  We propose a unified methodology to input non-linear views from any number of
users in fully general non-normal markets, and perform, among others,
stress-testing, scenario analysis, and ranking allocation. We walk the reader
through the theory and we detail an extremely efficient algorithm to easily
implement this methodology under fully general assumptions. As it turns out, no
repricing is ever necessary, hence the methodology can be readily applied to
books with complex derivatives. We also present an analytical solution, useful
for benchmarking, which per se generalizes notable previous results. Code
illustrating this methodology in practice is available at
http://www.mathworks.com/matlabcentral/fileexchange/21307
