Report Type


Report Type refers to List of various types that define what kind of data should be generated and reported alongside with the VaR calculation.

The following information can be also generated by setting
Report Distribution entry of the Simulation Mdl object to true
The cumulative probability function of the tradable price at the VaR horizon time.
The probability density function of the tradable price at the VaR horizon time.
The cumulative probability function of the loss realized at the VaR horizon time.
The probability density function of the loss realized at the VaR horizon time.

All paths generated during the simulation may be also reported by setting
Simulated Values entry of the Simulation Mdl object to true
Available Report Type types:
Level 0
Level 1