WebCab Portfolio for .NET v5.0 Demo | |
AssetParameters.Covariance Method (Double[], Double[], Double[])
Uses a forward looking scenario based approach in order to evaluate the covariance between two assets.
Parameters
- probability
- An array where the i-th term is the probability of the i-th state occurring.
- returns1
- An array where the i-th term is the expected return of the first asset if the i-th state occurs.
- returns2
See Also
AssetParameters Class | WebCab.Libraries.Finance.Portfolio Namespace | AssetParameters.Covariance Overload List