IMsValueAtRiskTransform.InstrumentDistribution

Syntax

InstrumentDistribution(Element: Integer): MsValueAtRiskDistributionType;

Parameters

Element. Index of dimension element that corresponds to financial tool.

Description

The InstrumentDistribution property determines the distribution of financial instruments.

Comments

The distribution must be set for each financial tool that is used in model calculation. Different tools can have the different distribution.

The InstrumentDistribution property is used only in the Monte-Carlo method, that is, IMsValueAtRiskTransform.MethodType = MsValueAtRiskMethodType.MonteCarlo.

Example

The property use is given in IMsValueAtRiskTransform.Portfolio.