Copula portfolio risk

Toolset copula_risk: 2 tools.

Tool	What it does	Notes
`copula_portfolio_var`	One-period portfolio value at risk and expected shortfall by copula simulation: a vine copula is fitted to the assets’ returns (or given), scenarios are drawn from it and mapped back through each asset’s margin (observed quantiles by default, or kernel/parametric), and the weighted portfolio return distribution gives VaR/ES per confidence (positive = loss, fraction and currency), each asset’s ES contribution, per-asset VaR/ES, the worst scenarios and a histogram, beside Gaussian-copula and historical VaR/ES.
`copula_stress_scenarios`	Stress scenarios by conditional copula simulation: the shocked assets are held at the given returns (or quantiles) and every other asset is drawn from its distribution conditional on the shock, through a vine copula fitted with the shocked assets last in its order (or a given one) and each asset’s margin.

Inputs, limits and outputs are described in Fincept Copula. Full schemas: fincept_describe_tool.