WebCab Portfolio for .NET v5.0 Demo

TwoAssetPortfolio.Covariance Method

This method returns the covariance between the returns of the two assets.

Overload List

This method returns the covariance between the returns of the two assets.

public double Covariance(double[],double[]);

Evaluates the covariance between the returns of two assets given the probability return distribution of each asset.

public double Covariance(double[],double[],double[]);

See Also

TwoAssetPortfolio Class | WebCab.Libraries.Finance.Portfolio Namespace