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system 10.5 of 04/10/2024,
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FORESIGHT
The MsValueAtRiskDistributionType enumeration contains types of distribution for the financial instrument.
It is used by the following property:
| Value | Brief description |
| 0 | Normal. Normal (Gaussian) distribution. |
| 1 | Student. Student distribution. |
| 2 | ChiSquared. Chi-square distribution. |
| 3 | DoubleSidedExponential. Double-sided exponential distribution. |
| 4 | Weibull. Weibull distribution. |
| 5 | Gamma. Gamma-distribution. |
| 6 | Uniform. Uniform distribution. |
Distribution for the financial tools is used in the ValueAtRisk model that is calculated by the Monte Carlo method.
See also: