public class Portfolio
Portfolio | Represents a portfolio in the efficient frontier. |
Lambda | Risk tolerance. |
Mean | Expected return. |
StdDev | Standard deviation. |
Variance | Expected volatility. |
Weights | Asset weights. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
GetHashCode | Serves as the default hash function. (Inherited from Object) |
GetSharpeRatio | Calculates the Sharpe ratio of this portfolio. |
GetType | Gets the Type of the current instance. (Inherited from Object) |
ToLongString | Gets a textual representation of the portfolio. |
ToString | Gets a textual representation of the portfolio. (Overrides ObjectToString) |