NDK_PORTFOLIO_RET

int __stdcall NDK_PORTFOLIO_RET ( double *  weights,
size_t  nAssets,
double *  returns,
double *  ret 
)

Calculates the portfolio equivalent return.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Remarks
  1. The number of assets in the portfolio equals to asset returns array size.
  2. The assets returns and the weights arrays must have identical size.
  3. The assets order in the returns array must match their order in the weights array.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
References
* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848