InterpolatedPortfolio Class

Represents a portfolio interpolated from two turning points.

Inheritance Hierarchy

SystemObject
Austra.Library.MVOPortfolio
Austra.Library.MVOInterpolatedPortfolio

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.7.0+6baf2f2fa1d256420275372aea03344dd79bdd55

Syntax

public sealed class InterpolatedPortfolio : Portfolio

The InterpolatedPortfolio type exposes the following members.

Constructors

	Name	Description
	InterpolatedPortfolio(Portfolio, Int32)	Creates an interpolated portfolio from a single source.
	InterpolatedPortfolio(Double, Double, Double, Int32, Int32)	Creates an interpolated portfolio from two turning points.

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)

Methods

	Name	Description
	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. (Inherited from Portfolio)
	GetType	Gets the Type of the current instance. (Inherited from Object)
	ToLongString	Gets a textual representation of the portfolio. (Inherited from Portfolio)
	ToString	Gets a textual representation of the portfolio. (Inherited from Portfolio)