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

Packages that use EntityComponentCapital

Package	Description
org.drip.capital.allocation	Economic Risk Capital Entity Allocation
org.drip.capital.explain	Economic Risk Capital Attribution Explain

Uses of EntityComponentCapital in org.drip.capital.allocation

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

Modifier and Type	Method	Description
static EntityComponentCapital	EntityComponentCapital.FromComponentCapital(double noStressComponentCapital, double noStressStandaloneMultiplier, double systemicComponentCapital, double systemicStandaloneMultiplier, double correlatedComponentCapital, double correlatedStandaloneMultiplier, double idiosyncraticComponentCapital, double idiosyncraticStandaloneMultiplier, double grossEntityAllocation)	Construct the Entity Component Capital Instance from the Individual Component Capital
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

Methods in org.drip.capital.allocation that return types with arguments of type EntityComponentCapital

Modifier and Type	Method	Description
java.util.Map<java.lang.String,EntityComponentCapital>	EntityComponentCapitalAssignment.entityComponentCapitalMap()	Retrieve the Entity Component Capital Assignment Map

Constructor parameters in org.drip.capital.allocation with type arguments of type EntityComponentCapital

Constructor	Description
EntityComponentCapitalAssignment(EntityElasticityAttribution elasticityAttribution, java.util.Map<java.lang.String,EntityComponentCapital> entityComponentCapitalMap, double unitFloatBeta, double allocatedBetaCapital, double allocatedProRataCapital)	EntityComponentCapitalAssignment Constructor

Uses of EntityComponentCapital in org.drip.capital.explain

Methods in org.drip.capital.explain that return EntityComponentCapital

Modifier and Type	Method	Description
EntityComponentCapital	AllocatedPnLAttribution.entityComponentCapital()	Retrieve the Entity Component Capital

Constructors in org.drip.capital.explain with parameters of type EntityComponentCapital

Constructor	Description
AllocatedPnLAttribution(PnLAttribution standalonePnLAttribution, EntityComponentCapital entityComponentCapital)	AllocatedPnLAttribution Constructor