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Tool
WebCab Portfolio for .NET
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| Author: |
WebCab Components |
| Latest version: |
5.0 |
| Description: |
.NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Utility Functionality included: - Interpolation: cubic spline and general polynomial interpolation procedures to assist in the study of the Efficient Frontier. - SolveFrontier: solve the Efficient Frontier with respect to the risk, return, or the investors utility function. - MaxRange: maximum range of the constrained Efficient Frontier - AssetParameters: evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance. - Performance Evaluation: offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).
This product also has the following technology aspects: - 3-in-1, .NET, COM, and XML Web services: three DLLs, three API docs, three sets of client examples all in one product. - ADO Mediator: the ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of WebCab's .NET components with the ADO.NET database connectivity model. - Compatible Containers: Visual Studio 6, VS.NET, Office, C++Builder, Delphi. |
| Added: |
2005-04-04 |
| Updated: |
2006-12-05 |
| Attributes: |
[BuiltForDotNet] [Library] |
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