MarketRiskBacktest::SummaryResults Struct Reference

Used to store results for writing rows in the summary report. More...

#include <orea/engine/marketriskbacktest.hpp>

Public Attributes
QuantLib::Size	observations
QuantLib::Real	callValue
QuantLib::Size	callExceptions
QuantLib::Real	postValue
QuantLib::Size	postExceptions
std::vector< QuantLib::Size >	bounds

Detailed Description

Used to store results for writing rows in the summary report.