| RM_MC_CHOLESKY |
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Generates the Cholesky decomposition of a matrix |
Market Risk Analyzer |
| RM_MC_CONVERT_MATRIX |
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Adjusts the row/column indexes of the matrix |
Market Risk Analyzer |
| RM_MC_GENERATE_BOOTSTRAP_RULES |
X |
OBSOLETE Creates a simulated time series by bootstrapping |
Market Risk Analyzer |
| RM_MC_GENERATE_FIXED_VECTOR |
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Generates discretion for cumulated normal distribution function |
Market Risk Analyzer |
| RM_MC_GENERATE_LIKE_HISI |
X |
Creates a test time series (for comparison with historical simulation) |
Market Risk Analyzer |
| RM_MC_GENERATE_SMC_RULES |
X |
Creates a simulated time series using structurized Monte Carlo |
Market Risk Analyzer |
| RM_MC_MATRIX_MULTIPLICATION |
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Multiplies a matrix of category VTVVKMATRIX by a vector |
Market Risk Analyzer |
| RM_MC_ND_SERIE_BOX_MULLER |
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Generates a normally distributed sample (V=1 M=0) using Box-Muller |
Market Risk Analyzer |
| RM_MC_ND_SERIE_IND_BOX_MULLER |
X |
Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0) |
Market Risk Analyzer |
| RM_MC_ND_SERIE_IND_SG |
X |
Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0) |
Market Risk Analyzer |
| RM_MC_ND_SERIE_IND_TREE |
X |
Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0) |
Market Risk Analyzer |
| RM_MC_ND_SERIE_SG |
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Generates a normally distributed sample (variance = 1, average = 0) |
Market Risk Analyzer |
| RM_MC_ND_SERIE_TREE |
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Generates a normally distributed sample (variance = 1, average = 0) |
Market Risk Analyzer |
| RM_MC_VAR_COMPUTE |
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Special Aggregation for Monte Carlo Simulation |
Market Risk Analyzer |
| RM_MD_BDS_EXPORT |
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RM-BDS: Save Market Data in Area Data Cluster |
Market Risk Analyzer |
| RM_MD_BDS_IMPORT |
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RM-BDS: Save Market Data in Area Data Cluster |
Market Risk Analyzer |
| RM_MD_CR_READ_SEQUENCE |
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Interpolate Exchange Rates from Scenario Flow |
Market Risk Analyzer |
| RM_MD_EXPORT_TO_DATABASE |
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Export Market Data Cache to Index Database |
Market Risk Analyzer |
| RM_MD_EXPORT_TO_MEMORY |
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Export Market Data Cache to Memory |
Market Risk Analyzer |
| RM_MD_IMPORT_FROM_DATABASE |
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Import Maket Data Cache from Index Database |
Market Risk Analyzer |