Obtain inequality constraint arrays from portfolio object
Use the getInequality
function with a
Portfolio
, PortfolioCVaR
, or
PortfolioMAD
object to obtain inequality constraint arrays from
portfolio objects.
For details on the respective workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow, and PortfolioMAD Object Workflow.
[
obtains equality constraint arrays from portfolio objects.AInequality
,bInequality
]
= getInequality(obj
)
You can also use dot notation to obtain the inequality constraint arrays from portfolio objects.
[AInequality, bInequality] = obj.getInequality;