WebCab Portfolio Web Services for .NET v5.0 Demo

TwoAssetPortfolio Methods

The methods of the TwoAssetPortfolio class are listed below. For a complete list of TwoAssetPortfolio class members, see the TwoAssetPortfolio Members topic.

Public Instance Methods

CorrelationCoef Returns the correlation coefficient between two assets.
CovarianceWithHistoricalReturnsKnown This method returns the covariance between the returns of the two assets.
CovarianceWithProbabilitiesKnown Evaluates the covariance between the returns of two assets given the probability return distribution of each asset.
Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
GetHashCode (inherited from Object)Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object)Gets the Type of the current instance.
Portfolio2Return Calculates the expected return for a portfolio with two assets.
Portfolio2Risk Evaluates the risk (or standard deviation) for a portfolio with two assets.
Portfolio2Variance The variance for a portfolio with two assets.
StandardDeviationWithHistoricalReturnsKnown Evaluates the standard deviation of an asset from its historical returns.
StandardDeviationWithProbabilitiesKnown Evaluates the standard deviation of an asset given its probability distribution of its returns.
ToString (inherited from Object)Returns a String that represents the current Object.
Weight2MinimizeRiskOverloaded. Evaluates the weight (which can be any real number) of the first asset within a two asset portfolio which minimizes the risk of the portfolio.

Protected Instance Methods

Finalize (inherited from Object)Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)Creates a shallow copy of the current Object.

See Also

TwoAssetPortfolio Class | Portfolio Namespace