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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

DRC - IMA

The default risk charge under IMA approach, as if all positions were approved for IMA

DRC PnL Expand

The simulated PL vectors - input data for the DRC VaR calculation

DRC Scenario Rank

Simulated PL rank for each DRC Scenario