WebCab Portfolio Web Services for .NET v5.0 Demo

Volatility Members

Volatility overview

Public Instance Constructors

Volatility ConstructorEstablishes a connection to this XML Web service.

Public Instance Methods

ArchVolatilityEstimate Returns the estimate of the volatility according to the ARCH model.
DaysYearRescaling Evaluates the annual volatility when the volatility of a given number of days is known.
Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
EwmaVolatilityEstimate This method returns the estimate of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the (i-1)th day according to the EWMA model with respect to changes in the market variable.
EwmaVolatilityEstimateInduction Estimates of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the 0th day, according to the EWMA model with respect to changes in the market variable.
GarchVolatilityEstimate Estimates of the volatility according to the GARCH(1,1) model for the (i+1)th day.
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.
HistoricalEstimate Evaluates the historical estimate of the present volatility.
HistoricalEstimateStandardError Returns the estimate of the standard error of the standard historical estimation given by the functions historicalEstimate and historicalEstimateWithDividends.
HistoricalEstimateWithDividends Calculates the historical estimate of the present volatility taking into account the dividends or interest payments of the underlying asset.
ReturnDuringithDay This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate.
ToString (inherited from Object)Returns a String that represents the current Object.
VarianceWithHistoricalReturnsKnown Evaluates the variance of the historical returns of an asset.
VarianceWithProbabilitiesKnown Calculates the variance of the expected returns of an asset given the assets returns in given market states and the probability of those market states occurring.
YearDaysRescaling Calculates the value of the volatility over a given number of days when the annual volatility is known.

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

Volatility Class | Portfolio Namespace