Assembly: Ms;
The IMsValueAtRiskBacktesting interface is used to work with backtesting parameters.
IMsValueAtRiskBacktesting
Backtesting is used in the Value-At-Risk model. Its parameters are returned by the IMsValueAtRiskTransform.Backtesting property.
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: