risk_var_attribution
Parametric normal VaR and ES with Euler contributions and incremental VaR per position. 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_var_attribution"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| request | No | ||
| rights_confirmed | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||