Public Instance Constructors
 FuturesHedging Constructor | Initializes a new instance of the FuturesHedging class. |
Public Instance Methods
| BetaHedge | Evaluates the number of index futures to sell (negative returned value) or buy (positive returned value) in order to hedge the risk from a well diversified stock portfolio constructed from the same index. |
| BetaModify | Finds the number of index futures to short (negative returned value) or buy (positive returned value) in order to modify the beta of a well diversified stock portfolio (constructed from assets within the same index) to any desired value. |
| ClosestHedge | Evaluates the integer number of futures contracts which provide the closest to a perfect hedge for a physical position. |
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| 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. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| HedgeRatio | Evaluates the Optimal Hedge ratio of a futures contract. |
| PearsonCorrelation | Evaluates the Pearson Correlation Coefficient between two market variables from the historical data provided. |
| PortfolioBeta | Estimates the beta of a portfolio in the sense of the Capital Asset Pricing model (CAPM). |
| StandardDeviation | Evaluates the standard deviation of an asset's price over a given number of periods. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
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
FuturesHedging Class | WebCab.COM.Finance.Futures Namespace