setTrackingPort
Set up benchmark portfolio for tracking error constraint
Description
sets up a benchmark portfolio for a tracking error constraint for a
obj
= setTrackingPort(obj
,TrackingPort
)Portfolio
object. For details on the workflow when using a
Portfolio object, see Portfolio Object Workflow.
Examples
Input Arguments
Output Arguments
Tips
You can also use dot notation to set up a benchmark portfolio for tracking error constraint.
obj = obj.setTrackingPort(TrackingPort, NumAssets);
To remove a tracking portfolio, call this function with an empty argument
([]
) for
TrackingPort
.
obj = setTrackingPort(obj, [ ]);
Version History
Introduced in R2015b