C# (CSharp) PROJECT_BI Index.GetPerformances Examples

Example #1

File: Company.cs Project: MB18/BI_BARTHELEMY_BETTY_SATKUNARAJAH

        private void ComputeBeta()
        {
            Console.WriteLine("calcule beta for : " + name);
            List <double>   benchPerfs = index.GetPerformances();
            List <DateTime> datesBench = index.GetDates();
            List <DateTime> dates      = GetDates();

            beta3M = BetaPeriod(25, benchPerfs, datesBench, dates);
            beta6M = BetaPeriod(50, benchPerfs, datesBench, dates);
            beta1Y = BetaPeriod(100, benchPerfs, datesBench, dates);
            beta3Y = BetaPeriod(300, benchPerfs, datesBench, dates);
            beta5Y = BetaPeriod(500, benchPerfs, datesBench, dates);
            beta   = BetaPeriod(0, benchPerfs, datesBench, dates);
        }