Class IndicatorsMarket._CAPM

Container holding CAPM parameters.

Inheritance
object
IndicatorsMarket._CAPM
Inherited Members
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
Namespace: TuringTrader.Indicators
Assembly: TuringTrader.Simulator.dll
Syntax
public class IndicatorsMarket._CAPM

Fields

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Alpha

CAPM alpha time series.

Declaration
public ITimeSeries<double> Alpha
Field Value
Type Description
ITimeSeries<double>
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Beta

CAPM beta time series.

Declaration
public ITimeSeries<double> Beta
Field Value
Type Description
ITimeSeries<double>