diff --git a/risk.py b/risk.py
deleted file mode 100644
index 339def6..0000000
--- a/risk.py
+++ /dev/null
@@ -1,32 +0,0 @@
-def pnl_path(spot_series, obs_forward, notional=1_000_000):
-    """
-    Given a time series of spot prices (list of floats) and a 
-    locked-in forward price (obs_forward), returns a list of 
-    PnL values under a +1 lot trade.
-    PnL_t = notional * (spot_t - obs_forward)
-    """
-    return [notional * (s - obs_forward) for s in spot_series]
-
-import random
-# e.g. 10 days of spot returns ±0.5%
-base = 1.16987
-path = []
-for _ in range(10):
-    shock = random.uniform(-0.005, 0.005)
-    base = base * (1 + shock)
-    path.append(round(base, 6))
-
-from risk import pnl_path
-
-# assume obs_forward from your engine, e.g. 1.17105
-obs_forward = 1.17105  
-pnls = pnl_path(path, obs_forward)
-print("Day-by-day PnL:", pnls)
-
-import numpy as np
-
-# compute daily PnL changes
-diffs = np.diff(pnls)
-# find the 5th percentile loss
-var95 = -np.percentile(diffs, 5)
-print(f"1-day 95% VaR: ${var95:,.2f}")