portfolio.C File Reference

#include "Riostream.h"
#include "TCanvas.h"
#include "TFile.h"
#include "TMath.h"
#include "TTree.h"
#include "TArrayF.h"
#include "TH1.h"
#include "TF1.h"
#include "TLegend.h"
#include "TSystem.h"
#include "TMatrixD.h"
#include "TMatrixDSym.h"
#include "TVectorD.h"
#include "TQpProbDens.h"
#include "TGondzioSolver.h"

Include dependency graph for portfolio.C:

Go to the source code of this file.

Functions
Double_t	RiskProfile (Double_t *x, Double_t *par)
TArrayF &	StockReturn (TFile *f, const TString &name, Int_t sDay, Int_t eDay)
TVectorD	OptimalInvest (Double_t riskFactor, TVectorD r, TMatrixDSym Covar)
void	portfolio ()

Variables
const Int_t	nrStocks = 10
static const Char_t *	stocks []

Function Documentation

TVectorD OptimalInvest	(	Double_t	riskFactor,
		TVectorD	r,
		TMatrixDSym	Covar
	)

Definition at line 180 of file portfolio.C.

Referenced by portfolio().

void portfolio

(

)

Definition at line 269 of file portfolio.C.

Double_t RiskProfile	(	Double_t *	x,
		Double_t *	par
	)

Definition at line 138 of file portfolio.C.

Referenced by portfolio().

TArrayF& StockReturn	(	TFile *	f,
		const TString &	name,
		Int_t	sDay,
		Int_t	eDay
	)

Definition at line 144 of file portfolio.C.

Referenced by portfolio().

Variable Documentation

const Int_t nrStocks = 10

Definition at line 115 of file portfolio.C.

Referenced by OptimalInvest(), and portfolio().

const Char_t* stocks[]

static

Initial value:

=
     {"GE","SUNW","QCOM","BRCM","TYC","IBM","AMAT","C","PFE","HD"}

Definition at line 116 of file portfolio.C.

Referenced by portfolio().