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WebCab.COM.Finance.Portfolio
AboveException Class
AboveException Members
AboveException Constructor
AssetParameters Class
AssetParameters Members
AssetParameters Constructor
Methods
AbsoluteToRelative Method
Covariance Method
CovarianceMatrixExpected Method
CovarianceMatrixRealized Method
ExpectedReturnForward Method
ExpectedReturnHistorical Method
ExpectedReturnsHistorical Method
ForwardCovariance Method
IntermediateValue Method
PortfolioExpectedReturn Method
PortfolioRisk Method
PortfolioVariance Method
RelativeToAbsolute Method
Transpose Method
VolatilityForwardEstimate Method
VolatilityHistorical Method
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
EasyOptimal Class
EasyOptimal Members
EasyOptimal Constructor
Methods
CapmReturn Method
CapmRisk Method
MarkowitzReturn Method
MarkowitzRisk Method
MarkowitzUtility Method
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
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)
CovarianceMatrixWithHistoricalReturnsKnown Method
CovarianceMatrixWithProbabilitiesKnown Method
EfficientFrontierWithCovarianceMatrixAndReturnsKnown Method
EfficientFrontierWithExpectedReturnsKnown Method
ExpectedArrayWithHistoricalReturnsKnown Method
ExpectedArrayWithProbabilitiesKnown Method
GetEfficientFrontierAssetWeights Method
GetEfficientFrontierExpectedReturns Method
GetEfficientFrontierPortfolioRisks Method
GetLowerConstraints Method
GetPointsOnEfficientFrontier Method
GetUpperConstraints Method
MaxFrontierReturn Method
MaxFrontierReturnWeights Method
MinFrontierReturn Method
MinFrontierReturnWeights Method
OpimalPortfolioMaxRange Method
OptimalPortfolio Method
OptimalPortfolioMaxExpected Method
PortfolioRisk Method
PortfolioVariance Method
SetConstraints Method
SetEfficientFrontier Method
SetUtilityFunctionInterp Method
SetUtilityFunctionPoly Method
TurningPointExpectedReturn Method
TurningPointRisk Method
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
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
FindReturnGeneral Method
FindRisk Method
FindRiskGeneral Method
SolveFrontierException Class
SolveFrontierException Members
SolveFrontierException Constructor
TooManyPortfoliosException Class
TooManyPortfoliosException Members
TooManyPortfoliosException Constructor
TwoAssetPortfolio Class
TwoAssetPortfolio Members
TwoAssetPortfolio Constructor
Methods
CorrelationCoef Method
CovarianceWithHistoricalReturnsKnown Method
CovarianceWithProbabilitiesKnown Method
Portfolio2Return Method
Portfolio2Risk Method
Portfolio2Variance Method
StandardDeviationWithHistoricalReturnsKnown Method
StandardDeviationWithProbabilitiesKnown Method
Weight2MinimizeRisk Method
Weight2MinimizeRisk Method (Double, Double, Double)
Weight2MinimizeRisk Method (Double, Double, Double, Double, Double)
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
VarianceWithHistoricalReturnsKnown Method
VarianceWithProbabilitiesKnown Method
YearDaysRescaling Method