-标准正态法pf_varbydeltanormal,@@整数置信度%@@,sw108030s01比例%:=array,60pf_covarianceandcorrelation,094scorscovreturnpf_varbydeltanormal,…

截止日组合资产市值pf_tportfolionv,quot股票占净值比例%quot23,清算备付金占净值比例%quot76,方向quot00returnpf_tportfolionv,…

截止日组合剩余现金pf_tportfoliocash,quot股票占净值比例%quot23,清算备付金占净值比例%quot76,方向quot00returnpf_tportfoliocash,…

突破前值最长时间pf_minrecoveryperiod,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,:=nday1000截止日sp_time涨幅,stockzf3returnpf_minrecoveryperiod,涨幅%//返回,…

组合-alpha%pf_,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_alpha,…

组合-累计收益率%pf_,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,stockzf3returnpf_cumulativereturn,涨幅%//返回,…

资产-假设情景分析pf_stresstestingofbond,实数债券收益率预期变化%@@,测试后的债券收益率%@@,88251513占净值比例%000069371,2351513浮盈率%27375,名称国债行业代码b_gzxq投资,分类nil管理人nilreturnpf_stresstestingofbond,…

资产-假设情景分析pf_stresstestingofstock,@实数无风险收率%@@,@@实数市场预期收益率%@@,测试后的股票收益率%@@,中粮地产市值45000000returnpf_stresstestingofstock,media2024-01-08_igyqnpdpfidoi2hcimage808,…

资产-假设情景分析pf_stresstestingoffund,@实数无风险收率%@@,@@实数市场预期收益率%@@,测试后的股票收益率%@@,00行业代码returnpf_stresstestingoffund,media2024-01-08_igyqnpdpfidoi2hcimage809,…

收益率转换日收益率pf_cumulativereturntoreturn,:=array日期20180801t涨幅%142051971,20180802t涨幅%118018526,20180803t涨幅%09023545,pf_cumulativereturntoreturnt,media2024-01-08_igyqnpdpfidoi2hcimage810,…