IMsValueAtRiskTransform.Backtesting

Syntax

Backtesting: 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.

Example

The property use is given in IMsValueAtRiskTransform.Portfolio.

See also:

IMsValueAtRiskTransform