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getBudget

Obtain budget constraint bounds from portfolio object

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Syntax

[LowerBudget,UpperBudget] = getBudget(obj)

Description

Use thegetBudgetfunction with aPortfolio,PortfolioCVaR, orPortfolioMADobject to obtain budget constraint bounds from portfolio objects.

For details on the respective workflows when using these different objects, seePortfolio Object Workflow,PortfolioCVaR Object Workflow, andPortfolioMAD对象的工作流.

example

[LowerBudget,UpperBudget] = getBudget(obj)obtains budget constraint bounds from portfolio objects.

Examples

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Open Live Script

Given portfoliopwith the default constraints set, obtain the values forLowerBudgetandUpperBudget.

p = Portfolio; p = setDefaultConstraints(p, 5); [LowerBudget, UpperBudget] = getBudget(p)
LowerBudget = 1
UpperBudget = 1
Open Live Script

Given a PortfolioCVaR objectpwith the default constraints set, obtain the values forLowerBudgetandUpperBudget.

p = PortfolioCVaR; p = setDefaultConstraints(p, 5); [LowerBudget, UpperBudget] = getBudget(p)
LowerBudget = 1
UpperBudget = 1
Open Live Script

Given a PortfolioMAD objectpwith the default constraints set, obtain the values forLowerBudgetandUpperBudget.

p = PortfolioMAD; p = setDefaultConstraints(p, 5); [LowerBudget, UpperBudget] = getBudget(p)
LowerBudget = 1
UpperBudget = 1

Input Arguments

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Object for portfolio, specified usingPortfolio,PortfolioCVaR, orPortfolioMADobject. For more information on creating a portfolio object, see

Data Types:object

Output Arguments

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Lower bound for budget constraint, returned as a scalar for aPortfolio,PortfolioCVaR, orPortfolioMADinput object (obj).

Upper bound for budget constraint, returned as a scalar for aPortfolio,PortfolioCVaR, orPortfolioMADinput object (obj).

Tips

You can also use dot notation to obtain the budget constraint bounds from portfolio objects.

[LowerBudget, UpperBudget] = obj.getBudget;

Version History

Introduced in R2011a

See Also

Topics