Uses of Interface
org.drip.capital.simulation.EnsemblePnLDistributionGenerator
Package | Description |
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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 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. -
Uses of EnsemblePnLDistributionGenerator in org.drip.capital.simulation
Subinterfaces of EnsemblePnLDistributionGenerator in org.drip.capital.simulation Modifier and Type Interface Description interface
PathEnsemble
PathEnsemble 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 class
CapitalSegmentPathEnsemble
CapitalSegmentPathEnsemble generates the Ensemble of Capital Paths from the Simulation PnL Realizations for the Capital Units under the specified Capital Segments.class
CapitalUnitPathEnsemble
CapitalUnitPathEnsemble generates the Ensemble of Capital Paths from the Simulation PnL Realizations for the specified Capital Unit.