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getBounds

Class: PortfolioCVaR

Obtain bounds for portfolio weights from PortfolioCVaR object

Syntax

[LowerBound,UpperBound] = getBounds(obj)

Description

[LowerBound,UpperBound] = getBounds(obj) obtains bounds for portfolio weights from a PortfolioCVaR object.

Tips

Use dot notation to obtain bounds for portfolio weights from the PortfolioCVaR object.

[LowerBound, UpperBound] = obj.getBounds;

Input Arguments

obj

CVaR portfolio object [PortfolioCVaR].

Output Arguments

LowerBound

Lower-bound weight for each asset [vector].

UpperBound

Upper-bound weight for each asset [vector].

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 Bounds

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

p = PortfolioCVaR;
p = p.setDefaultConstraints(5);
[LowerBound, UpperBound] = p.getBounds
LowerBound =

     0
     0
     0
     0
     0


UpperBound =

     []

See Also

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