EntityComponentCapital(EntityCapital, double, EntityCapital, double, EntityCapital, double, EntityCapital, double) | | 0% | | 0% | 9 | 9 | 15 | 15 | 1 | 1 |
FromPnLAttribution(CorrelationCategoryBetaManager, EntityCapitalAssignmentSetting, PnLAttribution, Map, double, double) | | 0% | | 0% | 4 | 4 | 10 | 10 | 1 | 1 |
NoStressComponentCapitalMultiplier(CorrelationCategoryBetaManager, EntityCapitalAssignmentSetting, Map, double) | | 0% | | 0% | 6 | 6 | 13 | 13 | 1 | 1 |
SystemicComponentCapitalMultiplier(CorrelationCategoryBetaManager, EntityCapitalAssignmentSetting, Map, double) | | 0% | | 0% | 6 | 6 | 13 | 13 | 1 | 1 |
CorrelatedComponentCapitalMultiplier(CorrelationCategoryBetaManager, EntityCapitalAssignmentSetting, Map, double) | | 0% | | 0% | 6 | 6 | 13 | 13 | 1 | 1 |
IdiosyncraticComponentCapitalMultiplier(CorrelationCategoryBetaManager, EntityCapitalAssignmentSetting, Map, double) | | 0% | | 0% | 6 | 6 | 13 | 13 | 1 | 1 |
FromComponentCapital(double, double, double, double, double, double, double, double, double) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
total() | | 0% | | n/a | 1 | 1 | 8 | 8 | 1 | 1 |
noStress() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemic() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicStandaloneMultiplier() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
correlatedStandaloneMultiplier() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
idiosyncraticStandaloneMultiplier() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
noStressStandaloneMultiplier() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
correlated() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
idiosyncratic() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |