Public Instance Constructors
 CapitalMarket Constructor | Creates a new CapitalMarket instance. |
Public Instance Methods
| CalculateEfficientFrontier | Overloaded. Calculates the interpolation points used in order to construct the Efficient Frontier with a given range of expected returns for a collection of assets from which the optimal portfolio can be constructed. |
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetEfficientFrontierAssetWeights | This method returns the array of dimension two which gives the weights of the portfolios on the Efficient Frontier for the collection of points at which it is evaluated. |
| GetEfficientFrontierExpectedReturns | Returns the value of the expected return at the set of points along which the Efficient Frontier has been evaluated and set to a private field. |
| GetEfficientFrontierPortfolioRisks | Within this method we evaluate the risks which correspond to the portfolios at the points which the Efficient Frontier is known. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetLowerConstraints | Returns the values of the lower bound constraints on the asset weights set by SetConstraints. |
| GetPointsOnEfficientFrontier | This methods returns the complex type PointsOnEfficientFrontier which represents points on the Efficient Frontier. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| GetUpperConstraints | Returns the values of the upper bound constraints on the asset weights set by SetConstraints. |
| MarketPortfolio | Overloaded. Calculates the optimal portfolio which consists of a composition of assets which optimizes the portfolios risk/return profile. |
| MarketPortfolioExpectedReturn | Overloaded. Evaluates the expected return of the Market Portfolio when the asset weights of the Market Portfolio are known. |
| MarketPortfolioRisk | Overloaded. Evaluates the total risk of the Market Portfolio. |
| MaxFrontierReturn | Evaluates the expected return of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return. |
| MaxFrontierReturnWeights | Returns the weights of the assets of the portfolio on the (constrained) Efficient Frontier with the highest value of the expected return. |
| MinFrontierReturn | Returns the expected return of the portfolio on the Efficient Frontier with the lowest value of the expected return. |
| MinFrontierReturnWeights | Returns the weights of the assets within the portfolio on the (constraints) Efficient Frontier which has the highest value of the expected return. |
| ReturnCML | Find the corresponding value of the expected return of the portfolio on the Capital Market Line (CML) when the total risk is known. |
| RiskCML | Calculates the risk of the optimal Capital Market Line (CML) portfolio for a given expected return. |
| SetConstraints | Here we allow constraints to be placed on the weights of the assets from which the portfolios within the Efficient Frontier will be constructed. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
| Weight2Risk | Evaluates the total risk of a portfolio on the CML when the weighting of the Market Portfolio within the portfolio selected for the CML is known. |
| WeightCML | For a given level of the expected return we evaluate the proportion of the investors wealth to invest in the Market Portfolio (as constructed in MarketPortfolio) such that we have the Capital Market Line (CML) portfolio which offers to lowest risk for the given level of the expected return. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
CapitalMarket Class | WebCab.Libraries.Finance.Portfolio Namespace