To create a portfolio, you will need to submit both the portfolio itself and the settings of the simulations to be run.
Plutus:VaR supports various different asset classes, each with specific properties.

Below are the supported asset types and the attributes you can set for each type.
Once constructed, the portfolio can be submitted to the Plutus:VaR engine for risk analysis.

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Portfolio Structure

Your portfolio is defined as a JSON object containing various asset classes such as futures, options, stocks, and bonds.
Each asset type has required properties, allowing you to customize each holding in your portfolio.

For more advanced configuration options, including stress testing and customized volatility adjustments, refer to the API Reference.

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Portfolio Formats

You can build your portfolio using either the JSON format or the FPML format. Plutus:VaR supports both of these widely used formats, giving you flexibility in how you structure your portfolio data.

Create AccountSubmit Portfolio