Obtain one-way turnover constraints from portfolio object
Use the getOneWayTirnover
function with a
Portfolio
, PortfolioCVaR
, or
PortfolioMAD
object to obtain one-way turnover constraints 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.
[
obtain one-way turnover constraints from portfolio objects.BuyTurnover
,SellTurnover
]
= getOneWayTurnover(obj
)
You can also use dot notation to get the one-way turnover constraint for portfolio objects.
[BuyTurnover,SellTurnover] = obj.getOneWayTurnover
setOneWayTurnover
| setTurnover