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Risk analytics types and data structures.
Structs§
- Credit
Exposure - Credit exposure for a single obligor.
- Credit
Factors - Credit scoring factors for an obligor.
- Credit
Risk Result - Result of credit risk scoring.
- Portfolio
- A portfolio of assets for risk analysis.
- Portfolio
Risk Result - Portfolio risk aggregation result.
- Risk
Factor - Market risk factor.
- Sensitivity
- Sensitivity of a position to risk factors.
- Stress
Scenario - A stress scenario definition.
- Stress
Test Result - Result of stress testing.
- VaRParams
- Value at Risk calculation parameters.
- VaRResult
- Result of VaR calculation.
Enums§
- Risk
Factor Type - Type of risk factor.