Uses of Class
org.drip.capital.explain.CapitalSegmentStandaloneMarginal
| Package | Description |
|---|---|
| org.drip.capital.simulation |
Economic Risk Capital Simulation Ensemble
|
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Uses of CapitalSegmentStandaloneMarginal in org.drip.capital.simulation
Methods in org.drip.capital.simulation that return CapitalSegmentStandaloneMarginal Modifier and Type Method Description CapitalSegmentStandaloneMarginalCapitalSegmentPathEnsemble. marginalPnLAttribution(double confidenceLevel)Construct the Contributing Marginal PnL Attribution given the Confidence Level by PercentageCapitalSegmentStandaloneMarginalCapitalSegmentPathEnsemble. marginalPnLAttribution(int confidenceCount)Construct the Contributing Marginal PnL Attribution given the Confidence Level by CountCapitalSegmentStandaloneMarginalCapitalSegmentPathEnsemble. marginalStandalonePnLAttribution(double confidenceLevel)Construct the Contributing Marginal and Stand-alone PnL Attribution given the Confidence Level by PercentageCapitalSegmentStandaloneMarginalCapitalSegmentPathEnsemble. marginalStandalonePnLAttribution(int confidenceCount)Construct the Contributing Marginal and Stand-alone PnL Attribution given the Confidence Level by Count