Interpolated |
The InterpolatedPortfolio type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | Lambda | Risk tolerance. (Inherited from Portfolio) |
| Mean | Expected return. (Inherited from Portfolio) |
| SourceIndex1 | First index in the efficient frontier. |
| SourceIndex2 | Second index in the efficient frontier. |
| StdDev | Standard deviation. (Inherited from Portfolio) |
| Variance | Expected volatility. (Inherited from Portfolio) |
| Weights | Asset weights. (Inherited from Portfolio) |
See Also