---
title: "Portfolio VaR — Monte Carlo (Integer PRNG)"
method: POST
path: "/v1/tools/simulate_var_monte_carlo"
tags: ["TODO_TAGS_REVIEW"]
---

# Portfolio VaR — Monte Carlo (Integer PRNG)

`POST /v1/tools/simulate_var_monte_carlo`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/simulate_var_monte_carlo`
- Auth: none declared

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.

**Tool URL:** https://ainumbers.co/chaingraph/art-371-simulate-var-monte-carlo.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `seed` integer
  - `n_paths` integer
  - `n_assets` integer
  - `holding_period` integer
  - `conf_level` 0.95 | 0.99 | 0.999
  - `correlation` number
  - `portfolio_value_mm` number

## Response `200`

Successful tool execution result

- object
  - `compliance_flags` string[]
  - `conf_level` number
  - `correlation` number
  - `draw_count` integer
  - `es_dollar_mm` number
  - `holding_period` integer
  - `mc_es_pct` number
  - `mc_var_pct` number
  - `n_assets` integer
  - `n_paths` integer
  - `prng_algorithm` string
  - `seed` integer
  - `var_dollar_mm` number
  - `verdict` string

---

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