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 classCapitalSegmentStandaloneMarginalCapitalSegmentStandaloneMarginal 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 CapitalUnitPnLAttributionCapitalUnitPathEnsemble. pnlAttribution(double confidenceLevel)CapitalUnitPnLAttributionCapitalUnitPathEnsemble. pnlAttribution(int confidenceCount)CapitalUnitPnLAttributionCapitalUnitPathEnsemble. pnlAttribution(java.util.List<java.lang.Integer> pathIndexList)CapitalUnitPnLAttributionPathEnsemble. pnlAttribution(double confidenceLevel)Construct the Contributing PnL Attribution given the Confidence Level by PercentageCapitalUnitPnLAttributionPathEnsemble. pnlAttribution(int confidenceCount)Construct the Contributing PnL Attribution given the Confidence Level by CountCapitalUnitPnLAttributionPathEnsemble. pnlAttribution(java.util.List<java.lang.Integer> pathIndexList)Construct the Contributing Path Attribution given the Path Index List