WebCab Portfolio for Delphi (COM) v5.0

WebCab.COM.Finance.Portfolio Namespace

Classes

ClassDescription
AboveException This is the base exception class for all other exceptions thrown by the Portfolio class.
AssetParameters Within this class we provide procedures for the evaluation of various quantities which are required within the application of this Component.
BelowException This is the base exception class for all other exceptions thrown by the Portfolio class.
CapitalMarket This class applies the Capital Asset Pricing Model (CAPM) to analyze the construction and qualitative nature of a portfolio's risk-return characteristics.
CholeskyDecomposition
EasyOptimal This class presents the key functionality made available from the Markowitz Theory and Capital Asset Pricing Model (CAPM) within this product in an easy to use and quickly understandable form.
EfficientFrontierNotCalculatedException This exception is thrown if the efficient frontier has not been properly calculated using the CalculateEfficientFrontier method.
EigenvalueDecomposition
Interpolation Within this class we offer methods by which the Efficient Frontier can be constructed from a finite set of known points.
InterpolationException This exception will be thrown to indicate errors in input values for any of the implemented methods.
LUDecomposition
Markowitz This class applies the Markowitz Model to analyze the construction and qualitative nature of a portfolio's risk-return characteristics.
Maths
Matrix
NoSolutionException This exception is thrown to indicate that there are no portfolios with the expected return as requested in one of the methods. This may happen if the requested expected return is greater than the expecter returns of all assets.
OptionsConstants This class defines constants used by the Options class methods.
OptionsException Exception usually thrown to indicate error in input values for any of the classes within this namespace.
PerformanceEvaluation Within this class we offer a number of procedures which assist in accessing the return and risk-adjusted return on an investment portfolio.
PointsOnEfficientFrontierThis class encapsulates/represents the points of the efficient frontier. Moreover, it allows us to associated a given set portfolio weights of a portfolio with its associated expected return. An instance of this class is obtained by invoking the method {@link Markowitz#getPointsOnEfficientFrontier}.

The expected returns and the associated weights can be retrieved by:

  • directly accessing the 
    expectedReturns
    , 
    assetWeights
    fields
  • invoking the 
    getExpectedReturn
    , 
    getAssetWeights
    methods
of an instance of this class.

This is a complex type introduced in order to associated the asset weights for a given portfolio its over all expected return of a given portfolio on the Efficient Frontier.

PortfolioException This is the base exception class for all other exceptions thrown by the Portfolio class.
QRDecomposition
ReferencedServiceException This exception is thrown if an error occurs while invoking methods of another class.
SingularValueDecomposition
SolveFrontier Within this class we provide methods by which the optimal portfolio can be selected from the Efficient Frontier when the investor describes his investment preferences.
SolveFrontierException This is the Solve Frontier class exception.
TooManyPortfoliosException This exception is thrown if the number of optimal portolios found exceeds 100.
TwoAssetPortfolio Here we present a number of procedures which enables various qualitative measures of portfolios which consist of two assets.
UtilityFunctionNotInitializedException This exception is thrown to indicate that the utility function has not been properly set using the setUtilityFunctionPoly() and setUtilityFunctionInterp() methods.
Volatility This class consists of a collection of methods for estimating and rescaling the volatility.