Hi,
I´m trying to calculate the VAR (RMV0) for a portfolio, but the system show me the Var calculation only per contract.
Does anyone knows if there´s a way to calculate for a group of transactions (portfolio)? I know that since the system give me the information per contract I can sum the results, but I don´t think this will be correct.
I added the information of the portfolio in the selection screen but the system only showed per contract
Hope someone can help me.
Regards
George Passini