Provides access to Xenomorph DataServices calculation functions.

The following operations are supported. For a formal definition, please review the Service Description.

• AbsDifference
  This method calculates and returns either the average and standard deviation of the absolute difference series between 2 historical data series, or the absolute difference series itself.
• AvValue
  This method calculates and returns the average value of a single historical data series. The standard deviation of the distribution is also calculated and returned.
• CalcCorrelation
  This method calculates and returns the correlation series of two data series contained in arrays. Since it deals with arrays of doubles as inputs, it can be used to chain together statistical calculations.
• CalcMovingAv
  This method calculates and returns the moving average of a data series contained in an array. Since it deals with arrays of doubles as inputs, it can be used to chain together statistical calculations.
• CalcMtx
  This function calculates, for a set of assets, an NxN output correlation of returns matrix. The return values can be any of · Mean · Standard Deviation · Last Mean · Mean plus Number Standard Deviations · Percentile of the Correlation of the Log Ratio of Returns of the series.
• CalcReturns
  This method calculates and returns the returns of a data series contained in an array. Since it deals with arrays of doubles as inputs, it can be used to chain together statistical calculations.
• CalcVolatility
  This method calculates and returns the volatility series of a data series contained in an array. Since it deals with arrays of doubles as inputs, it can be used to chain together statistical calculations.
• Correlation
  This method calculates and returns the average and standard deviation of the correlation series between two historical data series, or the correlation series itself.
• CorrelationRet
  This method calculates and returns the average and standard deviation of the correlation of returns series between two historical data series, or the correlation of returns series itself.
• CrossVolatility
  This function calculates and returns the average and standard deviation of the moving cross-volatility series between two historical data series, or the cross-volatility series itself.
• Difference
  This method calculates and returns either the average and standard deviation of the difference series between 2 historical data series, or the absolute difference series itself.
• DivYield
  This function calculates the dividend yield, given variant arrays as inputs. These arrays of dates, values and dividend types can be obtained from XvbLoadDivs or alternatively from user-defined variant arrays. For complete information on how dividends are managed and represented within Xenomorph click here.
• HistogramCorrelRet
  This method calculates and returns a rolling set of histograms over time for a given range of the correlation of returns series for two historical data series. A histogram tallies the number of occurrences of data values within specified intervals or bins. The function can be used to examine how the distribution of the correlation of returns changes over time, and also to give some empirical assessment of the probability that a correlation may fall within some given range. Three call options: 1. Default : adBinLevelsArr = null and nNumBins = 0. The values of dMinLevel of dMaxLevel are ignored. 2. Option 1: Specify adBinLevelsArr. The values of nNumBins, dMinLevel and dMaxLevel are ignored. 3. Option 2: adBinLevelsArr = null and nNumBins > 0. Specify the values of dMinLevel of dMaxLevel.
• MaxValue
  This method calculates and returns the maximum value of a single historical data series. The first date on which the maximum occurs is also returned.
• MinValue
  This method calculates and returns the minimum value of a single historical data series. The first date on which the minimum occurs is also returned.
• TimeAlign
  This method aligns two data series contained in variant arrays.
• TrackingError
  This method calculates and returns the average and standard deviation of the tracking error series between two historical data series, or the tracking volatility series itself.
• Volatility
  This method calculates and returns the average and standard deviation of the volatility series for a single historical data series, or the volatility series itself.