[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EquityEvaluation Variance.cs, NONE, 1.1

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EquityEvaluation
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv27491/EquityEvaluation

Added Files:
	Variance.cs 
Log Message:
Added Variance class. It evaluates equity just through variance

--- NEW FILE: Variance.cs ---
/*
QuantProject - Quantitative Finance Library

Variance.cs
Copyright (C) 2010
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;

using QuantProject.ADT.Statistics;

namespace QuantProject.Business.Strategies.EquityEvaluation
{
	/// <summary>
	/// Equity line evaluator, simply measuring the variance
	/// </summary>
	[Serializable]
	public class Variance : IEquityEvaluator
	{
		public string Description
		{
			get
			{
				return "EqEvltr_Var";
			}
		}

		public Variance()
		{
			//
			// TODO: Add constructor logic here
			//
		}
		public float GetReturnsEvaluation( float[] returns )
		{
			return Convert.ToSingle( BasicFunctions.Variance( returns ) );
		}
	}
}