Portfolio VaR — Monte Carlo (Integer PRNG)

Monte Carlo portfolio Value-at-Risk and Expected Shortfall over a one-factor correlated-asset model. Integer-only xoshiro256** PRNG and fixed-point arithmetic run the full path simulation, so a declared seed replays byte-identically, and a tampered seed produces a different hash. Declares the SPEC.md §24.6.2 seeded-stochastic determinism class; the PRNG algorithm, seed, and draw count are carried in the receipt as ordinary inputs/outputs.

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