Uses of Package
org.drip.capital.explain
| Package | Description |
|---|---|
| org.drip.capital.allocation |
Economic Risk Capital Entity Allocation
|
| org.drip.capital.explain |
Economic Risk Capital Attribution Explain
|
| org.drip.capital.simulation |
Economic Risk Capital Simulation Ensemble
|
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Classes in org.drip.capital.explain used by org.drip.capital.allocation Class Description PnLAttribution PnLAttribution exposes the Path-Level Capital Component Attributions. -
Classes in org.drip.capital.explain used by org.drip.capital.explain Class Description CapitalUnitPnLAttribution CapitalUnitPnLAttribution holds the Attributions of the PnL from the Contributing Paths for a Single Capital Unit.PnLAttribution PnLAttribution exposes the Path-Level Capital Component Attributions. -
Classes in org.drip.capital.explain used by org.drip.capital.simulation Class Description CapitalSegmentPnLAttribution CapitalSegmentPnLAttribution holds the Scenario-Level Cumulative Capital Attributions from the Contributing Paths of the Stand-alone Capital Units corresponding to a Capital Segment.CapitalSegmentStandaloneMarginal CapitalSegmentStandaloneMarginal holds the Top-of-the-House Capital Attributions as well the Segment-Level Contributions from the Stand-alone Capital Units.CapitalUnitPnLAttribution CapitalUnitPnLAttribution holds the Attributions of the PnL from the Contributing Paths for a Single Capital Unit.