Uses of Interface
org.drip.capital.simulation.PathEnsemble
| Package | Description |
|---|---|
| org.drip.capital.entity |
Economic Risk Capital Estimation Nodes
|
| org.drip.capital.simulation |
Economic Risk Capital Simulation Ensemble
|
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Uses of PathEnsemble in org.drip.capital.entity
Methods in org.drip.capital.entity that return PathEnsemble Modifier and Type Method Description PathEnsembleCapitalSimulator. pathEnsemble(SimulationControl simulationControl, SimulationPnLControl simulationPnLControl)Generate the Simulation Path EnsembleMethod parameters in org.drip.capital.entity with type arguments of type PathEnsemble Modifier and Type Method Description CapitalSegmentPathEnsembleCapitalSegment. pathEnsemble(java.util.Map<java.lang.String,PathEnsemble> pathEnsembleMap)Generate the Simulation Path Ensemble Constricted to the specified Path Ensemble Map -
Uses of PathEnsemble in org.drip.capital.simulation
Classes in org.drip.capital.simulation that implement PathEnsemble 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.Methods in org.drip.capital.simulation that return types with arguments of type PathEnsemble Modifier and Type Method Description java.util.Map<java.lang.String,PathEnsemble>CapitalSegmentPathEnsemble. pathEnsembleMap()Retrieve the Map of Path EnsemblesConstructor parameters in org.drip.capital.simulation with type arguments of type PathEnsemble Constructor Description CapitalSegmentPathEnsemble(java.util.Map<java.lang.String,PathEnsemble> pathEnsembleMap)CapitalSegmentPathEnsemble Constructor