ConditionalDistributionMetrics.cs

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using System;
using System.Runtime.Serialization;
using AnalyzeRe.Attributes;
 
namespace AnalyzeRe.Metrics
{
    public class ConditionalDistributionMetrics : APIType
    {
        [DataMember(Order = 2)]
        [PropertyAlias(new[] { "VaR", "CoVaR" })]
        public double min { get; set; } = Double.NaN;
 
        [DataMember(Order = 3)]
        [PropertyAlias(new[] { "TVaR", "CoTVaR" })]
        public double mean { get; set; } = Double.NaN;
 
        [DataMember(Order = 4)]
        public double covariance { get; set; } = Double.NaN;
 
        [DataMember(Order = 5)]
        public double correlation { get; set; } = Double.NaN;
    }
}