IMsValueAtRiskBacktestingResult.CoveringFactor

Fore Syntax

CoveringFactor: Double;

Fore.NET Syntax

CoveringFactor: System.Double;

Description

The CoveringFactor property returns value of multiple to obtain coverage.

Fore Example

The property use is given in IMsValueAtRiskTransform.Portfolio.

See also:

IMsValueAtRiskBacktestingResult