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DecemberReviewProgramInstructions.txt
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DecemberReviewProgramInstructions.txt
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Instructions to run interim Value at Risk (VaR) program.
Standard usage: java -jar ValueAtRisk.jar <parameterFile.csv> <computationMethod>
First command line argument accepted is the location of the parameter file which contains information about the location of the historical price data and the respective investments made.
Second command line argument is the method of computing VaR, 0 is Model Building, 1 is Historical Simulation, 2 is Monte Carlo Simulation.
Usage/help: java -jar ValueAtRisk.jar
java -jar ValueAtRisk.jar help
download jar file from repository location: https://svn.cs.rhul.ac.uk/personal/zvac052/Value%20at%20Risk/tags/InterimSubmission/ValueAtRisk.jar
also download the sample parameter and historical stock price data files from: https://svn.cs.rhul.ac.uk/personal/zvac052/Value%20at%20Risk/tags/InterimSubmission/testing/
You may have to note down the file locations in the parameter files or modify them to suit your needs.
testParams2.csv assumes all stock data is in same folder as itself for example.
for simplicity, keep jar file, parameter files and stock price data files in adjacent/same directories = program folder.
open a command prompt in program folder (Shift+Right Click in program folder > Open command window here) or navigate to it in command prompt
type in java -jar ValueAtRisk.jar testParams2.csv 0|1|2
program will output the method of computing VaR it has deduced from the input
program may also inform of any problems with the files provided
depending on the mode of computing VaR specified, the program will prompt for a confidence level and time period to compute VaR for
supply these and the program will output its results.