ValueAtRisk Class

Namespace: OberMind.Statistics
Assembly: OberMind (in OberMind.dll)

public class ValueAtRisk : PortfolioStatisticsItem

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public ref class ValueAtRisk : public PortfolioStatisticsItem^

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public class ValueAtRisk 
   extends PortfolioStatisticsItem

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Properties

	Name	Description
	Category
	Clock	(inherited from PortfolioStatisticsItem).
	Description	(inherited from PortfolioStatisticsItem).
	EmitId	(inherited from PortfolioStatisticsItem).
	Format	(inherited from PortfolioStatisticsItem).
	Level
	LongValue	(inherited from PortfolioStatisticsItem).
	LongValues	(inherited from PortfolioStatisticsItem).
	Name
	ShortValue	(inherited from PortfolioStatisticsItem).
	ShortValues	(inherited from PortfolioStatisticsItem).
	Show	(inherited from PortfolioStatisticsItem).
	TotalValue	(inherited from PortfolioStatisticsItem).
	TotalValues	(inherited from PortfolioStatisticsItem).
	Type

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Methods

	Name	Description
	Emit()	(inherited from PortfolioStatisticsItem).
	OnClear()	(inherited from PortfolioStatisticsItem).
	OnEquity(double)	(inherited from PortfolioStatisticsItem).
	OnFill(Fill)	(inherited from PortfolioStatisticsItem).
	OnInit()
	OnPositionChanged(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionClosed(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionOpened(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionSideChanged(Position)	(inherited from PortfolioStatisticsItem).
	OnRoundTrip(TradeInfo)	(inherited from PortfolioStatisticsItem).
	OnStatistics(PortfolioStatisticsItem)
	OnTransaction(Transaction)	(inherited from PortfolioStatisticsItem).
	Subscribe(int)	(inherited from PortfolioStatisticsItem).
	Unsubscribe(int)	(inherited from PortfolioStatisticsItem).

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Fields

	Name	Description
	longValue	(inherited from PortfolioStatisticsItem).
	longValues	(inherited from PortfolioStatisticsItem).
	pnls
	portfolio	(inherited from PortfolioStatisticsItem).
	shortValue	(inherited from PortfolioStatisticsItem).
	shortValues	(inherited from PortfolioStatisticsItem).
	statistics	(inherited from PortfolioStatisticsItem).
	totalValue	(inherited from PortfolioStatisticsItem).
	totalValues	(inherited from PortfolioStatisticsItem).

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Inheritance Hierarchy

OberMind.PortfolioStatisticsItem

OberMind.Statistics.ValueAtRisk

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ValueAtRisk Class

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