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commit be46e233e6b2ad2f4bac91862768ca50d07fc2cf Author: Robert Lazarski <[email protected]> AuthorDate: Thu Apr 9 06:36:19 2026 -1000 Add Monte Carlo VaR definition to MCP examples doc Monte Carlo VaR estimates portfolio loss by simulating random price paths using Geometric Brownian Motion. Added brief definition with the GBM formula before the first monteCarlo curl example, matching the existing definition in the Axis2/C MCP_EXAMPLES.md. Co-Authored-By: Claude Opus 4.6 (1M context) <[email protected]> --- src/site/markdown/docs/mcp-architecture.md | 2 +- src/site/markdown/docs/mcp-examples.md | 7 +++++++ 2 files changed, 8 insertions(+), 1 deletion(-) diff --git a/src/site/markdown/docs/mcp-architecture.md b/src/site/markdown/docs/mcp-architecture.md index 0e8e435b33..e2089ee446 100644 --- a/src/site/markdown/docs/mcp-architecture.md +++ b/src/site/markdown/docs/mcp-architecture.md @@ -39,7 +39,7 @@ springbootdemo-tomcat11 base URL: https://localhost:8443/axis2-json-api springbootdemo-wildfly base URL: http://localhost:8080/axis2-json-api - LoginService (JWT auth) - - FinancialBenchmarkService (portfolioVariance, monteCarlo, scenarioAnalysis) + - FinancialBenchmarkService (portfolioVariance, monteCarlo VaR, scenarioAnalysis) - BigDataH2Service (HTTP/2 streaming) Deployed and validated on WildFly 32.0.1 (2026-04-09) ``` diff --git a/src/site/markdown/docs/mcp-examples.md b/src/site/markdown/docs/mcp-examples.md index dacf3380c3..cab4e942b3 100644 --- a/src/site/markdown/docs/mcp-examples.md +++ b/src/site/markdown/docs/mcp-examples.md @@ -169,6 +169,13 @@ just wrapped in `tools/call` JSON-RPC as shown above.) ### Monte Carlo VaR — 100K simulations +Monte Carlo Value at Risk estimates portfolio loss at a given confidence +level by simulating thousands of random price paths using Geometric +Brownian Motion: `S(t+dt) = S(t) × exp((μ − σ²/2)·dt + σ·√dt·Z)` where +Z ~ N(0,1). Run 100,000 paths, sort the terminal values, read off the +1st percentile loss — that's your 99% VaR. Production risk systems run +this nightly for regulatory capital calculations. + ```bash curl -s http://localhost:8080/axis2-json-api/services/FinancialBenchmarkService \ -H 'Content-Type: application/json' -H "Authorization: Bearer $TOKEN" \
