperBudget.

p = PortfolioCVaR;
p = p.setDefaultConstraints(5);
[LowerBudget, UpperBudget] = p.getBudget
LowerBudget =

     1


UpperBudget =

     1

See Also

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