public double[] computeVolatilities(System.Collections.Generic.List<PricingLibrary.Utilities.MarketDataFeed.DataFeed> dataFeedList, DateTime estimationDate)
{
double[] volatilities = new double[Ids.Count];
int volatilitiesIndex = 0;
foreach (String id in Ids)
{
ShareParameters shareParameters = new ShareParameters(id, WindowLength);
volatilities[volatilitiesIndex] = shareParameters.computeVolatility(dataFeedList, estimationDate);
++volatilitiesIndex;
}
return volatilities;
}
public double[,] computeReturns(System.Collections.Generic.List<PricingLibrary.Utilities.MarketDataFeed.DataFeed> dataFeedList, DateTime estimationDate)
{
double[,] returns = new double[WindowLength - 1, Ids.Count];
for (int shareIndex = 0; shareIndex < Ids.Count; ++shareIndex)
{
ShareParameters shareVolatility = new ShareParameters(Ids[shareIndex], WindowLength);
double[] shareReturns = shareVolatility.computeShareReturns(dataFeedList, estimationDate);
for (int i = 0; i < shareReturns.Length; ++i)
{
returns[i, shareIndex] = shareReturns[i];
}
}
return returns;
}
