WebCab Portfolio for COM v5.0 Demo | |
Volatility.VarianceWithHistoricalReturnsKnown Method
Evaluates the variance of the historical returns of an asset.
public
double VarianceWithHistoricalReturnsKnown(
double[] historicalReturns);
Parameters
- historicalReturns
historicalReturns[t]
is the return of the asset in the t
th period.
See Also
Volatility Class | WebCab.COM.Finance.Portfolio Namespace