public static float RealRateOfReturn <TSource>(this IEnumerable <TSource> source, Func <TSource, float> nominalRateOfReturnSelector, Func <TSource, float> inflationRateSelector)
{
if (source == null)
{
throw new ArgumentNullException(nameof(source));
}
if (nominalRateOfReturnSelector == null)
{
throw new ArgumentNullException(nameof(nominalRateOfReturnSelector));
}
if (inflationRateSelector == null)
{
throw new ArgumentNullException(nameof(inflationRateSelector));
}
checked
{
var nominalRateOfReturn = source.AccumulateCompoundInterest(nominalRateOfReturnSelector);
var inflationRate = source.AccumulateCompoundInterest(inflationRateSelector);
return(nominalRateOfReturn.RealRateOfReturn(inflationRate));
}
}
public static double SharpeRatio <TSource>(this IEnumerable <TSource> source, Func <TSource, double> portfolioReturnSelector, Func <TSource, double> riskFreeRateSelector)
{
if (source == null)
{
throw new ArgumentNullException(nameof(source));
}
if (portfolioReturnSelector == null)
{
throw new ArgumentNullException(nameof(portfolioReturnSelector));
}
if (riskFreeRateSelector == null)
{
throw new ArgumentNullException(nameof(riskFreeRateSelector));
}
checked
{
var portfolioReturn = source.AccumulateCompoundInterest(portfolioReturnSelector) / 100;
var riskFreeRate = source.AccumulateCompoundInterest(riskFreeRateSelector) / 100;
var standardDeviation = source.StandardDeviation(portfolioReturnSelector);
return(portfolioReturn.SharpeRatio(riskFreeRate, standardDeviation));
}
}