![]() | Establishes a connection to this XML Web service. |
![]() | The returned array has the same number of rows but every row is one unit shorter. |
![]() | Uses a backwardly looking historical approach in order to evaluate the covariance between two assets. |
![]() | Returns the covariance matrix for a collection of assets given a finite number of possible scenarios, the asset returns resulting from each one of these scenarios and the probability of each one of the scenarios taking place. |
![]() | Returns the (realized) covariance matrix for a collection of assets when the assets historical returns are known. |
![]() | Determines whether the specified Object is equal to the current Object. |
![]() | Evaluates the expected return of an asset given the (finite) probability distribution of its returns. |
![]() | Estimates the expected return from the historical values of an asset by evaluating the arithmetic average of the returns over the period considered. |
![]() | Estimates the expected returns from the historical values of a collection of assets by evaluating the arithmetic average of the returns for each asset within the collection over the period considered. |
![]() | Uses a forward looking scenario based approach in order to evaluate the covariance between two assets. |
![]() | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
![]() | Gets the Type of the current instance. |
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Evaluates a point within the range over which the Efficient Frontier exists which lies ratio percent of the entire range from the lower bound and the (100-ratio) percent of the entire range from the upper bound.
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![]() | Evaluates the expected return of a Portfolio where the expected returns of the assets within the portfolio and the weighting of those asset is known. |
![]() | The risk (also known as the volatility or standard deviation) of a portfolio. |
![]() | Evaluates the variance of the portfolio's value. |
![]() | Converts relative-shift values to their absolute values. |
![]() | Returns a String that represents the current Object. |
![]() | For an array A[i,j], of dimension two this methods performance the following mapping for all elements A[i,j] --> A[j,i], where the length of each of the array elements has the same length. |
![]() | Returns the (expected) volatility (i.e. standard deviation) of the returns of an asset given the (discrete) probability distribution of a range of states which may occur and the corresponding returns which each of these states will result in. |
![]() | Estimate of the volatility of the returns (i.e. the standard deviation) of an asset from the assets historical returns. |
![]() | 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. |
AssetParameters Class | Portfolio Namespace