WebCab Portfolio for .NET 4.2
WebCab Portfolio for .NET - .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 Example all in 1 product. Offering a 1st class .NET, COM,
and XML Web service product implementation.
Extensive Client Examples - Multiple client
examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
ADO
Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by
transparently combining the financial and mathematical functionality of our .NET components with
the ADO.NET Database Connectivity model.
Compatible Containers - Visual Studio 6, Visual
Studio .NET, Borland's C++ Builder, Borland Delphi 3 - 2005, Office 97/2000/XP/2003
ASP.NET
Web Application Examples
ASP.NET Examples with Synthetic ADO.NET
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