Financial: cosmetics

src/Numerics/Financial/AbsoluteReturnMeasures.cs

@@ -28,13 +28,13 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Statistics;
+
 namespace MathNet.Numerics.Financial
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using Statistics;
-
     public static class AbsoluteReturnMeasures
     {
         /// <summary>
@@ -47,16 +47,14 @@ namespace MathNet.Numerics.Financial
                 throw new ArgumentNullException("data");
             }
 
-            var samples = data.Count();
+            int count = 0;
-            if (samples == 0)
-                return double.NaN;
-
             double compoundReturn = 1.0;
             foreach (var item in data)
             {
+                count++;
                 compoundReturn *= (1 + item);
             }
-            return Math.Pow(compoundReturn, 1.0 / samples) - 1.0;
+            return count == 0 ? double.NaN : Math.Pow(compoundReturn, 1.0/count) - 1.0;
         }
 
         /// <summary>
@@ -72,8 +70,7 @@ namespace MathNet.Numerics.Financial
                 throw new ArgumentNullException("data");
             }
 
-            var gains = data.Where(x => x >= 0);
+            return data.Where(x => x >= 0).Mean();
-            return gains.Mean();
         }
 
         /// <summary>
@@ -89,8 +86,7 @@ namespace MathNet.Numerics.Financial
                 throw new ArgumentNullException("data");
             }
 
-            var losses = data.Where(x => x < 0);
+            return data.Where(x => x < 0).Mean();
-            return losses.Mean();
         }
     }
 }

src/Numerics/Financial/AbsoluteRiskMeasures.cs

@@ -28,13 +28,13 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Statistics;
+
 namespace MathNet.Numerics.Financial
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using Statistics;
-
     public static class AbsoluteRiskMeasures
     {
         //Note: The following statistics would be condidered an absolute risk statistic in the finance realm as well.
@@ -56,8 +56,7 @@ namespace MathNet.Numerics.Financial
                 throw new ArgumentNullException("data");
             }
 
-            var gains = data.Where(x => x >= 0);
+            return data.Where(x => x >= 0).StandardDeviation();
-            return gains.StandardDeviation();
         }
 
         /// <summary>
@@ -72,8 +71,7 @@ namespace MathNet.Numerics.Financial
                 throw new ArgumentNullException("data");
             }
 
-            var losses = data.Where(x => x < 0);
+            return data.Where(x => x < 0).StandardDeviation();
-            return losses.StandardDeviation();
         }
 
         /// <summary>
@@ -90,8 +88,7 @@ namespace MathNet.Numerics.Financial
                 throw new ArgumentNullException("data");
             }
 
-            var belowMARData = data.Where(x => x < minimalAcceptableReturn);
+            return data.Where(x => x < minimalAcceptableReturn).StandardDeviation();
-            return belowMARData.StandardDeviation();
         }
 
         /// <summary>

src/UnitTests/FinancialTests/CompoundMonthlyReturnTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,15 +28,13 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using MathNet.Numerics.Financial;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using System.Text;
-    using MathNet.Numerics.Financial;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class CompoundMonthlyReturnTests

src/UnitTests/FinancialTests/DownsideDeviationTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,15 +28,15 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class DownsideDeviationTests

src/UnitTests/FinancialTests/GainLossRatioTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,15 +28,15 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class GainLossRatioTests

src/UnitTests/FinancialTests/GainMeanTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,14 +28,14 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class GainMeanTests

src/UnitTests/FinancialTests/GainStandardDeviationTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,15 +28,15 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class GainStandardDeviationTests

src/UnitTests/FinancialTests/LossMeanTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,14 +28,14 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class LossMeanTests

src/UnitTests/FinancialTests/LossStandardDeviationTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,15 +28,15 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class LossStandardDeviationTests

src/UnitTests/FinancialTests/SemiDeviationTests.cs

@@ -3,7 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// Copyright (c) 2009-2010 Math.NET
+//
+// Copyright (c) 2009-2013 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -12,8 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -24,15 +28,15 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Financial;
+using MathNet.Numerics.Statistics;
+using NUnit.Framework;
+
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
-    using System;
-    using System.Collections.Generic;
-    using System.Linq;
-    using MathNet.Numerics.Financial;
-    using MathNet.Numerics.Statistics;
-    using NUnit.Framework;
-
     [TestFixture]
     [Category("FinancialTests")]
     public class SemiDeviationTests