Uses of Class
org.drip.capital.explain.CapitalSegmentPnLAttribution
| Package | Description |
|---|---|
| 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 CapitalSegmentPnLAttributionCapitalSegmentPathEnsemble. standalonePnLAttribution(double confidenceLevel)Construct the Capital Segment Stand-alone PnL Attribution given the Confidence Level by PercentageCapitalSegmentPnLAttributionCapitalSegmentPathEnsemble. standalonePnLAttribution(int confidenceCount)Construct the Capital Segment Stand-alone PnL Attribution given the Confidence Level by Count