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Portfolio Class

Represents a portfolio in the efficient frontier.
Inheritance Hierarchy
SystemObject
  Austra.Library.MVOPortfolio
    Austra.Library.MVOInterpolatedPortfolio

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
public class Portfolio

The Portfolio type exposes the following members.

Constructors
 NameDescription
Public methodPortfolioRepresents a portfolio in the efficient frontier.
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Properties
 NameDescription
Public propertyLambdaRisk tolerance.
Public propertyMeanExpected return.
Public propertyStdDevStandard deviation.
Public propertyVarianceExpected volatility.
Public propertyWeightsAsset weights.
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Methods
 NameDescription
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetSharpeRatioCalculates the Sharpe ratio of this portfolio.
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodToLongStringGets a textual representation of the portfolio.
Public methodToStringGets a textual representation of the portfolio.
(Overrides ObjectToString)
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See Also