Historical Simulation VaR

Last updated 9 November 2026

Function reference › Value at Risk (VaR) › Historical

61 GIAnalyzer functions for Excel. Optional arguments are shown in [brackets].

GIA_VaR_Historical_BondPortfolioChangeOnDate

Returns the change in the yield curve, FX rate or Credit Spread on the provided date.

GIA_VaR_Historical_BondPortfolioChangeOnDate(HYieldCurves, CurrencyData, SpreadData, VDate, Horizon, StartDate, EndDate, ChangeDate, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Change in the yield curve, FX rate or Credit Spread on the provided date

Argument	Use	Description
`HYieldCurves`	Required	The array of historical yield curves.
`CurrencyData`	Required	The array of historical currency curves.
`SpreadData`	Required	The array of historical credit spreads by rating.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ChangeDate`	Required	Which date's change to return.
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, Spread)
`RiskFactor`	Required	Which bond market, FX pair, Rating class' change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_BondPortfolioDateOfScenario

Returns the date corresponding to the n-th worst scenario of a Bond portfolio, given historical prices.

GIA_VaR_Historical_BondPortfolioDateOfScenario(Portfolio, HYieldCurves, CurrencyData, SpreadData, VDate, Horizon, StartDate, EndDate, WhichScenario, Interpolation, ValueCalcType, InputFilter, VaRCurrency)

Returns: Date corresponding to the n-th worst scenario of a Bond portfolio

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`HYieldCurves`	Required	The array of historical yield curves.
`CurrencyData`	Required	The array of historical currency curves.
`SpreadData`	Required	The array of historical credit spreads by rating.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichScenario`	Required	Which scenario's date to return.
`Interpolation`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (KR, FullValuation).
`InputFilter`	Required	Whether to trim the portfolio down to only some assets (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_BondPortfolioDateOrChange

Returns the date corresponding to the VaR scenario of a Bond portfolio, given historical prices.

GIA_VaR_Historical_BondPortfolioDateOrChange(Portfolio, HYieldCurves, CurrencyData, SpreadData, VDate, Horizon, StartDate, EndDate, ConfidenceLevel, Interpolation, ValueCalcType, InputFilter, VaRCurrency, PercentileCalcMethod, OutputType, IfContinuous, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Date corresponding to the VaR scenario of a Bond portfolio

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`HYieldCurves`	Required	The array of historical yield curves.
`CurrencyData`	Required	The array of historical currency curves.
`SpreadData`	Required	The array of historical credit spreads by rating.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ConfidenceLevel`	Required	The VaR confidence level.
`Interpolation`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (KR, FullValuation).
`InputFilter`	Required	Whether to trim the portfolio down to only some assets (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutputType`	Required	The type of output (Date, Change).
`IfContinuous`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, Spread)
`RiskFactor`	Required	Which bond market, FX pair, Rating class' change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_BondPortfolioRisk

Returns the risk (DV01, Macaulay duration or Modified duration) of a bond portfolio.

GIA_VaR_Historical_BondPortfolioRisk(Portfolio, HYieldCurves, CurrencyData, SpreadData, VDate, Horizon, StartDate, EndDate, WhichDate, Interpolation, InputFilter, OutputFilter, VaRCurrency, RM)

Returns: Risk (DV01, Macaulay duration or Modified duration) of a bond portfolio

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`HYieldCurves`	Required	The array of historical yield curves.
`CurrencyData`	Required	The array of historical currency curves.
`SpreadData`	Required	The array of historical credit spreads by rating.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichDate`	Required	Which date's return to calculate.
`Interpolation`	Required	The interpolation method.
`InputFilter`	Required	Whether to trim the portfolio down to only some assets (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`RM`	Required	The risk measure type (DV01, MacaulayDuration, ModifiedDuration)

GIA_VaR_Historical_BondPortfolioValueOrPL

Returns the simulated value of a Bond portfolio at the chosen date, given historical prices.

GIA_VaR_Historical_BondPortfolioValueOrPL(Portfolio, HYieldCurves, CurrencyData, SpreadData, VDate, Horizon, StartDate, EndDate, WhichDate, Interpolation, ValueCalcType, InputFilter, OutputFilter, VaRCurrency, PLOrValue)

Returns: Simulated value of a Bond portfolio at the chosen date

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`HYieldCurves`	Required	The array of historical yield curves.
`CurrencyData`	Required	The array of historical currency curves.
`SpreadData`	Required	The array of historical credit spreads by rating.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichDate`	Required	Which date's return to calculate.
`Interpolation`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (KR, FullValuation).
`InputFilter`	Required	Whether to trim the portfolio down to only some assets (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_BondPortfolioVaR

Returns the value at risk of a bond portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_BondPortfolioVaR(Portfolio, HYieldCurves, CurrencyData, SpreadData, VDate, Horizon, StartDate, EndDate, ConfidenceLevel, Interpolation, ValueCalcType, InputFilter, OutputFilter, VaRType, VaRCurrency, PercentileCalcMethod)

Returns: Value at risk of a bond portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`HYieldCurves`	Required	The array of historical yield curves.
`CurrencyData`	Required	The array of historical currency curves.
`SpreadData`	Required	The array of historical credit spreads by rating.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ConfidenceLevel`	Required	The VaR confidence level.
`Interpolation`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (KR, FullValuation).
`InputFilter`	Required	Whether to trim the portfolio down to only some assets (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).

GIA_VaR_Historical_CombinedIRDPortfolioChangeOnDate

Returns the date corresponding to the VaR scenario of a Bond portfolio, given historical prices.

GIA_VaR_Historical_CombinedIRDPortfolioChangeOnDate(FX_M, FX_H, EQ_M, EQ_H, EQ_DH, B_HCurves, B_HSp, Interp, IND_HInf, IND_HCPI, IND_DH, VLag, VDate, SDate, Horizon, Start, End, ChangeDate, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Date corresponding to the VaR scenario of a Bond portfolio

Argument	Use	Description
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`ChangeDate`	Required	Which date's change to return.
`RiskFactorGroup`	Required	Which variable's change to return (FX, EQ, Curve, Spread)
`RiskFactor`	Required	Which bond market, FX pair, Rating class' change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_CombinedIRDPortfolioDateOfScenario

Returns the date corresponding to the n-th worst scenario of an Equity+FX+Bond portfolio, given historical prices.

GIA_VaR_Historical_CombinedIRDPortfolioDateOfScenario(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, IRD_P, VDate, SDate, Horizon, Start, End, WhichScenario, Comp, Days, CCY)

Returns: Date corresponding to the n-th worst scenario of an Equity+FX+Bond portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`WhichScenario`	Required	Which scenario's date to return.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_CombinedIRDPortfolioDateOrChange

Returns the date corresponding to the VaR scenario of a Bond portfolio, given historical prices.

GIA_VaR_Historical_CombinedIRDPortfolioDateOrChange(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, Conf, PercCalc, CCY, Out, IfCont, RFGroup, RF, RFT)

Returns: Date corresponding to the VaR scenario of a Bond portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Conf`	Required	The VaR confidence level.
`PercCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`CCY`	Required	Which currency to calculate the VaR in.
`Out`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RFGroup`	Required	Which variable's change to return (Curve, FX, Spread)
`RF`	Required	Which bond market, FX pair, Rating class' change to return.
`RFT`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_CombinedIRDPortfolioDATES

GIA_VaR_Historical_CombinedIRDPortfolioDATES(FX_Present, FX_M, FX_H, EQ_Present, EQ_M, EQ_H, EQ_DH, Bond_Present, B_HCurves, B_HSp, Interp, B_CalcT, IND_Present, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, IRD_Present, VDate, SDate, Horizon, Start, End)

Argument	Use	Description
`FX_Present`	Required	Whether FX data is present.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_Present`	Required	Whether EQ data is present.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`Bond_Present`	Required	Whether bond data is present.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_Present`	Required	Whether IND data is present.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_Present`	Required	Whether IRD data is present.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.

GIA_VaR_Historical_CombinedIRDPortfolioValueOrPL

Returns the simulated value of an Equity+FX+Bond portfolio at the chosen date, given historical prices.

GIA_VaR_Historical_CombinedIRDPortfolioValueOrPL(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, IRD_P, VDate, SDate, Horizon, Start, End, WhichDate, Comp, Days, CCY, PnLOrValue)

Returns: Simulated value of an Equity+FX+Bond portfolio at the chosen date

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`WhichDate`	Required	Which date's return to calculate.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`PnLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_CombinedIRDPortfolioVaR

Returns the value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_CombinedIRDPortfolioVaR(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, Conf, PercCalc, CCY, OutFilter, VaRType)

Returns: Value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Conf`	Required	The VaR confidence level.
`PercCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`CCY`	Required	Which currency to calculate the VaR in.
`OutFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_CombinedPortfolioChangeOnDate

Returns the date corresponding to the VaR scenario of a Bond portfolio, given historical prices.

GIA_VaR_Historical_CombinedPortfolioChangeOnDate(FX_M, FX_H, EQ_M, EQ_H, EQ_DH, B_HCurves, B_HSp, Interp, IND_HInf, IND_HCPI, IND_DH, VLag, VDate, SDate, Horizon, Start, End, ChangeDate, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Date corresponding to the VaR scenario of a Bond portfolio

Argument	Use	Description
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`ChangeDate`	Required	Which date's change to return.
`RiskFactorGroup`	Required	Which variable's change to return (FX, EQ, Curve, Spread)
`RiskFactor`	Required	Which bond market, FX pair, Rating class' change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_CombinedPortfolioDateOfScenario

Returns the date corresponding to the n-th worst scenario of an Equity+FX+Bond portfolio, given historical prices.

GIA_VaR_Historical_CombinedPortfolioDateOfScenario(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, VDate, SDate, Horizon, Start, End, WhichScenario, Comp, Days, CCY)

Returns: Date corresponding to the n-th worst scenario of an Equity+FX+Bond portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`WhichScenario`	Required	Which scenario's date to return.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_CombinedPortfolioDateOrChange

Returns the date corresponding to the VaR scenario of a Bond portfolio, given historical prices.

GIA_VaR_Historical_CombinedPortfolioDateOrChange(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, VDate, SDate, Horizon, Start, End, Comp, Days, Conf, PercCalc, CCY, Out, IfCont, RFGroup, RF, RFT)

Returns: Date corresponding to the VaR scenario of a Bond portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Conf`	Required	The VaR confidence level.
`PercCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`CCY`	Required	Which currency to calculate the VaR in.
`Out`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RFGroup`	Required	Which variable's change to return (Curve, FX, Spread)
`RF`	Required	Which bond market, FX pair, Rating class' change to return.
`RFT`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_CombinedPortfolioValueOrPL

Returns the simulated value of an Equity+FX+Bond portfolio at the chosen date, given historical prices.

GIA_VaR_Historical_CombinedPortfolioValueOrPL(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, VDate, SDate, Horizon, Start, End, WhichDate, Comp, Days, CCY, PnLOrValue)

Returns: Simulated value of an Equity+FX+Bond portfolio at the chosen date

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`WhichDate`	Required	Which date's return to calculate.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`PnLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_CombinedPortfolioVaR

Returns the value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_CombinedPortfolioVaR(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, B_HCurves, B_HSp, Interp, B_CalcT, IND_P, IND_HInf, IND_HCPI, IND_Seasons, IND_DH, VLag, VDate, SDate, Horizon, Start, End, Comp, Days, Conf, PercCalc, CCY, OutFilter, VaRType)

Returns: Value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`B_HCurves`	Required	The array of historical bond yield curves.
`B_HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The bond interpolation method.
`B_CalcT`	Required	The bond valuation method (KR, FullValuation).
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`IND_DH`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Conf`	Required	The VaR confidence level.
`PercCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`CCY`	Required	Which currency to calculate the VaR in.
`OutFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_EquityPortfolioDateOfScenario

Returns the date corresponding to the n-th worst scenario of an Equity portfolio, given historical prices.

GIA_VaR_Historical_EquityPortfolioDateOfScenario(Portfolio, FX_MarketData, FX_HistData, EQ_MarketData, EQ_HistData, FX_DatesHandling, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, WhichScenario, Comp, Days, Filter1, Filter2, VaRCurrency)

Returns: Date corresponding to the n-th worst scenario of an Equity portfolio

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`FX_MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`FX_HistData`	Required	The array of historical asset dates and spots in columns.
`EQ_MarketData`	Required	The currency market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`EQ_HistData`	Required	The array of historical currency dates and spots in columns.
`FX_DatesHandling`	Required	Whether the asset historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichScenario`	Required	Which scenario's date to return.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_EquityPortfolioDateOrChange

Returns date or asset price change falling on the confidence level borderline, given of a portfolio in multiple markets and historical prices.

GIA_VaR_Historical_EquityPortfolioDateOrChange(Portfolio, FX_MarketData, FX_HistData, EQ_MarketData, EQ_HistData, FX_DatesHandling, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, Comp, Days, ConfidenceLevel, PercentileCalcMethod, OutputType, IfContinuous, Filter1, Filter2, Underlying, VaRCurrency)

Returns: Date or asset price change falling on the confidence level borderline

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`FX_MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`FX_HistData`	Required	The array of historical asset dates and spots in columns.
`EQ_MarketData`	Required	The currency market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`EQ_HistData`	Required	The array of historical currency dates and spots in columns.
`FX_DatesHandling`	Required	Whether the asset historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ConfidenceLevel`	Required	The VaR confidence level.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutputType`	Required	The type of output (Date, Change).
`IfContinuous`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`Underlying`	Required	Which asset's change to output if the OutputType is Change.
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_EquityPortfolioValueOrPL

Returns the simulated value of an Equity portfolio at the chosen date, given historical prices.

GIA_VaR_Historical_EquityPortfolioValueOrPL(Portfolio, FX_MarketData, FX_HistData, EQ_MarketData, EQ_HistData, FX_DatesHandling, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, WhichDate, Comp, Days, Filter1, Filter2, OutputFilter, VaRCurrency, PnLOrValue)

Returns: Simulated value of an Equity portfolio at the chosen date

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`FX_MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`FX_HistData`	Required	The array of historical asset dates and spots in columns.
`EQ_MarketData`	Required	The currency market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`EQ_HistData`	Required	The array of historical currency dates and spots in columns.
`FX_DatesHandling`	Required	Whether the asset historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichDate`	Required	Which date's return to calculate.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`PnLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_EquityPortfolioVaR

Returns the value at risk of a portfolio in multiple markets over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_EquityPortfolioVaR(Portfolio, FX_MarketData, FX_HistData, EQ_MarketData, EQ_HistData, FX_DatesHandling, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, Comp, Days, ConfidenceLevel, PercentileCalcMethod, Filter1, Filter2, OutputFilter, VaRType, VaRCurrency)

Returns: Value at risk of a portfolio in multiple markets over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`FX_MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`FX_HistData`	Required	The array of historical asset dates and spots in columns.
`EQ_MarketData`	Required	The currency market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`EQ_HistData`	Required	The array of historical currency dates and spots in columns.
`FX_DatesHandling`	Required	Whether the asset historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ConfidenceLevel`	Required	The VaR confidence level.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_FXPortfolioDateOfScenario

Returns the date corresponding to the n-th worst scenario of an FX portfolio, given historical prices.

GIA_VaR_Historical_FXPortfolioDateOfScenario(Portfolio, MarketData, HistData, DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, WhichScenario, Comp, Days, Filter1, Filter2, VaRCurrency)

Returns: Date corresponding to the n-th worst scenario of an FX portfolio

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`HistData`	Required	The array of historical asset dates and spots in columns.
`DatesHandling`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichScenario`	Required	Which scenario's date to return.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_FXPortfolioDateOrChange

Returns date or asset price change falling on the confidence level borderline, given an FX portfolio and historical prices.

GIA_VaR_Historical_FXPortfolioDateOrChange(Portfolio, MarketData, HistData, DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, Comp, Days, ConfidenceLevel, PercentileCalcMethod, OutputType, IfContinuous, Filter1, Filter2, Underlying, VaRCurrency)

Returns: Date or asset price change falling on the confidence level borderline

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`HistData`	Required	The array of historical asset dates and spots in columns.
`DatesHandling`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ConfidenceLevel`	Required	The VaR confidence level.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutputType`	Required	The type of output (Date, Change).
`IfContinuous`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`Underlying`	Required	Which asset's change to output if the OutputType is Change.
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_FXPortfolioValueOrPL

Returns the simulated value of an FX portfolio at the chosen date, given historical prices.

GIA_VaR_Historical_FXPortfolioValueOrPL(Portfolio, MarketData, HistData, DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, WhichDate, Comp, Days, Filter1, Filter2, OutputFilter, VaRCurrency, PLOrValue)

Returns: Simulated value of an FX portfolio at the chosen date

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`HistData`	Required	The array of historical asset dates and spots in columns.
`DatesHandling`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`WhichDate`	Required	Which date's return to calculate.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_FXPortfolioVaR

Returns the value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_FXPortfolioVaR(Portfolio, MarketData, HistData, DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, Comp, Days, ConfidenceLevel, PercentileCalcMethod, Filter1, Filter2, OutputFilter, VaRType, VaRCurrency)

Returns: Value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`MarketData`	Required	The asset market data table, consisting of the following rows: asset name, spot, volatility, dividend yield.
`HistData`	Required	The array of historical asset dates and spots in columns.
`DatesHandling`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ConfidenceLevel`	Required	The VaR confidence level.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`Filter1`	Required	Whether to trim the portfolio down to only derivatives or underlyings (Underlyings, Derivatives, NoFilter). Optional, NoFilter by default.
`Filter2`	Required	Whether to trim the portfolio down to only one asset (NoFilter, list of asset IDs delimited by commas with no spaces). Optional, NoFilter by default.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_INDPortfolioARRAY

Returns the value at risk of an IND portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_INDPortfolioARRAY(Portfolio, H_Curves, H_Inf, H_FX, H_CPI, Seasons, FX_DatesHandling, CPI_DatesHandling, VLag, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency)

Returns: Value at risk of an IND portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_Inf`	Required	The array of historical inflation curves.
`H_FX`	Required	The array of FX spots.
`H_CPI`	Required	The array of historical present CPIs.
`Seasons`	Required	The array of seasonalities.
`FX_DatesHandling`	Required	Whether the FX historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`CPI_DatesHandling`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_INDPortfolioChangeOnDate

Returns an asset change over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_INDPortfolioChangeOnDate(H_Curves, H_Inf, H_FX, H_CPI, FX_DatesHandling, CPI_DatesHandling, VLag, VDate, SDate, Horizon, StartDate, EndDate, Interp, ChangeDate, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: An asset change over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`H_Curves`	Required	The array of historical curves.
`H_Inf`	Required	The array of historical inflation curves.
`H_FX`	Required	The array of FX spots.
`H_CPI`	Required	The array of historical present CPIs.
`FX_DatesHandling`	Required	Whether the FX historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`CPI_DatesHandling`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ChangeDate`	Required	Which date's change to return.
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, Inflation, CPI)
`RiskFactor`	Required	Which curve, FX pair, inflation's change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_INDPortfolioDateOfScenario

Returns the date of the n-th worst scenario of an IND portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_INDPortfolioDateOfScenario(Portfolio, H_Curves, H_Inf, H_FX, H_CPI, Seasons, FX_DatesHandling, CPI_DatesHandling, VLag, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, WhichScenario)

Returns: Date of the n-th worst scenario of an IND portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_Inf`	Required	The array of historical inflation curves.
`H_FX`	Required	The array of FX spots.
`H_CPI`	Required	The array of historical present CPIs.
`Seasons`	Required	The array of seasonalities.
`FX_DatesHandling`	Required	Whether the FX historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`CPI_DatesHandling`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`WhichScenario`	Required	Which scenario's date to return.

GIA_VaR_Historical_INDPortfolioDateOrChange

Returns the date or change of value at risk scenario of an IND portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_INDPortfolioDateOrChange(Portfolio, H_Curves, H_Inf, H_FX, H_CPI, Seasons, FX_DatesHandling, CPI_DatesHandling, VLag, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, ConfidenceLevel, PCalc, OT, IfCont, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Date or change of value at risk scenario of an IND portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_Inf`	Required	The array of historical inflation curves.
`H_FX`	Required	The array of FX spots.
`H_CPI`	Required	The array of historical present CPIs.
`Seasons`	Required	The array of seasonalities.
`FX_DatesHandling`	Required	Whether the FX historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`CPI_DatesHandling`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`PCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OT`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, Inflation, CPI)
`RiskFactor`	Required	Which curve, FX pair, inflation's change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_INDPortfolioValueOrPL

Returns the value or PL of an IND portfolio at a chosen date over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_INDPortfolioValueOrPL(Portfolio, H_Curves, H_Inf, H_FX, H_CPI, Seasons, FX_DatesHandling, CPI_DatesHandling, VLag, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, OutputFilter, WhichDate, PLOrValue)

Returns: Value or PL of an IND portfolio at a chosen date over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_Inf`	Required	The array of historical inflation curves.
`H_FX`	Required	The array of FX spots.
`H_CPI`	Required	The array of historical present CPIs.
`Seasons`	Required	The array of seasonalities.
`FX_DatesHandling`	Required	Whether the FX historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`CPI_DatesHandling`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`WhichDate`	Required	Which date's return to calculate.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_INDPortfolioVaR

Returns the value at risk of an IND portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_INDPortfolioVaR(Portfolio, H_Curves, H_Inf, H_FX, H_CPI, Seasons, FX_DatesHandling, CPI_DatesHandling, VLag, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, ConfidenceLevel, PercentileCalcMethod, OutFilter, VaRType)

Returns: Value at risk of an IND portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_Inf`	Required	The array of historical inflation curves.
`H_FX`	Required	The array of FX spots.
`H_CPI`	Required	The array of historical present CPIs.
`Seasons`	Required	The array of seasonalities.
`FX_DatesHandling`	Required	Whether the FX historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`CPI_DatesHandling`	Required	Whether the CPI historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`PercentileCalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutFilter`	Required	Which assets' contributions to VaR to output.
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_IRDPortfolioARRAY

Returns the value at risk of an IRD portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_IRDPortfolioARRAY(Portfolio, H_Curves, H_FX, H_Sp, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency)

Returns: Value at risk of an IRD portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_IRDPortfolioChangeOnDate

Returns an asset change over a chosen time horizon (number of days) during a specified period, given historical prices..

GIA_VaR_Historical_IRDPortfolioChangeOnDate(H_Curves, H_FX, H_Sp, VDate, SDate, Horizon, StartDate, EndDate, Interp, ChangeDate, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: An asset change over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ChangeDate`	Required	Which date's change to return.
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, credit spread, CPI)
`RiskFactor`	Required	Which curve, FX pair, credit spread's change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_IRDPortfolioDateOfScenario

Returns the date of the n-th worst scenario of an IRD portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_IRDPortfolioDateOfScenario(Portfolio, H_Curves, H_FX, H_Sp, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, WhichScenario)

Returns: Date of the n-th worst scenario of an IRD portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`WhichScenario`	Required	Which scenario's date to return.

GIA_VaR_Historical_IRDPortfolioDateOrChange

Returns the date or change of value at risk scenario of an IRD portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_IRDPortfolioDateOrChange(Portfolio, H_Curves, H_FX, H_Sp, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, ConfidenceLevel, PCalc, OT, IfCont, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Date or change of value at risk scenario of an IRD portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`PCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OT`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, credit spread, CPI)
`RiskFactor`	Required	Which curve, FX pair, credit spread's change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_IRDPortfolioValueOrPL

Returns the value or PL of an IRD portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_IRDPortfolioValueOrPL(Portfolio, H_Curves, H_FX, H_Sp, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, OutputFilter, WhichDate, PLOrValue)

Returns: Value or PL of an IRD portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`WhichDate`	Required	Which date's return to calculate.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_IRDPortfolioVaR

Returns the value at risk of an IRD portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_IRDPortfolioVaR(Portfolio, H_Curves, H_FX, H_Sp, VDate, SDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, ConfidenceLevel, CalcMethod, OutFilter, VaRType)

Returns: Value at risk of an IRD portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutFilter`	Required	Which assets' contributions to VaR to output.
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_newBondPortfolioARRAY

Returns the value at risk of a bond portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newBondPortfolioARRAY(Portfolio, H_Curves, H_FX, H_Sp, VDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency)

Returns: Value at risk of a bond portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.

GIA_VaR_Historical_newBondPortfolioDateOfScenario

Returns the date of the n-th worst scenario of a bond portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newBondPortfolioDateOfScenario(Portfolio, H_Curves, H_FX, H_Sp, VDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, WhichScenario)

Returns: Date of the n-th worst scenario of a bond portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`WhichScenario`	Required	Which scenario's date to return.

GIA_VaR_Historical_newBondPortfolioDateOrChange

Returns the date or change of value at risk scenario of a bond portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newBondPortfolioDateOrChange(Portfolio, H_Curves, H_FX, H_Sp, VDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, ConfidenceLevel, PCalc, OT, IfCont, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Date or change of value at risk scenario of a bond portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`PCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OT`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, credit spread, CPI)
`RiskFactor`	Required	Which curve, FX pair, credit spread's change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_newBondPortfolioValueOrPL

Returns the value or PL of a bond portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newBondPortfolioValueOrPL(Portfolio, H_Curves, H_FX, H_Sp, VDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, OutputFilter, WhichDate, PLOrValue)

Returns: Value or PL of a bond portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`WhichDate`	Required	Which date's return to calculate.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_newBondPortfolioVaR

Returns the value at risk of a bond portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newBondPortfolioVaR(Portfolio, H_Curves, H_FX, H_Sp, VDate, Horizon, StartDate, EndDate, Interp, ValueCalcType, VaRCurrency, ConfidenceLevel, CalcMethod, OutFilter, VaRType)

Returns: Value at risk of a bond portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_Curves`	Required	The array of historical curves.
`H_FX`	Required	The array of FX spots.
`H_Sp`	Required	The array of historical credit spread curves.
`VDate`	Required	The value date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`Interp`	Required	The interpolation method.
`ValueCalcType`	Required	The bond valuation method (FullValuation, KR).
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutFilter`	Required	Which assets' contributions to VaR to output.
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_newCombinedChangeOnDate

Returns the change of a risk factor of a combined portfolio.

GIA_VaR_Historical_newCombinedChangeOnDate(FX_M, FX_H, EQ_M, EQ_H, EQ_DH, HCurves, HSp, Interp, IND_HInf, IND_HCPI, VLag, VDate, SDate, Horizon, Start, End, ChangeDate, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: Change of a risk factor of a combined portfolio

Argument	Use	Description
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`ChangeDate`	Required	Which date's change to return.
`RiskFactorGroup`	Required	Which variable's change to return (FX, EQ, Curve, Spread, Inflation, CPI)
`RiskFactor`	Required	Which bond market, FX pair, Rating class' change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_newCombinedPortfolioARRAY

Returns the PL array of a combined portfolio.

GIA_VaR_Historical_newCombinedPortfolioARRAY(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, HCurves, HSp, Interp, IND_P, IND_HInf, IND_HCPI, IND_Seasons, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, CCY, Filter)

Returns: PL array of a combined portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`Filter`	Required	Which assets to include in the calculation.

GIA_VaR_Historical_newCombinedPortfolioDateOfScenario

Returns the date of the n-th worst scenario of a combined portfolio.

GIA_VaR_Historical_newCombinedPortfolioDateOfScenario(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, HCurves, HSp, Interp, IND_P, IND_HInf, IND_HCPI, IND_Seasons, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, CCY, WhichScenario)

Returns: Date of the n-th worst scenario of a combined portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`WhichScenario`	Required	Which scenario's date to return.

GIA_VaR_Historical_newCombinedPortfolioDateOrChange

Returns the PL array of a combined portfolio.

GIA_VaR_Historical_newCombinedPortfolioDateOrChange(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, HCurves, HSp, Interp, IND_P, IND_HInf, IND_HCPI, IND_Seasons, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, CCY, ConfidenceLevel, CalcMethod, OT, IfCont, RiskFactorGroup, RiskFactor, RiskFactorTerm)

Returns: PL array of a combined portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OT`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactorGroup`	Required	Which variable's change to return (Curve, FX, credit spread, CPI)
`RiskFactor`	Required	Which curve, FX pair, credit spread's change to return.
`RiskFactorTerm`	Required	Which yield curve term's change to return.

GIA_VaR_Historical_newCombinedPortfolioValueOrPL

Returns the PL array of a combined portfolio on a given date or scenario number.

GIA_VaR_Historical_newCombinedPortfolioValueOrPL(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, HCurves, HSp, Interp, IND_P, IND_HInf, IND_HCPI, IND_Seasons, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, CCY, WhichDate, PLOrValue, ConsolidateToClasses)

Returns: PL array of a combined portfolio on a given date or scenario number

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`WhichDate`	Required	Which date's return to calculate (date in OADate format or scenario number preceeded by #).
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).
`ConsolidateToClasses`	Required	Whether to consolidate the VaR components into product classes (Bond, FX, EQ, IND, IRD) or keep them separated by IDs (Yes, No).

GIA_VaR_Historical_newCombinedPortfolioVaR

Returns the PL array of a combined portfolio.

GIA_VaR_Historical_newCombinedPortfolioVaR(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, HCurves, HSp, Interp, IND_P, IND_HInf, IND_HCPI, IND_Seasons, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, CCY, ConfidenceLevel, CalcMethod, OutFilter, VaRType)

Returns: PL array of a combined portfolio

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutFilter`	Required	Which assets' contributions to VaR to output.
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_newCombinedPortfolioVaRComponents

Returns the PL array of a combined portfolio on a given date or scenario number.

GIA_VaR_Historical_newCombinedPortfolioVaRComponents(FX_P, FX_M, FX_H, EQ_P, EQ_M, EQ_H, EQ_DH, B_P, HCurves, HSp, Interp, IND_P, IND_HInf, IND_HCPI, IND_Seasons, VLag, IRD_P, VDate, SDate, Horizon, Start, End, Comp, Days, CCY, ConfidenceLevel, CalcMethod, ConsolidateToClasses)

Returns: PL array of a combined portfolio on a given date or scenario number

Argument	Use	Description
`FX_P`	Required	The FX portfolio.
`FX_M`	Required	The FX asset market data.
`FX_H`	Required	The FX historical data.
`EQ_P`	Required	The EQ portfolio.
`EQ_M`	Required	The EQ asset market data.
`EQ_H`	Required	The EQ historical data.
`EQ_DH`	Required	Whether the historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`B_P`	Required	The bond portfolio.
`HCurves`	Required	The array of historical bond yield curves.
`HSp`	Required	The array of historical bond credit spreads by rating.
`Interp`	Required	The curve interpolation method.
`IND_P`	Required	The portfolio data table, see example or documentation for formating.
`IND_HInf`	Required	The array of historical inflation curves.
`IND_HCPI`	Required	The array of historical CPIs.
`IND_Seasons`	Required	The array of seasonalities.
`VLag`	Required	The difference in months between the month of the value date and the last month included in the latest CPI.
`IRD_P`	Required	The portfolio data table, see example or documentation for formating.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`Start`	Required	The first date in the required period.
`End`	Required	The last date in the required period.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`CCY`	Required	Which currency to calculate the VaR in.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`ConsolidateToClasses`	Required	Whether to consolidate the VaR components into product classes (Bond, FX, EQ, IND, IRD) or keep them separated by IDs (Yes, No).

GIA_VaR_Historical_newEQPortfolioARRAY

Returns the value at risk of an EQ portfolio over a chosen time horizon (number of days) during a specified period, given historical spots.

GIA_VaR_Historical_newEQPortfolioARRAY(Portfolio, H_FX, M_FX, H_EQ, M_EQ, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days)

Returns: Value at risk of an EQ portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`H_EQ`	Required	The array of EQ spots.
`M_EQ`	Required	The array of supplemental EQ data.
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.

GIA_VaR_Historical_newEQPortfolioChangeOnDate

Returns an asset change over a chosen time horizon (number of days) during a specified period, given historical prices..

GIA_VaR_Historical_newEQPortfolioChangeOnDate(H_FX, M_FX, H_EQ, M_EQ, EQ_DatesHandling, Horizon, StartDate, EndDate, ChangeDate, RiskFactor)

Returns: An asset change over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`H_EQ`	Required	The array of EQ spots.
`M_EQ`	Required	The array of supplemental EQ data.
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ChangeDate`	Required	Which date's change to return.
`RiskFactor`	Required	Which FX pair's change to return.

GIA_VaR_Historical_newEQPortfolioDateOfScenario

Returns the date of the n-th worst scenario of an EQ portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newEQPortfolioDateOfScenario(Portfolio, H_FX, M_FX, H_EQ, M_EQ, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, WhichScenario)

Returns: Date of the n-th worst scenario of an EQ portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`H_EQ`	Required	The array of EQ spots.
`M_EQ`	Required	The array of supplemental EQ data.
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`WhichScenario`	Required	Which scenario's date to return.

GIA_VaR_Historical_newEQPortfolioDateOrChange

Returns the date or change of value at risk scenario of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newEQPortfolioDateOrChange(Portfolio, H_FX, M_FX, H_EQ, M_EQ, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, ConfidenceLevel, PCalc, OT, IfCont, RiskFactor)

Returns: Date or change of value at risk scenario of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`H_EQ`	Required	The array of EQ spots.
`M_EQ`	Required	The array of supplemental EQ data.
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`ConfidenceLevel`	Required	The VaR confidence level.
`PCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OT`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactor`	Required	Which FX pair's change to return.

GIA_VaR_Historical_newEQPortfolioValueOrPL

Returns the value or PL of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newEQPortfolioValueOrPL(Portfolio, H_FX, M_FX, H_EQ, M_EQ, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, OutputFilter, WhichDate, PLOrValue)

Returns: Value or PL of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`H_EQ`	Required	The array of EQ spots.
`M_EQ`	Required	The array of supplemental EQ data.
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`WhichDate`	Required	Which date's return to calculate.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_newEQPortfolioVaR

Returns the value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newEQPortfolioVaR(Portfolio, H_FX, M_FX, H_EQ, M_EQ, EQ_DatesHandling, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, ConfidenceLevel, CalcMethod, OutFilter, VaRType)

Returns: Value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`H_EQ`	Required	The array of EQ spots.
`M_EQ`	Required	The array of supplemental EQ data.
`EQ_DatesHandling`	Required	Whether the currency historical data table has only one shared column for dates and how to handle mismatched dates if it does not. (Yes, No_Fill, No_Discard).
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutFilter`	Required	Which assets' contributions to VaR to output.
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).

GIA_VaR_Historical_newFXPortfolioARRAY

Returns the value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical spots.

GIA_VaR_Historical_newFXPortfolioARRAY(Portfolio, H_FX, M_FX, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days)

Returns: Value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.

GIA_VaR_Historical_newFXPortfolioChangeOnDate

Returns an asset change over a chosen time horizon (number of days) during a specified period, given historical prices..

GIA_VaR_Historical_newFXPortfolioChangeOnDate(H_FX, M_FX, Horizon, StartDate, EndDate, ChangeDate, RiskFactor)

Returns: An asset change over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ChangeDate`	Required	Which date's change to return.
`RiskFactor`	Required	Which FX pair's change to return.

GIA_VaR_Historical_newFXPortfolioDateOfScenario

Returns the date of the n-th worst scenario of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newFXPortfolioDateOfScenario(Portfolio, H_FX, M_FX, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, WhichScenario)

Returns: Date of the n-th worst scenario of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`WhichScenario`	Required	Which scenario's date to return.

GIA_VaR_Historical_newFXPortfolioDateOrChange

Returns the date or change of value at risk scenario of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newFXPortfolioDateOrChange(Portfolio, H_FX, M_FX, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, ConfidenceLevel, PCalc, OT, IfCont, RiskFactor)

Returns: Date or change of value at risk scenario of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`ConfidenceLevel`	Required	The VaR confidence level.
`PCalc`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OT`	Required	The type of output (Date, Change).
`IfCont`	Required	Which date/change to consider falling on the borderline if the CalcMethod is Continuous (Low, High, Nearest).
`RiskFactor`	Required	Which FX pair's change to return.

GIA_VaR_Historical_newFXPortfolioValueOrPL

Returns the value or PL of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newFXPortfolioValueOrPL(Portfolio, H_FX, M_FX, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, OutputFilter, WhichDate, PLOrValue)

Returns: Value or PL of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`OutputFilter`	Required	Which assets' contributions to VaR to output (All, Underlyings, Derivatives, list of asset IDs delimited by commas with no spaces).
`WhichDate`	Required	Which date's return to calculate.
`PLOrValue`	Required	Whether to return the profit/loss or raw value (PL, Value).

GIA_VaR_Historical_newFXPortfolioVaR

Returns the value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period, given historical prices.

GIA_VaR_Historical_newFXPortfolioVaR(Portfolio, H_FX, M_FX, VDate, SDate, Horizon, StartDate, EndDate, VaRCurrency, Comp, Days, ConfidenceLevel, CalcMethod, OutFilter, VaRType)

Returns: Value at risk of an FX portfolio over a chosen time horizon (number of days) during a specified period

Argument	Use	Description
`Portfolio`	Required	The portfolio data table, see example or documentation for formating.
`H_FX`	Required	The array of FX spots.
`M_FX`	Required	The array of supplemental FX data.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Horizon`	Required	The VaR horizon, in days.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`VaRCurrency`	Required	Which currency to calculate the VaR in.
`Comp`	Required	The default compounding for when it's not provided in the portfolio.
`Days`	Required	The default time basis for when it's not provided in the portfolio.
`ConfidenceLevel`	Required	The VaR confidence level.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).
`OutFilter`	Required	Which assets' contributions to VaR to output.
`VaRType`	Required	The type of VaR disaggregation (None, Component, Marginal, Incremental, Shortfall).