Entity Formulate Risk

Units:	Yes/No
Mode:	Input Only
Multi-band:	False
Default Value:	False (0)
Validation Rule:	False (0) or True (-1)
Key Property:	No
Description:	If constraint should be formulated to bound entity net profit risk
Detail:

Entity Formulate Risk is a flag indicating if constraints should be formulated to bound the Conditional Vale at Risk (CVaR) of Net Profit when running a stochastic portfolio optimization (ST Schedule Stochastic Method = "Stochastic") and the simulation is multi-sample (Risk Sample Count > 1).

Constraints are formulated on the Net Profit in each scenario such that the values are no less than conditional value-at-risk (Risk Level) at the Acceptable Risk.