Uses of Class
org.drip.capital.explain.CapitalUnitPnLAttribution
Package | Description |
---|---|
org.drip.capital.explain |
Economic Risk Capital Attribution Explain
|
org.drip.capital.simulation |
Economic Risk Capital Simulation Ensemble
|
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Uses of CapitalUnitPnLAttribution in org.drip.capital.explain
Subclasses of CapitalUnitPnLAttribution in org.drip.capital.explain Modifier and Type Class Description class
CapitalSegmentStandaloneMarginal
CapitalSegmentStandaloneMarginal holds the Top-of-the-House Capital Attributions as well the Segment-Level Contributions from the Stand-alone Capital Units. -
Uses of CapitalUnitPnLAttribution in org.drip.capital.simulation
Methods in org.drip.capital.simulation that return CapitalUnitPnLAttribution Modifier and Type Method Description CapitalUnitPnLAttribution
CapitalUnitPathEnsemble. pnlAttribution(double confidenceLevel)
CapitalUnitPnLAttribution
CapitalUnitPathEnsemble. pnlAttribution(int confidenceCount)
CapitalUnitPnLAttribution
CapitalUnitPathEnsemble. pnlAttribution(java.util.List<java.lang.Integer> pathIndexList)
CapitalUnitPnLAttribution
PathEnsemble. pnlAttribution(double confidenceLevel)
Construct the Contributing PnL Attribution given the Confidence Level by PercentageCapitalUnitPnLAttribution
PathEnsemble. pnlAttribution(int confidenceCount)
Construct the Contributing PnL Attribution given the Confidence Level by CountCapitalUnitPnLAttribution
PathEnsemble. pnlAttribution(java.util.List<java.lang.Integer> pathIndexList)
Construct the Contributing Path Attribution given the Path Index List