Uses of Class
org.drip.capital.explain.CapitalSegmentStandaloneMarginal
Package | Description |
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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 CapitalSegmentStandaloneMarginal
CapitalSegmentPathEnsemble. marginalPnLAttribution(double confidenceLevel)
Construct the Contributing Marginal PnL Attribution given the Confidence Level by PercentageCapitalSegmentStandaloneMarginal
CapitalSegmentPathEnsemble. marginalPnLAttribution(int confidenceCount)
Construct the Contributing Marginal PnL Attribution given the Confidence Level by CountCapitalSegmentStandaloneMarginal
CapitalSegmentPathEnsemble. marginalStandalonePnLAttribution(double confidenceLevel)
Construct the Contributing Marginal and Stand-alone PnL Attribution given the Confidence Level by PercentageCapitalSegmentStandaloneMarginal
CapitalSegmentPathEnsemble. marginalStandalonePnLAttribution(int confidenceCount)
Construct the Contributing Marginal and Stand-alone PnL Attribution given the Confidence Level by Count