Step 3: Reading out the result

Module "Portfolio Service Extended Portfolio Analysis"

ValueAtRisk.confidence→number

Result: The confidence level of the value at risk.

ValueAtRisk.period→number

Result: The forecast periods of the value at risk.

ValueAtRisk.ExposureInValuationCurrency→Number

Result: Risk exposure (market value) in evaluation currency (i.e. currency of the underlying ValueAtRiskCalculationObject).

ValueAtRisk.RiskInEvaluationCurrency→Number

Result: Risk (VaR) in evaluation currency (i.e. currency of the underlying ValueAtRiskCalculationObject).

Result: The risk factors that were included in the determination of this VaR. In the simple VaR model, this list is always empty, as there is no separate breakdown by risk factor.

DiscountFactor.term→number

Result: Remaining term of the discount factor in days (1 year = 360 days).

DiscountFactor.currency→Currency

Result: The currency of the discount factor.