Uses of Package
org.drip.capital.allocation
| Package | Description |
|---|---|
| org.drip.capital.allocation |
Economic Risk Capital Entity Allocation
|
| org.drip.capital.explain |
Economic Risk Capital Attribution Explain
|
| org.drip.capital.setting |
Economic Risk Capital Simulation Settings
|
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Classes in org.drip.capital.allocation used by org.drip.capital.allocation Class Description CorrelationCategoryBeta CorrelationCategoryBeta exposes the Correlation Category Beta Loading and its Elasticity (FIXED/FLOAT).CorrelationCategoryBetaManager CorrelationCategoryBetaManager holds the Beta Loading Map Scheme for the different Correlation Categories.EntityCapital EntityCapital holds the Capital for each Entity.EntityCapitalAssignmentSetting EntityCapitalAssignmentSetting holds the Correlation Elasticities for the different Capital Components as well as the Entity's Correlation Category.EntityComponentCapital EntityComponentCapital holds the Component Capital for each Entity.EntityComponentElasticityAttribution EntityComponentElasticityAttribution holds the Attributions of a single Individual Entity Component into Fixed, Float, and Pro-rata Elasticities.EntityElasticityAttribution EntityElasticityAttribution holds the Attributions across all Entity Components into Fixed, Float, and Pro-rata Elasticities. -
Classes in org.drip.capital.allocation used by org.drip.capital.explain Class Description EntityComponentCapital EntityComponentCapital holds the Component Capital for each Entity.EntityComponentCapitalAssignment EntityComponentCapitalAssignment contains the Capital Assignment for each Entity and its Component. -
Classes in org.drip.capital.allocation used by org.drip.capital.setting Class Description CorrelationCategoryBetaManager CorrelationCategoryBetaManager holds the Beta Loading Map Scheme for the different Correlation Categories.EntityCapitalAssignmentSetting EntityCapitalAssignmentSetting holds the Correlation Elasticities for the different Capital Components as well as the Entity's Correlation Category.