WebCab XL Community Edition

AssetParam.RelativeToAbsolute Method 

Converts relative-shift values to their absolute values.

public double[][] RelativeToAbsolute(
   double[][] RelativeValues
);

Parameters

RelativeValues
The percentage changes between elements of a series.

Return Value

the absolute values of the elements of the series where the first term is scaled to 100.

Remarks

This unit conversion method is generally applied to the historical values and is used to convert the historical values given in relative terms (i.e. 0 percent = 0.01, 2 percent = 0.02, etc) to a set of equivalent absolute values (i.e. 100, 102, etc).

Remark: Absolute values might exceed maximum number limit.

Excel Remarks

The full name of this function inside Excel is Port_AssetParam_RelativeToAbsolute.

See Also

AssetParam Class | Portfolio Namespace