Uses of Class
org.drip.capital.allocation.EntityCapitalAssignmentSetting

Packages that use EntityCapitalAssignmentSetting

Package	Description
org.drip.capital.allocation	Economic Risk Capital Entity Allocation
org.drip.capital.setting	Economic Risk Capital Simulation Settings

Uses of EntityCapitalAssignmentSetting in org.drip.capital.allocation

Methods in org.drip.capital.allocation that return EntityCapitalAssignmentSetting

Modifier and Type	Method	Description
static EntityCapitalAssignmentSetting	EntityCapitalAssignmentSetting.UniformBeta(int allocationCorrelationCategory, int noStressAllocationCategory, int systemicAllocationCategory, int correlatedAllocationCategory, int idiosyncraticAllocationCategory)	Construct the Uniform Beta Instance of EntityCapitalAssignmentSetting
static EntityCapitalAssignmentSetting	EntityCapitalAssignmentSetting.UniformBetaIdiosyncraticProRata(int allocationCorrelationCategory, int noStressAllocationCategory, int systemicAllocationCategory, int correlatedAllocationCategory, int idiosyncraticAllocationCategory)	Construct the Idiosyncratic Pro-Rata + Others Beta Instance of EntityCapitalAssignmentSetting

Methods in org.drip.capital.allocation with parameters of type EntityCapitalAssignmentSetting

Modifier and Type	Method	Description
boolean	EntityElasticityAttribution.accumulate(PnLAttribution pnlAttribution, EntityCapitalAssignmentSetting entityCapitalAssignmentSetting)	Accumulate with the Beta-Adjusted Component Attribution
static EntityComponentCapital	EntityComponentCapital.FromPnLAttribution(CorrelationCategoryBetaManager correlationCategoryBetaManager, EntityCapitalAssignmentSetting entityCapitalAssignmentSetting, PnLAttribution pnlAttribution, java.util.Map<java.lang.String,java.lang.Double> proRataNormalizerMap, double unitFloatBeta, double grossEntityAllocation)	Generate the Entity Component Capital from the PnL Attribution

Uses of EntityCapitalAssignmentSetting in org.drip.capital.setting

Methods in org.drip.capital.setting that return types with arguments of type EntityCapitalAssignmentSetting

Modifier and Type	Method	Description
java.util.Map<java.lang.String,EntityCapitalAssignmentSetting>	CapitalAllocationControl.entityCapitalAssignmentSettingMap()	Retrieve the Entity Capital Assignment Setting Map