WebCab Portfolio for .NET v5.0 Demo

AssetParameters.Covariance Method

Uses a backwardly looking historical approach in order to evaluate the covariance between two assets.

Overload List

Uses a backwardly looking historical approach in order to evaluate the covariance between two assets.

public double Covariance(double[],double[]);

Uses a forward looking scenario based approach in order to evaluate the covariance between two assets.

public double Covariance(double[],double[],double[]);

See Also

AssetParameters Class | WebCab.Libraries.Finance.Portfolio Namespace