Runs a one-factor correlated-asset Monte Carlo simulation of portfolio Value-at-Risk and Expected Shortfall. The entire path loop, including the pseudo-random draws (xoshiro256**) and every arithmetic step, runs on integers in fixed-point, never a floating-point accumulator, so a declared seed reproduces the identical result every time. Declares the OpenChainGraph estimated determinism class (SPEC.md §24.6): stochastic output, exempt from cross-surface byte-identity, still required to be finite and idempotent for a fixed seed.
estimated determinism class, not bit-exact. It is exempt from cross-surface byte-identity but is proven, in the shipped fixtures, to replay byte-identically for a fixed declared seed and to change output when the seed changes. It is not a claim of parametric or historical-simulation VaR accuracy: it is a Monte Carlo estimate over a simplified one-factor correlation model.seed, prng_algorithm, and draw_count are carried as ordinary fields in the receipt below.