Uses a backwardly looking historical approach in order to evaluate the covariance between two assets.
Uses a backwardly looking historical approach in order to evaluate the covariance between two assets.
public double Covariance(double[],double[]);
Uses a forward looking scenario based approach in order to evaluate the covariance between two assets.
public double Covariance(double[],double[],double[]);
AssetParameters Class | WebCab.Libraries.Finance.Portfolio Namespace