Module market 

Market risk kernels.

This module provides market risk analytics:

• Monte Carlo Value at Risk (VaR)
• Portfolio risk aggregation
• Expected Shortfall (CVaR)

Structs

MonteCarloVaR

Monte Carlo Value at Risk kernel.

MonteCarloVaRState

Monte Carlo VaR state for Ring mode operations.

PortfolioRiskAggregation

Portfolio risk aggregation kernel.