risk_frtb_pla
FRTB P&L attribution test: Spearman and Kolmogorov-Smirnov metrics and the desk zone (MAR32). Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "risk_frtb_pla"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| request | No | ||
| rights_confirmed | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||