getCosts

Obtain buy and sell transaction costs from portfolio object

Syntax

[BuyCost,SellCost] = getCosts(obj)

Description

Use the getCosts function with a Portfolio, PortfolioCVaR, or PortfolioMAD object to obtain buy and sell transaction costs 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.

[BuyCost,SellCost] = getCosts(obj) obtains buy and sell transaction costs from portfolio objects.

Examples

Obtain Buy and Sell Costs for a Portfolio Object

Given portfolio p with the costs set, obtain the values for BuyCost and SellCost.

p = Portfolio;
p = setCosts(p, 0.001, 0.001, 5);
[BuyCost, SellCost] = getCosts(p)

BuyCost = 1.0000e-03

SellCost = 1.0000e-03

Obtain Buy and Sell Costs for a PortfolioCVaR Object

Given a PortfolioCVaR object p with the costs set, obtain the values for BuyCost and SellCost.

p = PortfolioCVaR;
p = setCosts(p, 0.001, 0.001, 5);
[BuyCost, SellCost] = getCosts(p)

BuyCost = 1.0000e-03

SellCost = 1.0000e-03

Obtain Buy and Sell Costs for a PortfolioMAD Object

Given a PortfolioMAD object p with the costs set, obtain the values for BuyCost and SellCost.

p = PortfolioMAD;
p = setCosts(p, 0.001, 0.001, 5);
[BuyCost, SellCost] = getCosts(p)

BuyCost = 1.0000e-03

SellCost = 1.0000e-03

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

BuyCost — Proportional transaction cost to purchase each asset

vector

Proportional transaction cost to purchase each asset, returned as a vector for a Portfolio, PortfolioCVaR, or PortfolioMAD input object (obj).

SellCost — Proportional transaction cost to sell each asset

vector

Proportional transaction cost to sell each asset, returned as a vector for a Portfolio, PortfolioCVaR, or PortfolioMAD input object (obj).

Tips

You can also use dot notation to obtain the buy and sell transaction costs from portfolio objects.

[BuyCost, SellCost] = obj.getCosts;

Version History

Introduced in R2011a