WebCab Portfolio for COM v5.0 Demo

AssetParameters Methods

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

Public Instance Methods

AbsoluteToRelative The returned array has the same number of rows but every row is one unit shorter.
Covariance Uses a backwardly looking historical approach in order to evaluate the covariance between two assets.
CovarianceMatrixExpected Returns the covariance matrix for a collection of assets given a finite number of possible scenarios, the asset returns resulting from each one of these scenarios and the probability of each one of the scenarios taking place.
CovarianceMatrixRealized Returns the (realized) covariance matrix for a collection of assets when the assets historical returns are known.
Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
ExpectedReturnForward Evaluates the expected return of an asset given the (finite) probability distribution of its returns.
ExpectedReturnHistorical Estimates the expected return from the historical values of an asset by evaluating the arithmetic average of the returns over the period considered.
ExpectedReturnsHistorical Estimates the expected returns from the historical values of a collection of assets by evaluating the arithmetic average of the returns for each asset within the collection over the period considered.
ForwardCovariance Uses a forward looking scenario based approach in order to evaluate the covariance between two assets.
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.
IntermediateValue Evaluates a point within the range over which the Efficient Frontier exists which lies ratio percent of the entire range from the lower bound and the (100-ratio) percent of the entire range from the upper bound.
PortfolioExpectedReturn Evaluates the expected return of a Portfolio where the expected returns of the assets within the portfolio and the weighting of those asset is known.
PortfolioRisk The risk (also known as the volatility or standard deviation) of a portfolio.
PortfolioVariance Evaluates the variance of the portfolio's value.
RelativeToAbsolute Converts relative-shift values to their absolute values.
ToString (inherited from Object)Returns a String that represents the current Object.
Transpose For an array A[i,j], of dimension two this methods performance the following mapping for all elements A[i,j] --> A[j,i], where the length of each of the array elements has the same length.
VolatilityForwardEstimate Returns the (expected) volatility (i.e. standard deviation) of the returns of an asset given the (discrete) probability distribution of a range of states which may occur and the corresponding returns which each of these states will result in.
VolatilityHistorical Estimate of the volatility of the returns (i.e. the standard deviation) of an asset from the assets historical returns.

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

AssetParameters Class | WebCab.COM.Finance.Portfolio Namespace