Information access

It is useful to provide convenient access to the various pieces of information going
into the VaR calculation as well as the intermediate and final results.
Input information
Input information falls into three broad categories, portfolio data, current market
data, and historical market data.
Portfolio data
In the design outline presented here, the essential portfolio data are the DEAF proxies
stored in the FinancialPosition and LinearSensitivities tables.
Current market data
This will generally consist of spot prices and DTSs. It is convenient to have a graphical
display available for the DTS, both in the form of zero-coupon discount factors as
well as in the form of zero-coupon discount rates.