Provides procedures for the evaluation of various quantities which are required within the application of this Component.
For a list of all members of this type, see AssetParameters Members.
System.Object
AssetParameters
These parameters include:
Note: Further methods for the evaluation of the Volatility are provided within the Volatility class.
Within the application of portfolio theory using this component you have the option of using either relative (i.e. percentage) or absolute values. However, which ever unit convention you choose you will need to apply the convention consistently throughout the given application. The reason for this is that some of the quantities considered within portfolio theory are are dependent upon the unit. In particular, the following two quantities will need to use the corresponding units of measurement throughout a given application:
These units in turn will effect the following objects:
Therefore, whenever wishing to apply our portfolio component you should decide for the beginning whether you wish to use absolute or relative values and then stick to this choice for the remainder of the application.
It should also be pointed out that some quantities do not depend on the units used and so will be the same whichever convention is used. In particular, the asset weights are unit-less and hence the weighting of the asset within the optimal portfolio are not effected (as one might expect) by the units convention used.
Namespace: WebCab.Libraries.Finance.Portfolio
Assembly: WebCab.Libraries.PortfolioDemo (in WebCab.Libraries.PortfolioDemo.dll)
AssetParameters Members | WebCab.Libraries.Finance.Portfolio Namespace