Namespace TuringTrader.Support
Classes
BondSupport
Collection of bond support functionality.
OptionSupport
Collection of option support functionality.
OptionSupport.OptionPriceVolGreeks
Container to hold option price and greeks.
OptionSupport.RiskGraph
Class to calculate the risk graph for option strategies.
PortfolioSupport
Support class for portfolio construction
PortfolioSupport.Covariance
Class encapsulating calculation of covariance matrix.
PortfolioSupport.MarkowitzCLA
Class encapsulating Markowitz CLA algorithm to calculate the the efficient frontier.
PortfolioSupport.MarkowitzCLA.Portfolio
Container to hold Markowitz Portfolio