IMsValueAtRiskBacktesting

Assembly: Ms;

Description

The IMsValueAtRiskBacktesting interface is used to work with backtesting parameters.

Inheritance Hierarchy

          IMsValueAtRiskBacktesting

Comments

Backtesting is used in the Value-At-Risk model. Its parameters are returned by the IMsValueAtRiskTransform.Backtesting property.

Properties

  Property name Brief description
Enabled The Enabled property determines whether backtesting should be used.
Observations The Observations property determines the number of observations.
Result The Result property returns backtesting results.

See also:

Ms Assembly Interfaces