Uses of Interface
org.drip.capital.simulation.EnsemblePnLDistributionGenerator
| 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 EnsemblePnLDistributionGenerator in org.drip.capital.explain
Classes in org.drip.capital.explain that implement EnsemblePnLDistributionGenerator 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.classCapitalUnitPnLAttributionCapitalUnitPnLAttribution holds the Attributions of the PnL from the Contributing Paths for a Single Capital Unit. -
Uses of EnsemblePnLDistributionGenerator in org.drip.capital.simulation
Subinterfaces of EnsemblePnLDistributionGenerator in org.drip.capital.simulation Modifier and Type Interface Description interfacePathEnsemblePathEnsemble exposes the Ensemble of Capital Paths from the Simulation PnL Realizations.Classes in org.drip.capital.simulation that implement EnsemblePnLDistributionGenerator Modifier and Type Class Description classCapitalSegmentPathEnsembleCapitalSegmentPathEnsemble generates the Ensemble of Capital Paths from the Simulation PnL Realizations for the Capital Units under the specified Capital Segments.classCapitalUnitPathEnsembleCapitalUnitPathEnsemble generates the Ensemble of Capital Paths from the Simulation PnL Realizations for the specified Capital Unit.