[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EquityEvaluation Variance.cs, 1.1, 1.2

[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-serv23048/EquityEvaluation

Modified Files:
	Variance.cs 
Log Message:
Updated Variance class: now the evaluation by variance is computed through sharpe ratio

Index: Variance.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EquityEvaluation/Variance.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Variance.cs	20 Nov 2010 18:57:08 -0000	1.1
--- Variance.cs	16 Jan 2011 19:19:52 -0000	1.2
***************
*** 47,53 ****
  			//
  		}
  		public float GetReturnsEvaluation( float[] returns )
  		{
! 			return Convert.ToSingle( BasicFunctions.Variance( returns ) );
  		}
  	}
--- 47,57 ----
  			//
  		}
+ 		
  		public float GetReturnsEvaluation( float[] returns )
  		{
! 			float returnsEvaluationByVariance = 
! 				1.0f / Convert.ToSingle( BasicFunctions.Variance( returns ) );
! 			
! 			return returnsEvaluationByVariance ;
  		}
  	}