VaR Rep


VaR Rep is a direct subtype of Financial
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with functions VaR Rep Functions, keys VaR Rep keys and example object VaRRep

TYPE INCLUSION RELATIONSHIPS

Financial

VaR Rep

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Actual Horizon

Actual VaR

Actual VaR %

Calc Seconds

Calc Time

Confidence

Current Price

Info

Loss Density

Loss Probability

Report Horizon

Report Level

Report VaR

Report VaR %

Report VaR % Error

Report VaR Error

Scenarios

Sim Rep

VaR Spec

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TYPICAL OBJECTS OF TYPE VaR Rep

VaRRep

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This type represents the result of a Value at Risk calculation that may also include additional data generated during the calculation.