Level 1

Subtype of Report Type

An object of type
VaR Rep is returned that includes the folowing:
The requested VaR number.
The standard error associated with the requested VaR number.
The VaR numbers corresponding to 95% and 99% confidence intervals.
The standard errors associated with the VaR numbers corresponding to 95% and 99% confidence intervals.
The calculated spot price of the referenced tradable.