IMsValueAtRiskBacktestingResult.QuadraticLossFunction

Fore Syntax

QuadraticLossFunction: Double;

Fore.NET Syntax

QuadraticLossFunction: System.Double;

Description

The QuadraticLossFunction property returns value of quadratic loss function.

Fore Example

The property use is given in IMsValueAtRiskTransform.Portfolio.

See also:

IMsValueAtRiskBacktestingResult