Uses of Class
org.drip.capital.explain.PnLAttribution

Packages that use PnLAttribution

Package	Description
org.drip.capital.allocation	Economic Risk Capital Entity Allocation
org.drip.capital.explain	Economic Risk Capital Attribution Explain

Uses of PnLAttribution in org.drip.capital.allocation

Methods in org.drip.capital.allocation with parameters of type PnLAttribution

Modifier and Type	Method	Description
boolean	EntityElasticityAttribution.accumulate(PnLAttribution pnlAttribution, EntityCapitalAssignmentSetting entityCapitalAssignmentSetting)	Accumulate with the Beta-Adjusted Component Attribution
static EntityComponentCapital	EntityComponentCapital.FromPnLAttribution(CorrelationCategoryBetaManager correlationCategoryBetaManager, EntityCapitalAssignmentSetting entityCapitalAssignmentSetting, PnLAttribution pnlAttribution, java.util.Map<java.lang.String,java.lang.Double> proRataNormalizerMap, double unitFloatBeta, double grossEntityAllocation)	Generate the Entity Component Capital from the PnL Attribution

Uses of PnLAttribution in org.drip.capital.explain

Subclasses of PnLAttribution in org.drip.capital.explain

Modifier and Type	Class	Description
class	AllocatedPnLAttribution	AllocatedPnLAttribution exposes the Path-Level Capital Component Attributions Post Allocation Adjustments.
class	CapitalSegmentPnLAttribution	CapitalSegmentPnLAttribution holds the Scenario-Level Cumulative Capital Attributions from the Contributing Paths of the Stand-alone Capital Units corresponding to a Capital Segment.
class	CapitalSegmentStandaloneMarginal	CapitalSegmentStandaloneMarginal holds the Top-of-the-House Capital Attributions as well the Segment-Level Contributions from the Stand-alone Capital Units.
class	CapitalUnitPnLAttribution	CapitalUnitPnLAttribution holds the Attributions of the PnL from the Contributing Paths for a Single Capital Unit.

Methods in org.drip.capital.explain that return types with arguments of type PnLAttribution

Modifier and Type	Method	Description
java.util.Map<java.lang.String,PnLAttribution>	CapitalSegmentStandaloneMarginal.marginalPnLAttributionMap()	Retrieve the Capital Unit Marginal PnL Attribution Map
java.util.Map<java.lang.String,PnLAttribution>	CapitalSegmentStandaloneMarginal.standalonePnLAttributionMap()	Retrieve the Capital Unit Stand-alone PnL Attribution Map

Constructors in org.drip.capital.explain with parameters of type PnLAttribution

Constructor	Description
AllocatedPnLAttribution(PnLAttribution standalonePnLAttribution, EntityComponentCapital entityComponentCapital)	AllocatedPnLAttribution Constructor
CapitalSegmentPnLAttribution(PnLAttribution[] pnlAttributionArray)	CapitalSegmentPnLAttribution Constructor

Constructor parameters in org.drip.capital.explain with type arguments of type PnLAttribution

Constructor	Description
CapitalSegmentStandaloneMarginal(java.util.List<PathPnLRealization> pathPnLRealizationList, java.util.Map<java.lang.String,PnLAttribution> marginalPnLAttributionMap, java.util.Map<java.lang.String,PnLAttribution> standalonePnLAttributionMap)	CapitalSegmentStandaloneMarginal Constructor