The methods of the CapitalMarket class are listed below. For a complete list of CapitalMarket class members, see the CapitalMarket Members topic.
![]() | Overloaded. Constructs the Efficient Fonrtier over a given range of the expected return. |
![]() | Determines whether the specified Object is equal to the current Object. |
![]() | Returns the array of dimension two containing the weights of the known portfolios on the Efficient Frontier. |
![]() | Returns the value of the expected return at the set of points along which the Efficient Frontier has been evaluated and set to a private field. |
![]() | Evaluates the risk of the portfolios at the points the Efficient Frontier have been constructed. |
![]() | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
![]() | Returns the values of the lower bound constraints on the asset weights set by SetConstraints. |
![]() | Returns the complex type PointsOnEfficientFrontier which represents points on the Efficient Frontier. |
![]() | Gets the Type of the current instance. |
![]() | Returns the values of the upper bound constraints on the asset weights set by SetConstraints. |
![]() | Overloaded. Constructs the Market Portfolio and returns the portfolios asset weights. |
![]() | Overloaded. Evaluates the expected return of the Market Portfolio when the asset weights of the Market Portfolio are known. |
![]() | Overloaded. Evaluates the total risk of the Market Portfolio. |
![]() | Evaluates the expected return of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return. |
![]() | Returns the weights of the assets of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return. |
![]() | Calculates the upper bound of the expected return of the (constrained) Efficient Frontier when linear asset weight constraints has been set using SetAssetWeightsInequalityConstraints or SetAssetWeightsEqualityConstraints. |
![]() | Returns the expected return of the portfolio on the Efficient Frontier with the lowest value of the expected return. |
![]() | Returns the weights of the assets within the portfolio on the (constraints) Efficient Frontier which has the highest value of the expected return. |
![]() | Calculates the lower bound of the expected return of the (constrained) Efficient Frontier when linear asset weight constraints has been set using SetAssetWeightsInequalityConstraints or SetAssetWeightsEqualityConstraints. |
![]() | Find the corresponding value of the expected return of the portfolio on the Capital Market Line (CML) when the total risk is known. |
![]() | Calculates the risk of the optimal Capital Market Line (CML) portfolio for a given expected return. |
![]() | Sets linear equality constraints of the asset weights of the portfolios from which the Efficient frontie is constructed. |
![]() | Sets linear inequality constraints on the asset weights of the portfolios from which the Efficient frontier is constructed. |
![]() | Sets upper and lower bounds on the weights of the assets from which the optimal portfolios can be constructed. |
![]() | Returns a String that represents the current Object. |
![]() | Evaluates the total risk of a portfolio on the CML when the weighting of the Market Portfolio within the portfolio selected for the CML is known. |
![]() | For a given level of the expected return we evaluate the proportion of the investors wealth to invest in the Market Portfolio (as constructed in MarketPortfolio) such that we have the Capital Market Line (CML) portfolio which offers to lowest risk for the given level of the expected return. |
![]() | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
![]() | Creates a shallow copy of the current Object. |
CapitalMarket Class | Portfolio Namespace