PerformanceNode class
Quantitative finance family — class
Performance metrics calculator node.
Members
| Member | Kind | Description |
|---|---|---|
bool IncludeDrawdown | Property | Gets or sets the include drawdown. |
bool IncludeSharpe | Property | Gets or sets the include sharpe. |
double RiskFreeRate | Property | Gets or sets the risk free rate. |
PerformanceNode() | Method | Initializes a new instance of the PerformanceNode class. |