The methods of the TwoAsset class are listed below. For a complete list of TwoAsset class members, see the TwoAsset Members topic.
Public Instance Methods
 CorrCoef | Returns the correlation coefficient between two assets. |
| Covar | Evaluates the covariance between the returns of two assets given the probability return distribution of each asset. |
| CovarHis | This method returns the covariance between the returns of the two assets. |
| Equals (inherited from Object) | |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| MinRisk | Evaluates the weight (which can be any real number) of the first asset within a two asset portfolio which minimizes the risk of the portfolio. |
| MinRiskBound | Evaluates the weight (which is constrained above and below) of the first asset within a two asset portfolio which minimizes the risk of the portfolio. |
| PortReturn | Calculates the expected return for a portfolio with two assets. |
| PortRisk | Evaluates the risk (or standard deviation) for a portfolio with two assets. |
| PortVar | The variance for a portfolio with two assets. |
| StandardDeviationWithHistoricalReturnsKnown | Evaluates the standard deviation of an asset from its historical returns. |
| StdDevProb | Evaluates the standard deviation of an asset given its probability distribution of its returns. |
| ToString (inherited from Object) |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
TwoAsset Class | Portfolio Namespace