IMsValueAtRiskTransform.MethodType

Syntax

MethodType: MsValueAtRiskMethodType;

Description

The MethodType property determines model calculation method.

Comments

Depending on the value of MethodType it is necessary to set additional parameters:

MsValueAtRiskMethodType.DeltaNormal:
MsValueAtRiskMethodType.Historic. Additional parameters do not need to be determined.
MsValueAtRiskMethodType.MonteCarlo:
- IMsValueAtRiskTransform.InstrumentDistribution.
- IMsValueAtRiskTransform.UseCholeskyFactorization.

Example

The property use is given in IMsValueAtRiskTransform.Portfolio.

See also:

IMsValueAtRiskTransform