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AssetParameters.ForwardCovariance Method
Uses a forward looking scenario based approach in order to evaluate the covariance between two assets.
Parameters
- probability
- An array where the i-th term is the probability of the i-th state occurring.
- returns1
- An array where the i-th term is the expected return of the first asset if the i-th state occurs.
- returns2
See Also
AssetParameters Class | Portfolio Namespace