Seeded Mulberry32 Monte Carlo Percentile, VaR & Tail-Risk Simulator
simulate_monte_carlo_riskRuns a reproducible seeded Mulberry32 Monte Carlo simulation over uncertain cost, latency, or duration variables to compute P10/P50/P90/P95 percentiles, Value-at-Risk (VaR), and CVaR. Use when modeling stochastic uncertainty, tail risk (VaR/CVaR), and probability of meeting a budget or SLA target; for evaluating deterministic single-point algebraic formulas or exact NPV/IRR cashflows, use evaluate_deterministic_math instead. Read-only edge call (32 KB, 60 RPM): accepts 'variables_json' (with enum defaults), uses '?demo=true' or L402 (70 sats); HTTP 400 if invalid.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| variables_json | Yes | JSON array of stochastic variables (e.g. name, min, mode, max) to simulate. | |
| distribution_model | No | Probability distribution family applied to each variable; defaults to 'triangular_pert' when omitted. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| percentiles | Yes | Computed p10, p50_median, p90, p95, and p99 outcome distribution percentiles. | |
| trials_executed | Yes | Number of seeded Monte Carlo trials executed. | |
| value_at_risk_95 | Yes | 95% Value-at-Risk (VaR_95) threshold. | |
| conditional_tail_expectation_95 | Yes | 95% Conditional Tail Expectation (CVaR_95 / Expected Shortfall) across the worst 5% of trials. |