C# Class FastQuant.Statistics.MARRatio

Inheritance: PortfolioStatisticsItem
Show file Open project: fastquant/fastquant.dll

Protected Properties

Property Type Description
cagr PortfolioStatisticsItem
maxDrawdownPercent PortfolioStatisticsItem

Protected Methods

Method Description
OnInit ( ) : void
OnStatistics ( PortfolioStatisticsItem statistics ) : void

Method Details

OnInit() protected method

protected OnInit ( ) : void
return void

OnStatistics() protected method

protected OnStatistics ( PortfolioStatisticsItem statistics ) : void
statistics PortfolioStatisticsItem
return void

Property Details

cagr protected property

protected PortfolioStatisticsItem cagr
return PortfolioStatisticsItem

maxDrawdownPercent protected property

protected PortfolioStatisticsItem maxDrawdownPercent
return PortfolioStatisticsItem