getBudget

Obtain budget constraint bounds from portfolio object

Syntax

[LowerBudget,UpperBudget] = getBudget(obj)

Description

Use the getBudget function with a Portfolio, PortfolioCVaR, or PortfolioMAD object to obtain budget constraint bounds 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.

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

Examples

Obtain Values for Lower and Upper Budgets for a Portfolio Object

Given portfolio p with the default constraints set, obtain the values for LowerBudget and UpperBudget.

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

LowerBudget = 1

UpperBudget = 1

Obtain Values for Lower and Upper Budgets for a PortfolioCVaR Object

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

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

LowerBudget = 1

UpperBudget = 1

Obtain Values for Lower and Upper Budgets for a PortfolioMAD Object

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

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

LowerBudget = 1

UpperBudget = 1

Input Arguments

obj — Object for portfolio

object

Object for portfolio, specified using Portfolio, PortfolioCVaR, or PortfolioMAD object. For more information on creating a portfolio object, see

• Portfolio

• PortfolioCVaR

• PortfolioMAD

Data Types: object

Output Arguments

LowerBudget — Lower-bound weight for each asset

scalar

Lower bound for budget constraint, returned as a scalar for a Portfolio, PortfolioCVaR, or PortfolioMAD input object (obj).

UpperBudget — Upper bound for budget constraint

scalar

Upper bound for budget constraint, returned as a scalar for a Portfolio, PortfolioCVaR, or PortfolioMAD input object (obj).

Tips

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

[LowerBudget, UpperBudget] = obj.getBudget;