C# Class FastQuant.Statistics.SortinoRatio

Inheritance: PortfolioStatisticsItem
Datei anzeigen Open project: fastquant/fastquant.dll

Protected Properties

Property Type Description
avgReturnPercent PortfolioStatisticsItem
downsideRisk 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

avgReturnPercent protected_oe property

protected PortfolioStatisticsItem avgReturnPercent
return PortfolioStatisticsItem

downsideRisk protected_oe property

protected PortfolioStatisticsItem downsideRisk
return PortfolioStatisticsItem