The methods of the AssetParam class are listed below. For a complete list of AssetParam class members, see the AssetParam Members topic.
Public Instance Methods
 AbsoluteToRelative | The returned array has the same number of rows but every row is one unit shorter. |
| Covariance | Uses a backwardly looking historical approach in order to evaluate the covariance between two assets. |
| CovarianceMatrixExpected | Returns the covariance matrix for a collection of assets given a finite number of possible scenarios, the asset returns resulting from each one of these scenarios and the probability of each one of the scenarios taking place. |
| CovarianceMatrixRealized | Returns the (realized) covariance matrix for a collection of assets when the assets historical returns are known. |
| Equals (inherited from Object) | |
| ExpRetFor | Evaluates the expected return of an asset given the (finite) probability distribution of its returns. |
| ExpRetHis | Estimates the expected return from the historical values of an asset by evaluating the arithmetic average of the returns over the period considered. |
| ExpReturnsHis | Estimates the expected returns from the historical values of a collection of assets by evaluating the arithmetic average of the returns for each asset within the collection over the period considered. |
| ForwardCovariance | Uses a forward looking scenario based approach in order to evaluate the covariance between two assets. |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| IntermediateValue |
Evaluates a point within the range over which the Efficient Frontier exists which lies ratio percent of the entire range from the lower bound and the (100-ratio) percent of the entire range from the upper bound.
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| PortfolioExpectedReturn | Evaluates the expected return of a Portfolio where the expected returns of the assets within the portfolio and the weighting of those asset is known. |
| PortfolioRisk | The risk (also known as the volatility or standard deviation) of a portfolio. |
| PortfolioVariance | Evaluates the variance of the portfolio's value. |
| RelativeToAbsolute | Converts relative-shift values to their absolute values. |
| ToString (inherited from Object) | |
| Transpose | 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. |
| VolFor | Returns the (expected) volatility (i.e. standard deviation) of the returns of an asset given the (discrete) probability distribution of a range of states which may occur and the corresponding returns which each of these states will result in. |
| VolHis | Estimate of the volatility of the returns (i.e. the standard deviation) of an asset from the assets historical returns. |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
AssetParam Class | Portfolio Namespace