Uses of Class
org.drip.capital.explain.CapitalSegmentPnLAttribution
Package | Description |
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org.drip.capital.simulation |
Economic Risk Capital Simulation Ensemble
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Uses of CapitalSegmentPnLAttribution in org.drip.capital.simulation
Methods in org.drip.capital.simulation that return CapitalSegmentPnLAttribution Modifier and Type Method Description CapitalSegmentPnLAttribution
CapitalSegmentPathEnsemble. standalonePnLAttribution(double confidenceLevel)
Construct the Capital Segment Stand-alone PnL Attribution given the Confidence Level by PercentageCapitalSegmentPnLAttribution
CapitalSegmentPathEnsemble. standalonePnLAttribution(int confidenceCount)
Construct the Capital Segment Stand-alone PnL Attribution given the Confidence Level by Count