11 lines
374 B
JavaScript
11 lines
374 B
JavaScript
import { ValueAtRisk, Portfolio, PortfolioAsset, init_logging } from "finlib";
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init_logging();
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console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.1));
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console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.05));
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let portfolio = new Portfolio([new PortfolioAsset(1.0, "test", [1.0, 2.0, 3.0])]);
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console.log(portfolio.isValid());
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console.log(portfolio.valueAtRisk(0.1, 1000000));
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