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Risk Factors and ACTUS Simulation Script

Here we describe a script sequence of commands which:

  • Defines and stores some sample risk factors and risk scenarios in the (mongodb) risk factor store installed as part of ACTUS Basic Quickstart.
  • Defines some sample ACTUS contracts.
  • Runs ACTUS simulations using the sample contracts and the predefined saved risk factors.

The simulation requests return cashflows as JSON text strings.