IMsValueAtRiskBacktestingResult.AverageUncoveredRisk

Fore Syntax

AverageUncoveredRisk: Double;

Fore.NET Syntax

AverageUncoveredRisk: System.Double;

Description

The AverageUncoveredRisk property returns average uncovered risk.

Fore Example

The property use is given in IMsValueAtRiskTransform.Portfolio.

See also:

IMsValueAtRiskBacktestingResult