Finance

Namespace: Deedle.Math

Financial analysis

Table of contents

Exponentially Weighted Moving
Other type members

Exponentially Weighted Moving

Static members

Static member	Description
`Finance.ewmCorr(...)` Signature: (df:Frame<'R,'C> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Series<'R,Frame<'C,'C>> Type parameters: 'R, 'C	Exponentially weighted moving correlation frame
`Finance.ewmCorrMatrix(...)` Signature: (df:Frame<'R,'C> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Series<'R,Matrix<float>> Type parameters: 'R, 'C	Exponentially weighted moving correlation matrix
`Finance.ewmCov(...)` Signature: (df:Frame<'R,'C> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Series<'R,Frame<'C,'C>> Type parameters: 'R, 'C	Exponentially weighted moving covariance frame
`Finance.ewmCovMatrix(...)` Signature: (df:Frame<'R,'C> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Series<'R,Matrix<float>> Type parameters: 'R, 'C	Exponentially weighted moving covariance matrix
`Finance.ewmVar(...)` Signature: (df:Frame<'R,'C> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Frame<'R,'C> Type parameters: 'R, 'C	Exponentially weighted moving variance on frame
`Finance.ewmVol(...)` Signature: (df:Frame<'R,'C> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Frame<'R,'C> Type parameters: 'R, 'C	Exponentially weighted moving volatility on frame
`Finance.ewmVol(...)` Signature: (x:Series<'R,float> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Series<'R,float> Type parameters: 'R	Exponentially weighted moving volatility on series

Other type members

Static members

Static member	Description
`Finance.ewmVar(...)` Signature: (x:Series<'R,float> * com:float<MeasureOne> option * span:float<MeasureOne> option * halfLife:float<MeasureOne> option * alpha:float<MeasureOne> option) -> Series<'R,float> Type parameters: 'R	Exponentially weighted moving variance on series

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