WebCab Portfolio for COM v5.0 Demo

Volatility.ReturnDuringithDay Method 

This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate.

public double ReturnDuringithDay(
   double ithDayAssetPrice,
   double i_1thDayAssetPrice
);

Parameters

ithDayAssetPrice
This in the asset price at the close of business on the ith day.
i_1thDayAssetPrice
This is the asset price at the close of business on the i-1th day.

See Also

Volatility Class | WebCab.COM.Finance.Portfolio Namespace