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Ms > Ms Assembly Interfaces > IMsValueAtRiskBacktestingResult > IMsValueAtRiskBacktestingResult.QuadraticLossFunction

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