Subject: Re: Testing IR & FX VAR
From: [email-masked]
To: [email-masked], [email-masked]
Cc: [email-masked], [email-masked]
Date: Tue, 19 Dec 2000 02:27:00 -0800 (PST)

Nick and Winston,
I understand that IR&FX VAR numbers are calculated every day in RisktRac. 
This results are overwritten
everyday in the database table by the official numbers calculated with the 
old version of the code.
For the consistent testing we need historical results for each IR and FX 
sub-portfolio.
Can we store the numbers every day?

Tanya