Package Exports

riskjs

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (riskjs) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

RiskJS

The goal of this project is to port Calvin456/VaR library into JavaScript for Value at Risk calculation.

This is part of our team work to participate in LiquidApps Global Hackathon 2019.

Installation

OS X (XCode & Command Line Tools)
Linux (GCC >= 4.8):

$ npm install riskjs

Windows7/8 (Visual Studio 2012):

$ npm install riskjs --msvs_version=2012

Testing

There is a small but important suite of tests to check that this code runs correctly.

$ npm run test

> riskjs@0.0.1 test ./vigorish/riskjs
> mocha test/*.js

Loading data from "./test/data.csv"


  Portfolio Monte Carlo VaR
    ✓ RiskJS.portfolioMonteCarloVaR() should be a function
    ✓ Should throw error when tried with wrong arguments (103ms)
    ✓ Should return a string with the same result value (104ms)


  3 passing (213ms)

Dependencies

Included in the project are both dependencies to build this library, please check include folder.