quant-pricer-cpp
Loading...
Searching...
No Matches
Public Attributes | List of all members
quant::risk::BacktestStats Struct Reference

#include <risk.hpp>

Public Attributes

double alpha
 
double lr_cc
 
double lr_ind
 
double lr_pof
 
unsigned long N
 
double p_cc
 
double p_ind
 
double p_pof
 
unsigned long T
 

Member Data Documentation

◆ alpha

double quant::risk::BacktestStats::alpha

◆ lr_cc

double quant::risk::BacktestStats::lr_cc

◆ lr_ind

double quant::risk::BacktestStats::lr_ind

◆ lr_pof

double quant::risk::BacktestStats::lr_pof

◆ N

unsigned long quant::risk::BacktestStats::N

◆ p_cc

double quant::risk::BacktestStats::p_cc

◆ p_ind

double quant::risk::BacktestStats::p_ind

◆ p_pof

double quant::risk::BacktestStats::p_pof

◆ T

unsigned long quant::risk::BacktestStats::T
The documentation for this struct was generated from the following file: