risk_stress-test
Stress-test your portfolio against multiple scenarios, such as market crash or rate hike, and obtain P&L breakdown per scenario.
Instructions
Portfolio stress test across multiple scenarios.
Use when stress-testing a portfolio against multiple scenarios. Provide portfolio weights, asset returns, and scenario definitions (e.g. market crash, rate hike). Returns: portfolio P&L under each scenario with component-level breakdown.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| positions | Yes | Array of portfolio positions | |
| scenarios | Yes | Array of stress scenarios to evaluate |