Front Arena - Monte Carlo function AEL

 def monte_carlo(ael_entity, scenario_name, nr_of_scenarios, percentile, rfspecid,target_name=None,*rest):

 
    FCS_DIR_RISK = ''
    if environ.has_key('FCS_DIR_RISK'):
        FCS_DIR_RISK = environ['FCS_DIR_RISK'] + '/'
    tempfile.tempdir = FCS_DIR_RISK
    tempfile.template = 'reduced'
    reduced_file_name = tempfile.mktemp()
 
    if target_name == '':
        target_name = None
 
 
    port = VaR(ael_entity)
    if port.reduce(FCS_DIR_RISK+scenario_name, reduced_file_name, rfspecid):
        result = port.monte_carlo(split(split(reduced_file_name,'/')[-1], '\\')[-1], nr_of_scenarios, percentile,target_name)
        remove(reduced_file_name)
        return result
    else:
        return 0.0