# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR Description. See the 
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General 
# Public License along with this library; if not, write to the 
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, 
# MA 02111-1307 USA

# Copyrights (C)
# for this R-port: 
#   1999 - Diethelm Wuertz, GPL
#   2007 - Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# for code accessed (or partly included) from other sources:
#   see Rmetric's copyright and license files


################################################################################
# FUNCTION:                     DESCRIPTION:
#  show.fPFOLIODATA              Print method for 'fPFOLIODATA' objects  
#  show.fPFOLIOSPEC              Print method for 'fPFOLIOSPEC' objects
#  show.fPFOLIOCON               Print method for 'fPFOLIOCON' objects          
#  show.fPORTFOLIO               S4 Print method for 'fPPORTFOLIO' objects
################################################################################


setMethod("show", "fPFOLIOSPEC", show.fPFOLIOSPEC <- 
    function(object)
{   
    # A function implemented by Rmetrics

    # Description:
    #   S4 Print Method for an object of class "fPFOLIOSPEC"
    
    # Arguments:
    #   object - an object of class "fPFOLIOSPEC"
    
    # FUNCTION:
    
    # Model:
    cat("\nPortfolio Type:\n ")
    cat(object@model$optimize, object@model$type, "\n")
    
    cat("\nCovariance Estimator:\n ")
    cat(object@model$estimator, "\n")
    
    # Portfolio:
    if (!is.null(object@portfolio$weights)) {
        cat("\nPortfolio Weights:\n")
        print(object@portfolio$weights) 
    }
    if (!is.null(object@portfolio$targetReturn)) {
        cat("\nTarget Return:\n")
        print(object@portfolio$targetReturn)
    }
    if (!is.null(object@portfolio$targetAlpha)) {
        cat("\nTarget Alpha:\n ")
        cat(object@portfolio$targetAlpha, "\n")
    }
    if (!is.null(object@portfolio$riskFreeRate)) {
        cat("\nPortfolio Risk-Free Rate:\n ")
        cat(object@portfolio$riskFreeRate, "\n")
    }
    if (!is.null(object@portfolio$nFrontierPoints)) {
        cat("\nNumber of Frontier Points:\n ")
        cat(object@portfolio$nFrontierPoints, "\n")
    }
    
    # Optimization:
    cat("\nOptimizer:\n ")
    cat(object@optim$solver, "\n")
        
    # Return Value: 
    invisible(object)
})


# ------------------------------------------------------------------------------


setMethod("show", "fPFOLIODATA", show.fPFOLIODATA <-
    function(object)
{   
    # A function implemented by Diethelm Wuertz

    # Description:
    #   S4 Print Method for an object of class "fPFOLIODATA"
    
    # Arguments:
    #   object - an object of class "fPFOLIOSPEC"
    
    # FUNCTION:
    
    # Series:
    cat("\nSeries Data:\n\n")
    print(object@data$series)
    
    # Statistics:
    cat("\nStatistics:\n\n")
    print(object@statistics)
    
    # Tailrisk:
    # NYI
        
    # Return Value: 
    invisible(object)
})


# ------------------------------------------------------------------------------


setMethod("show", "fPFOLIOCON", show.fPFOLIOCON <-
    function(object)
{   
    # A function implemented by Diethelm Wuertz

    # Description:
    #   S4 Print Method for an object of class "fPFOLIODATA"
    
    # Arguments:
    #   object - an object of class "fPFOLIOSPEC"
    
    # FUNCTION:
    
    # Print Title:
    cat("\nTitle:\n ")
    cat("Constraints:\n")
    
    cat("Constraint String:\n")
    print(object@stringConstraints)
    
    cat("Box Group Constraints:\n")
    print(object@boxgroupConstraints)
    
    cat("Cov Risk Budget Constraints:\n")
    print(object@riskbudgetConstraints)
       
    # Return Value: 
    invisible(object)
})


# ------------------------------------------------------------------------------


setMethod("show", "fPORTFOLIO", show.fPORTFOLIO <- 
    function(object)
{   
    # A function implemented by Diethelm Wuertz

    # Description:
    #   S4 Print Method for an object of class "fPORTFOLIO"
    
    # Arguments:
    #   object - an object of class "fPORTFOLIO"
    
    # FUNCTION:
     
    # Print Title:
    cat("\nTitle:\n ")
    cat(getTitle(object), "\n")
    
    # Print Call:
    # cat("\nCall:\n ")
    # print.default(getCall(object))
    
    # Print Target Weights:
    cat("\nPortfolio Weights:\n")
    weights = data.frame(round(getWeights(object), digits = 4))
    if (NROW(weights) == 1) rownames(weights) = ""
    print(weights)
    
    # Print Covariance Risk Budgets:
    cat("\nCovariance Risk Budgets:\n")
    covRiskBudgets = data.frame(round(getCovRiskBudgets(object), digits = 4))
    if (NROW(covRiskBudgets) == 1) rownames(covRiskBudgets) = ""
    print(covRiskBudgets)
    
    # Print Tail Risk Budgets:
    if (FALSE) {
        if (!is.na(getTailRiskBudgets(object))) {
            cat("\nRiskBudget(s):\n")
            riskBudgets = round(getTailRiskBudgets(object), digits = 4)
            print.table(riskBudgets)
        }   
    }  
    
    # Print Target Return and Risks:
    cat("\nTarget Return and Risks:\n")  
    targetReturn = getTargetReturn(object) 
    targetRisk = getTargetRisk(object) 
    target = data.frame(targetReturn, targetRisk)   
    if (NROW(target) == 1) rownames(target) = ""
    print(target)
       
    # Print Description:
    cat("\nDescription:\n ")
    cat(getDescription(object), "\n")
        
    # Return Value: 
    invisible(object)
})


################################################################################