WebCab Portfolio Web Services for .NET v5.0 Demo

TwoAssetPortfolio.CorrelationCoef Method 

Returns the correlation coefficient between two assets.

public double CorrelationCoef(
   double covariance,
   double standardDeviation1,
   double standardDeviation2
);

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 | Portfolio Namespace