IMsValueAtRiskTransform.Backtesting

Fore Syntax

Backtesting: IMsValueAtRiskBacktesting;

Fore.NET Syntax

Backtesting: Prognoz.Platform.Interop.Ms.IMsValueAtRiskBacktesting;

Description

The Backtesting property returns backtesting results.

Comments

The backtesting procedure is executed at the same time with calculation of the VaR model value. The IMsValueAtRiskBacktesting.Enabled property determines whether the backtesting is executed.

Fore Example

The property use is given in IMsValueAtRiskTransform.Portfolio.

See also:

IMsValueAtRiskTransform