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The "RsvServiceStatus" function

Portfolio Risk Service" module

The RsvServiceStatus function provides information on permissible parameters for the RsvValueAtRisk function as well as the last date on which precalculations were carried out and the date on which the next precalculation is planned. The function does not expect any parameters. The values that can be queried on the returned object (RsvStatusObject) are as follows:

  • RsvLastDate: The function returns the last date on which precalculations were carried out.
  • RsvNextDate: The function returns the date on which the next precalculation is planned.
  • RsvVarTypes: The function provides the key risk figures that can be calculated.
  • RsvTimeHorizons: The function provides the time horizons for which key risk figures can be calculated, expressed in ISO format.
  • RsvCurrencies: The function provides possible evaluation currencies.
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