This class consists of a collection of methods for estimating and rescaling the volatility.
For a list of all members of this type, see Volatility Members.
System.Object
Volatility
The methods provided for estimating the volatility include:
An important issue in the estimation of the volatility is whether all days or only trading days should be taken into account. That is, is the volatility a phenomenon generated from trading activity or is volatility created from external factors. Where appropriate we will allow the user of this class to select which point of view to adopt.
Namespace: WebCab.COM.Finance.Portfolio
Assembly: WebCab.COM.PortfolioDemo (in WebCab.COM.PortfolioDemo.dll)
Volatility Members | WebCab.COM.Finance.Portfolio Namespace