Namespace Balsam.Portfolio
Classes
- Bootstrap
A class for bootstrapping a return stream.
- BootstrapResults
Encapsulates results from bootstrap simulation
- HVaR
Calculates historical value at risk.
- HistoricalPortfolioReturns
A class used to calculate historical returns of a portfolio.
- HistoricalVaR
A class which calculates historical Value-at-Risk.
- PortfolioHolding
A simple class for encapsulating a portfolio holding.
- QuickStats
Calculates a few simple portfolio metrics on a return stream with as low an overhead as possible.
- VaRBase
An abstract base class for providing portfolio Value-at-Risk calculations.