InterpolatedPortfolio Class

Represents a portfolio interpolated from two turning points.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public sealed class InterpolatedPortfolio : Portfolio
Inheritance
Object    Portfolio    InterpolatedPortfolio

Constructors

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

LambdaRisk tolerance.
(Inherited from Portfolio)
MeanExpected return.
(Inherited from Portfolio)
SourceIndex1First index in the efficient frontier.
SourceIndex2Second index in the efficient frontier.
StdDevStandard deviation.
(Inherited from Portfolio)
VarianceExpected volatility.
(Inherited from Portfolio)
WeightsAsset weights.
(Inherited from Portfolio)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetSharpeRatioCalculates the Sharpe ratio of this portfolio.
(Inherited from Portfolio)
GetTypeGets the Type of the current instance.
(Inherited from Object)
ToLongStringGets a textual representation of the portfolio.
(Inherited from Portfolio)
ToStringGets a textual representation of the portfolio.
(Inherited from Portfolio)

See Also