Class PortfolioRiskResult

java.lang.Object
neqsim.process.safety.risk.portfolio.PortfolioRiskResult
All Implemented Interfaces:
Serializable
public class PortfolioRiskResult extends Object implements Serializable
Results from Portfolio Risk Analysis.

Contains aggregated results from multi-asset Monte Carlo simulation, including portfolio-level statistics, asset contributions, common cause impacts, and diversification benefits.

Version:
1.0
Author:
NeqSim Development Team
See Also:

  • Field Details

    • serialVersionUID

      private static final long serialVersionUID
      See Also:

    • analysisName

      private String analysisName
      Analysis name.

    • numberOfSimulations

      private int numberOfSimulations
      Number of simulations.

    • simulationPeriodYears

      private double simulationPeriodYears
      Simulation period in years.

    • totalMaxProduction

      private double totalMaxProduction

    • totalExpectedProduction

      private double totalExpectedProduction

    • portfolioAvailability

      private double portfolioAvailability

    • expectedPortfolioLoss

      private double expectedPortfolioLoss

    • portfolioLossStdDev

      private double portfolioLossStdDev

    • p10PortfolioLoss

      private double p10PortfolioLoss

    • p50PortfolioLoss

      private double p50PortfolioLoss

    • p90PortfolioLoss

      private double p90PortfolioLoss

    • p99PortfolioLoss

      private double p99PortfolioLoss

    • maxPortfolioLoss

      private double maxPortfolioLoss

    • expectedCommonCauseLoss

      private double expectedCommonCauseLoss

    • commonCauseFraction

      private double commonCauseFraction

    • diversificationBenefit

      private double diversificationBenefit

    • assetResults

      private List<PortfolioRiskResult.AssetResult> assetResults

  • Constructor Details

    • PortfolioRiskResult

      public PortfolioRiskResult(String analysisName)
      Creates a portfolio risk result.
      Parameters:
      analysisName - name of analysis

  • Method Details

    • setNumberOfSimulations

      public void setNumberOfSimulations(int n)

    • setSimulationPeriodYears

      public void setSimulationPeriodYears(double years)

    • setTotalMaxProduction

      public void setTotalMaxProduction(double prod)

    • setTotalExpectedProduction

      public void setTotalExpectedProduction(double prod)

    • setPortfolioAvailability

      public void setPortfolioAvailability(double avail)

    • setExpectedPortfolioLoss

      public void setExpectedPortfolioLoss(double loss)

    • setPortfolioLossStdDev

      public void setPortfolioLossStdDev(double stdDev)

    • setP10PortfolioLoss

      public void setP10PortfolioLoss(double loss)

    • setP50PortfolioLoss

      public void setP50PortfolioLoss(double loss)

    • setP90PortfolioLoss

      public void setP90PortfolioLoss(double loss)

    • setP99PortfolioLoss

      public void setP99PortfolioLoss(double loss)

    • setMaxPortfolioLoss

      public void setMaxPortfolioLoss(double loss)

    • setExpectedCommonCauseLoss

      public void setExpectedCommonCauseLoss(double loss)

    • setCommonCauseFraction

      public void setCommonCauseFraction(double fraction)

    • setDiversificationBenefit

      public void setDiversificationBenefit(double benefit)

    • addAssetResult

      public void addAssetResult(PortfolioRiskResult.AssetResult result)

    • getAnalysisName

      public String getAnalysisName()

    • getNumberOfSimulations

      public int getNumberOfSimulations()

    • getSimulationPeriodYears

      public double getSimulationPeriodYears()

    • getTotalMaxProduction

      public double getTotalMaxProduction()

    • getTotalExpectedProduction

      public double getTotalExpectedProduction()

    • getPortfolioAvailability

      public double getPortfolioAvailability()

    • getExpectedPortfolioLoss

      public double getExpectedPortfolioLoss()

    • getPortfolioLossStdDev

      public double getPortfolioLossStdDev()

    • getP10PortfolioLoss

      public double getP10PortfolioLoss()

    • getP50PortfolioLoss

      public double getP50PortfolioLoss()

    • getP90PortfolioLoss

      public double getP90PortfolioLoss()

    • getP99PortfolioLoss

      public double getP99PortfolioLoss()

    • getMaxPortfolioLoss

      public double getMaxPortfolioLoss()

    • getExpectedCommonCauseLoss

      public double getExpectedCommonCauseLoss()

    • getCommonCauseFraction

      public double getCommonCauseFraction()

    • getDiversificationBenefit

      public double getDiversificationBenefit()

    • getAssetResults

      public List<PortfolioRiskResult.AssetResult> getAssetResults()

    • getValueAtRisk

      public double getValueAtRisk(int confidencePercent)
      Gets Value at Risk at specified confidence level.
      Parameters:
      confidencePercent - confidence level (e.g., 95, 99)
      Returns:
      VaR value

    • getNormalZ

      private double getNormalZ(double confidence)

    • toMap

      public Map<String,Object> toMap()
      Converts to map for JSON serialization.
      Returns:
      map representation

    • toJson

      public String toJson()
      Converts to JSON string.
      Returns:
      JSON representation

    • toReport

      public String toReport()
      Generates summary report.
      Returns:
      report string

    • toString

      public String toString()
      Overrides:
      toString in class Object