Check feasibility of input portfolios against portfolio object
Use the checkFeasibility
function
with a Portfolio
, PortfolioCVaR
,
or PortfolioMAD
object to check the feasibility
of input portfolios against a portfolio object.
For details on the respective workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow, and PortfolioMAD Object Workflow.
You can also use dot notation to check the feasibility of input portfolios against a portfolio object.
status = obj.checkFeasibility(pwgt);
The constraint tolerance to assess whether a constraint
is satisfied is obtained from the hidden property obj.defaultTolCon
.