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WebCab Portfolio for .NET
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Version
4.2
3-in-1: .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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