Stochastic Processes


Key _Stochastic Processes in
VaR Spec refers to the array of stochastic processes (objects of type Stoch Process) that drive the simulation of the risk factors.
The correlations in table
Correlation correspond to the processes here.

Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.