[Returnanalytics-commits] r2474 - pkg/PortfolioAnalytics/R

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2013-06-30 19:28:24 +0200 (Sun, 30 Jun 2013)
New Revision: 2474

Modified:
   pkg/PortfolioAnalytics/R/constraints.R
Log:
the weight_sum_constraint can now be specified with type=leverage

Modified: pkg/PortfolioAnalytics/R/constraints.R
===================================================================
--- pkg/PortfolioAnalytics/R/constraints.R	2013-06-30 16:56:53 UTC (rev 2473)
+++ pkg/PortfolioAnalytics/R/constraints.R	2013-06-30 17:28:24 UTC (rev 2474)
@@ -212,9 +212,9 @@
                                                      ...=...)
          },
          # Sum of weights constraints
-         weight=, weight_sum = {tmp_constraint <- weight_sum_constraint(type=type,
-                                                                        enabled=enabled,
-                                                                        ...=...)
+         weight=, leverage=, weight_sum = {tmp_constraint <- weight_sum_constraint(type=type,
+                                                                                   enabled=enabled,
+                                                                                   ...=...)
          },
          # Turnover constraint
          turnover = {tmp_constraint <- turnover_constraint(type=type,