Module messages 

Message types for Risk Analytics kernels.

This module defines input/output types for batch execution of risk analytics kernels and Ring kernel messages for K2K communication.

Structs

CreditRiskBatchInput

Input for batch credit risk scoring from exposures.

CreditRiskBatchOutput

Output from batch credit risk scoring.

CreditRiskScoringInput

Input for credit risk scoring.

CreditRiskScoringOutput

Output from credit risk scoring.

MonteCarloVaRInput

Input for Monte Carlo VaR calculation.

MonteCarloVaROutput

Output from Monte Carlo VaR calculation.

PortfolioRiskAggregationInput

Input for portfolio risk aggregation.

PortfolioRiskAggregationOutput

Output from portfolio risk aggregation.

StressTestingBatchInput

Input for batch stress testing.

StressTestingBatchOutput

Output from batch stress testing.

StressTestingInput

Input for stress testing.

StressTestingOutput

Output from stress testing.