IMsValueAtRiskTransform.RandomWalk

Syntax

RandomWalk: Boolean;

Description

The RandomWalk property determines whether random walk hypothesis should be used.

Comments

Available values:

True. Use random walk hypothesis.
False. Do not use random walk hypothesis.

The DistinguishLongShortPositions property is used only in the Delta Normal method, that is, IMsValueAtRiskTransform.MethodType = MsValueAtRiskMethodType.DeltaNormal.

Example

The property use is given in the example for IMsValueAtRiskTransform.DistinguishLongShortPositions.