tailieunhanh - Financial Toolbox For Use with MATLAB Computation Visualization Programming phần 8

Sử dụng datenum để chuyển đổi chuỗi ngày để số ngày nối tiếp. Giải quyết ngày. Một số ngày nối tiếp đó là ngày thanh toán phổ biến cho các tỷ lệ về phía trước trong fr. Đầu ra lãi kép. Một vô hướng thiết lập tần số lãi kép mỗi năm cho niên hóa tỷ lệ không đầu ra trong ZR. Giá trị cho phép là: | portcons Purpose Portfolio constraints. Syntax ConSet portcons varargin Description Using linear inequalities portcons generates a matrix of constraints for a portfolio of asset investments. The matrix ConSet is defined as ConSet A b . A is a matrix and b a vector such that A PortWts b sets the value where PortWts is a 1-by-number of assets NASSETS vector of asset allocations. ConSet portcons ConstType Data1 . DataN creates a matrix ConSet based on the constraint type ConstType and the constraint parameters Data1 . DataN. ConSet portcons ConstType1 Data11 . Data1N ConstType2 Data21 . Data2N . creates a matrix ConSet based on the constraint types ConstTypeN and the corresponding constraint parameters DataN1 . DataNN. Constraint Type Description Values Default All allocations are 0 no short selling allowed. Combined value of portfolio allocations normalized to 1. NumAssets required . Scalar representing number of assets in portfolio. PortValue Fix total value of portfolio to PVal. PVal required . Scalar representing total value of portfolio. NumAssets required . Scalar representing number of assets in portfolio. See pcpval. 2-182 portcons Constraint Type Description Values AssetLims Minimum and maximum allocation per asset. AssetMin required . Scalar or vector of length NASSETS specifying minimum allocation per asset. AssetMax required . Scalar or vector of length NASSETS specifying maximum allocation per asset. NumAssets optional . See pcalims. GroupLims Minimum and maximum allocations to asset group. Groups required . NGROUPS-by-NASSETS matrix specifying which assets belong to each group. GroupMin required . Scalar or a vector of length NGROUPS specifying minimum combined allocations in each group. GroupMax required . Scalar or a vector of length NGROUPS specifying maximum combined allocations in each group. See pcglims. 2-183 portcons Constraint Type Description Values GroupComparison Group-to-group comparison GroupA required . constraints. GroupB required . .