WebCab Portfolio for .NET v5.0 Demo | |
TwoAssetPortfolio.CorrelationCoef Method
Returns the correlation coefficient between two assets.
Parameters
- covariance
- The covariance between the two assets of the portfolio which itself can be evaluated using Covariance or Covariance.
- standardDeviation1
- Standard deviation of the first asset.
- standardDeviation2
- Standard deviation of the second asset.
See Also
TwoAssetPortfolio Class | WebCab.Libraries.Finance.Portfolio Namespace