tweag / value-at-risk-poc

Proof-of-concept of a portfolio risk analysis tool
http://value-at-risk-poc.herokuapp.com
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Separate securities factory from calculation #5

Open jgarber opened 6 years ago

jgarber commented 6 years ago

It would be nice to pull out securities generation into a factory so clients can see how much/little code is driving VaR calculations and how much would be avoided if we had a real dataset.