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文檔簡介
MeanP&L,SimulatedP&L,1%-ile(1-day),,1%-ile(10-day)
-2.518548387,-91.67414735,-318.36,,-1006.748949
StdevP&L,-141.7939246,,,
133.1305366,-2.126435483,1%1-dayVaR:,,318
,-36.40550874,1%10-dayVaR:,,1007
,-61.2445073,,,
,263.9983741,,,
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,-287.0637099,,,
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