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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

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