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WebCab.Libraries.Finance.Portfolio
AboveException Class
AboveException Members
AboveException Constructor
AssetParameters Class
AssetParameters Members
AssetParameters Constructor
Methods
AbsoluteToRelative Method
Covariance Method
Covariance Method (Double[], Double[])
Covariance Method (Double[], Double[], Double[])
CovarianceMatrix Method
CovarianceMatrix Method (Double[], Double[][])
CovarianceMatrix Method (Double[][])
ExpectedReturn Method
ExpectedReturn Method (Double[])
ExpectedReturn Method (Double[], Double[])
ExpectedReturns Method
IntermediateValue Method
PortfolioExpectedReturn Method
PortfolioRisk Method
PortfolioVariance Method
RelativeToAbsolute Method
Transpose Method
Volatility Method
Volatility Method (Double[])
Volatility Method (Double[], Double[])
AssetParametersDemoException Class
AssetParametersDemoException Members
AssetParametersDemoException Constructor
AssetParametersDemoException Constructor ()
AssetParametersDemoException Constructor (String)
AssetParametersDemoException Constructor (Exception)
BelowException Class
BelowException Members
BelowException Constructor
CapitalMarket Class
CapitalMarket Members
CapitalMarket Constructor
Methods
CalculateEfficientFrontier Method
CalculateEfficientFrontier Method (Double, Double, Double[][], Double[], Int32, Double)
CalculateEfficientFrontier Method (Double[][], Double[], Int32, Double)
GetEfficientFrontierAssetWeights Method
GetEfficientFrontierExpectedReturns Method
GetEfficientFrontierPortfolioRisks Method
GetLowerConstraints Method
GetPointsOnEfficientFrontier Method
GetUpperConstraints Method
MarketPortfolio Method
MarketPortfolio Method (Double, Double, Double[][], Double)
MarketPortfolio Method (Double[][], Double[], Double)
MarketPortfolioExpectedReturn Method
MarketPortfolioExpectedReturn Method (Double[], Double[][])
MarketPortfolioExpectedReturn Method (Double[][], Double[], Double, Double)
MarketPortfolioRisk Method
MarketPortfolioRisk Method (Double[], Double[][])
MarketPortfolioRisk Method (Double[][], Double[], Double, Double)
MaxFrontierReturn Method
MaxFrontierReturnWeights Method
MaxFrontierWithConstraintsReturn Method
MinFrontierReturn Method
MinFrontierReturnWeights Method
MinFrontierWithConstraintsReturn Method
ReturnCML Method
RiskCML Method
SetAssetWeightsEqualityConstraints Method
SetAssetWeightsInequalityConstraints Method
SetConstraints Method
Weight2Risk Method
WeightCML Method
CapitalMarketDemoException Class
CapitalMarketDemoException Members
CapitalMarketDemoException Constructor
CapitalMarketDemoException Constructor ()
CapitalMarketDemoException Constructor (String)
CapitalMarketDemoException Constructor (Exception)
EasyOptimal Class
EasyOptimal Members
EasyOptimal Constructor
Methods
CapmReturn Method
CapmRisk Method
MarkowitzReturn Method
MarkowitzRisk Method
MarkowitzUtility Method
EasyOptimalDemoException Class
EasyOptimalDemoException Members
EasyOptimalDemoException Constructor
EasyOptimalDemoException Constructor ()
EasyOptimalDemoException Constructor (String)
EasyOptimalDemoException Constructor (Exception)
EfficientFrontierNotCalculatedException Class
EfficientFrontierNotCalculatedException Members
EfficientFrontierNotCalculatedException Constructor
Interpolation Class
Interpolation Members
Interpolation Constructor
Methods
CoefficientsInterpolatingPolynomial Method
CoefficientsInterpolatingPolynomialStable Method
CubicSpline2ndDifferential Method
CubicSplinePointwise Method
CubicSplinePointwisePreEvaluation Method
InterpolateExtrapolatePolynomial Method
InterpolationDemoException Class
InterpolationDemoException Members
InterpolationDemoException Constructor
InterpolationDemoException Constructor ()
InterpolationDemoException Constructor (String)
InterpolationDemoException Constructor (Exception)
InterpolationException Class
InterpolationException Members
InterpolationException Constructor
InterpolationException Constructor ()
InterpolationException Constructor (String)
InterpolationException Constructor (Exception)
InterpolationException Constructor (String, Exception)
Markowitz Class
Markowitz Members
Markowitz Constructor
Methods
CalculateEfficientFrontier Method
CalculateEfficientFrontier Method (Double, Double, Double[][], Double[], Int32, Double)
CalculateEfficientFrontier Method (Double[][], Double[], Int32, Double)
CovarianceMatrix Method
CovarianceMatrix Method (Double[], Double[][])
CovarianceMatrix Method (Double[][])
EfficientFrontier Method
EfficientFrontier Method (Double, Double[][], Double[], Double)
EfficientFrontier Method (Double, Int32)
ExpectedReturns Method
ExpectedReturns Method (Double[], Double[][])
ExpectedReturns Method (Double[][])
GetEfficientFrontierAssetWeights Method
GetEfficientFrontierExpectedReturns Method
GetEfficientFrontierPortfolioRisks Method
GetLowerConstraints Method
GetPointsOnEfficientFrontier Method
GetUpperConstraints Method
MaxFrontierReturn Method
MaxFrontierReturnWeights Method
MinFrontierReturn Method
MinFrontierReturnWeights Method
OptimalPortfolio Method
OptimalPortfolio Method (Double, Double, Double[][])
OptimalPortfolio Method (Double[][], Double[])
OptimalPortfolioMaxExpected Method
PortfolioRisk Method
PortfolioVariance Method
SetConstraints Method
SetEfficientFrontier Method
SetUtilityFunctionInterp Method
SetUtilityFunctionPoly Method
TurningPointExpectedReturn Method
TurningPointRisk Method
MarkowitzDemoException Class
MarkowitzDemoException Members
MarkowitzDemoException Constructor
MarkowitzDemoException Constructor ()
MarkowitzDemoException Constructor (String)
MarkowitzDemoException Constructor (Exception)
NoSolutionException Class
NoSolutionException Members
NoSolutionException Constructor
OptionsConstants Class
OptionsConstants Members
OptionsConstants Constructor
Fields
ANNUAL_DAY_COUNT_252 Field
ANNUAL_DAY_COUNT_360 Field
ANNUAL_DAY_COUNT_365 Field
OptionsException Class
OptionsException Members
OptionsException Constructor
OptionsException Constructor ()
OptionsException Constructor (String)
OptionsException Constructor (Exception)
PerformanceEvaluation Class
PerformanceEvaluation Members
PerformanceEvaluation Constructor
Methods
GeometricMeanReturn Method
PortfolioReturn Method
SharpesRatio Method
TotalReturn Method
TreynorsMeasure Method
PerformanceEvaluationDemoException Class
PerformanceEvaluationDemoException Members
PerformanceEvaluationDemoException Constructor
PerformanceEvaluationDemoException Constructor ()
PerformanceEvaluationDemoException Constructor (String)
PerformanceEvaluationDemoException Constructor (Exception)
PointsOnEfficientFrontier Class
PointsOnEfficientFrontier Members
PointsOnEfficientFrontier Constructor
Fields
assetWeights Field
expectedReturns Field
Methods
getExpectedReturn Method
getNumberOfPoints Method
PortfolioException Class
PortfolioException Members
PortfolioException Constructor
PortfolioException Constructor ()
PortfolioException Constructor (String)
ReferencedServiceException Class
ReferencedServiceException Members
ReferencedServiceException Constructor
ReferencedServiceException Constructor ()
ReferencedServiceException Constructor (String)
ReferencedServiceException Constructor (String, Exception)
SolveFrontier Class
SolveFrontier Members
SolveFrontier Constructor
Methods
FindReturn Method
FindReturn Method (Double, Double[], Double[])
FindReturn Method (Double[], Double[], Double[], Double[], Double)
FindRisk Method
FindRisk Method (Double, Double[], Double[])
FindRisk Method (Double[], Double[], Double[], Double[], Double)
SolveFrontierDemoException Class
SolveFrontierDemoException Members
SolveFrontierDemoException Constructor
SolveFrontierDemoException Constructor ()
SolveFrontierDemoException Constructor (String)
SolveFrontierDemoException Constructor (Exception)
SolveFrontierException Class
SolveFrontierException Members
SolveFrontierException Constructor
TooManyPortfoliosException Class
TooManyPortfoliosException Members
TooManyPortfoliosException Constructor
TwoAssetPortfolio Class
TwoAssetPortfolio Members
TwoAssetPortfolio Constructor
Methods
CorrelationCoef Method
Covariance Method
Covariance Method (Double[], Double[])
Covariance Method (Double[], Double[], Double[])
Portfolio2Return Method
Portfolio2Risk Method
Portfolio2Variance Method
StandardDeviation Method
StandardDeviation Method (Double[])
StandardDeviation Method (Double[], Double[])
Weight2MinimizeRisk Method
Weight2MinimizeRisk Method (Double, Double, Double)
Weight2MinimizeRisk Method (Double, Double, Double, Double, Double)
TwoAssetPortfolioDemoException Class
TwoAssetPortfolioDemoException Members
TwoAssetPortfolioDemoException Constructor
TwoAssetPortfolioDemoException Constructor ()
TwoAssetPortfolioDemoException Constructor (String)
TwoAssetPortfolioDemoException Constructor (Exception)
UtilityFunctionNotInitializedException Class
UtilityFunctionNotInitializedException Members
UtilityFunctionNotInitializedException Constructor
Volatility Class
Volatility Members
Volatility Constructor
Methods
ArchVolatilityEstimate Method
DaysYearRescaling Method
EwmaVolatilityEstimate Method
EwmaVolatilityEstimateInduction Method
GarchVolatilityEstimate Method
HistoricalEstimate Method
HistoricalEstimateStandardError Method
HistoricalEstimateWithDividends Method
ReturnDuringithDay Method
Variance Method
Variance Method (Double[])
Variance Method (Double[], Double[])
YearDaysRescaling Method
VolatilityDemoException Class
VolatilityDemoException Members
VolatilityDemoException Constructor
VolatilityDemoException Constructor ()
VolatilityDemoException Constructor (String)
VolatilityDemoException Constructor (Exception)
WebCab.Libraries.Finance.Portfolio.ADO
ADOMediator Class
ADOMediator Members
ADOMediator Constructor
Properties
UnderlyingInstance Property
Methods
Finalize Method
OneSelect Method
OneSelect Method (String, String)
OneSelect Method (String, String, String, Object, Boolean)
Select Method
SelectAndUpdate Method
SelectAndUpdate Method (String, String, String, Object, Boolean)
SelectAndUpdate Method (String, String, String, Object, Object[][], Boolean)
setInputConnection Method
setOutputConnection Method
Update Method
ADOMediatorException Class
ADOMediatorException Members
ADOMediatorException Constructor