For an array A[i,j], of dimension two this methods performance the following mapping for all elements A[i,j] --> A[j,i], where the length of each of the array elements has the same length.
This method is useful when the the historical returns (i.e. the source data) has been provided as a two dimension array where the k-th array corresponds to the returns in the k-th period for each of the assets considered. By transposing we are able to map the 2-dim array into an array where each array element represent the historical prices series of each of the assets.
AssetParam Class | Portfolio Namespace