VaRNode class
Quantitative finance family — class
Value at Risk (VaR) and Conditional VaR calculator.
Members
| Member | Kind | Description |
|---|---|---|
double ConfidenceLevel | Property | Gets or sets the confidence level. |
string Method | Property | Gets or sets the method. |
int WindowSize | Property | Gets or sets the window size. |
VaRNode() | Method | Initializes a new instance of the VaRNode class. |