fsPnLDecompositionExplainMap() | | 0% | | 0% | 4 | 4 | 13 | 13 | 1 | 1 |
paaCategoryDecompositionExplainMap() | | 0% | | 0% | 4 | 4 | 13 | 13 | 1 | 1 |
systemicPnLExplainMap() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
correlatedPnLExplainMap() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
correlatedPnLWorstMap() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
idiosyncraticPnLExplainMap() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
idiosyncraticPnLWorstMap() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
AllocatedPnLAttribution(PnLAttribution, EntityComponentCapital) | | 0% | | 0% | 3 | 3 | 6 | 6 | 1 | 1 |
expectedShortfall() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicPnL() | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
systemicGrossPnL() | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
correlatedPnL() | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
idiosyncraticGrossPnL() | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
fsGrossPnL() | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
var() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicInstanceCountMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
correlatedInstanceCountMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
idiosyncraticInstanceCountMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
pathIndexList() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
pathCount() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
entityComponentCapital() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicGrossPnLExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |