WebCab Portfolio for COM v5.0 Demo

Volatility Class

This class consists of a collection of methods for estimating and rescaling the volatility.

For a list of all members of this type, see Volatility Members.

System.Object
   Volatility

public class Volatility

Remarks

Recall, that the volatility of an asset is merely the standard deviation of the price function and is used to measure the degree of uncertainty which the price function displays.

The methods provided for estimating the volatility include:

An important issue in the estimation of the volatility is whether all days or only trading days should be taken into account. That is, is the volatility a phenomenon generated from trading activity or is volatility created from external factors. Where appropriate we will allow the user of this class to select which point of view to adopt.

Requirements

Namespace: WebCab.COM.Finance.Portfolio

Assembly: WebCab.COM.PortfolioDemo (in WebCab.COM.PortfolioDemo.dll)

See Also

Volatility Members | WebCab.COM.Finance.Portfolio Namespace