CreditMacroHedgeBreakdown.java
package org.drip.sample.betafloatfloat;
import java.util.Map;
import org.drip.analytics.support.CaseInsensitiveHashMap;
import org.drip.capital.allocation.CorrelationCategoryBeta;
import org.drip.capital.allocation.CorrelationCategoryBetaManager;
import org.drip.capital.allocation.EntityCapital;
import org.drip.capital.allocation.EntityCapitalAssignmentSetting;
import org.drip.capital.allocation.EntityComponentCapital;
import org.drip.capital.allocation.EntityComponentCapitalAssignment;
import org.drip.capital.allocation.EntityComponentCorrelationCategory;
import org.drip.capital.allocation.EntityElasticityAttribution;
import org.drip.capital.entity.CapitalUnit;
import org.drip.capital.entity.ManagedSegmentL1;
import org.drip.capital.env.CapitalEstimationContextManager;
import org.drip.capital.explain.AllocatedPnLAttribution;
import org.drip.capital.explain.CapitalSegmentStandaloneMarginal;
import org.drip.capital.explain.PnLAttribution;
import org.drip.capital.label.BusinessRegionRiskTypeCoordinate;
import org.drip.capital.label.CapitalSegmentCoordinate;
import org.drip.capital.label.Coordinate;
import org.drip.capital.setting.CapitalAllocationControl;
import org.drip.capital.setting.SimulationControl;
import org.drip.capital.setting.SimulationPnLControl;
import org.drip.numerical.common.FormatUtil;
import org.drip.service.env.EnvManager;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>CreditMacroHedgeBreakdown</i> zeds the Managed Sub-segment Level Allocation for the Specified Managed
* Segment using the Two Beta Scheme.
*
* MANAGED SEGMENT - Credit Macro Hedge
*
* HIGH - Floating Beta
* LOW - Floating Beta
*
* The References are:
*
* <br><br>
* <ul>
* <li>
* Bank for International Supervision (2005): Stress Testing at Major Financial Institutions: Survey
* Results and Practice https://www.bis.org/publ/cgfs24.htm
* </li>
* <li>
* Glasserman, P. (2004): <i>Monte Carlo Methods in Financial Engineering</i> <b>Springer</b>
* </li>
* <li>
* Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">DROP API Construction and Usage</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/betafloatfloat/README.md">Two Beta Float Float Scheme</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class CreditMacroHedgeBreakdown
{
private static final CapitalUnit MakeCapitalUnit (
final String business,
final String region,
final String riskType,
final double varNotional)
throws Exception
{
Coordinate capitalUnitCoordinate = new BusinessRegionRiskTypeCoordinate (
business,
region,
riskType
);
return new CapitalUnit (
capitalUnitCoordinate,
CapitalEstimationContextManager.ContextContainer().capitalUnitStressEventContext().capitalUnitEventMap().get
(
capitalUnitCoordinate.fullyQualifiedName()
),
varNotional
);
}
private static final void DisplayPnLAttribution (
final String capitalSegmentFQN,
final PnLAttribution pnlAttribution)
throws Exception
{
Map<String, Double> gsstPnLExplainMap = pnlAttribution.systemicPnLExplainMap();
Map<String, Double> cBSSTPnLExplainMap = pnlAttribution.correlatedPnLExplainMap();
Map<String, Double> iBSSTPnLExplainMap = pnlAttribution.idiosyncraticPnLExplainMap();
Map<String, Integer> gsstInstanceCountMap = pnlAttribution.systemicInstanceCountMap();
Map<String, Integer> cBSSTInstanceCountMap = pnlAttribution.correlatedInstanceCountMap();
Map<String, Integer> iBSSTInstanceCountMap = pnlAttribution.idiosyncraticInstanceCountMap();
Map<String, Double> gsstGrossPnLExplainMap = pnlAttribution.systemicGrossPnLExplainMap();
Map<String, Double> fsPnLDecompositionExplainMap = pnlAttribution.fsPnLDecompositionExplainMap();
System.out.println ("\t|---------------------------------------------------------||");
System.out.println ("\t| CONTRIBUTORY PnL ATTRIBUTION ||");
System.out.println ("\t|---------------------------------------------------------||");
System.out.println ("\t| Capital Segment FQN => " + capitalSegmentFQN);
System.out.println ("\t| Expected Short-fall => " +
FormatUtil.FormatDouble (pnlAttribution.expectedShortfall(), 10, 2, 1.)
);
if (null != gsstPnLExplainMap)
{
System.out.println ("\t|---------------------------------------------------------||");
for (Map.Entry<String, Double> gsstPnLExplainEntry : gsstPnLExplainMap.entrySet())
{
System.out.println (
"\t|\t GSST | " + gsstPnLExplainEntry.getKey() + " => " +
FormatUtil.FormatDouble (gsstPnLExplainEntry.getValue(), 10, 2, 1.)
);
}
}
if (null != cBSSTPnLExplainMap)
{
System.out.println ("\t|---------------------------------------------------------||");
for (Map.Entry<String, Double> cBSSTPnLExplainEntry : cBSSTPnLExplainMap.entrySet())
{
System.out.println (
"\t|\tcBSST | " + cBSSTPnLExplainEntry.getKey() + " => " +
FormatUtil.FormatDouble (cBSSTPnLExplainEntry.getValue(), 10, 2, 1.)
);
}
}
if (null != iBSSTPnLExplainMap)
{
System.out.println ("\t|---------------------------------------------------------||");
for (Map.Entry<String, Double> iBSSTPnLExplainEntry : iBSSTPnLExplainMap.entrySet())
{
System.out.println (
"\t|\tiBSST | " + iBSSTPnLExplainEntry.getKey() + " => " +
FormatUtil.FormatDouble (iBSSTPnLExplainEntry.getValue(), 10, 2, 1.)
);
}
}
if (null != fsPnLDecompositionExplainMap)
{
System.out.println ("\t|---------------------------------------------------------||");
for (Map.Entry<String, Double> fsPnLDecompositionExplainEntry :
fsPnLDecompositionExplainMap.entrySet())
{
System.out.println (
"\t|\t cVaR | " + fsPnLDecompositionExplainEntry.getKey() + " => " +
FormatUtil.FormatDouble (fsPnLDecompositionExplainEntry.getValue(), 10, 2, 1.)
);
}
}
System.out.println ("\t|---------------------------------------------------------||");
if (null != gsstGrossPnLExplainMap)
{
for (Map.Entry<String, Double> gsstGrossPnLExplainEntry : gsstGrossPnLExplainMap.entrySet())
{
System.out.println (
"\t|\t Gross GSST | " + gsstGrossPnLExplainEntry.getKey() + " => " +
FormatUtil.FormatDouble (gsstGrossPnLExplainEntry.getValue(), 10, 2, 1.)
);
}
}
System.out.println (
"\t|\t GSST => " +
FormatUtil.FormatDouble (pnlAttribution.systemicPnL(), 10, 2, 1.)
);
System.out.println (
"\t|\t Gross cBSST => " +
FormatUtil.FormatDouble (pnlAttribution.correlatedPnL(), 10, 2, 1.)
);
System.out.println (
"\t|\t Gross iBSST => " +
FormatUtil.FormatDouble (pnlAttribution.idiosyncraticGrossPnL(), 10, 2, 1.)
);
System.out.println (
"\t|\t Gross cVaR => " +
FormatUtil.FormatDouble (pnlAttribution.fsGrossPnL(), 10, 2, 1.)
);
System.out.println ("\t|---------------------------------------------------------||");
if (null != gsstInstanceCountMap)
{
for (Map.Entry<String, Integer> gsstInstanceCountEntry : gsstInstanceCountMap.entrySet())
{
System.out.println (
"\t|\t GSST Instance Count | " + gsstInstanceCountEntry.getKey() + " => " +
FormatUtil.FormatDouble (gsstInstanceCountEntry.getValue(), 6, 0, 1.)
);
}
}
if (null != cBSSTInstanceCountMap)
{
for (Map.Entry<String, Integer> cBSSTInstanceCountEntry : cBSSTInstanceCountMap.entrySet())
{
System.out.println (
"\t|\t cBSST Instance Count | " + cBSSTInstanceCountEntry.getKey() + " => " +
FormatUtil.FormatDouble (cBSSTInstanceCountEntry.getValue(), 6, 0, 1.)
);
}
}
if (null != iBSSTInstanceCountMap)
{
for (Map.Entry<String, Integer> iBSSTInstanceCountEntry : iBSSTInstanceCountMap.entrySet())
{
System.out.println (
"\t|\t iBSST Instance Count | " + iBSSTInstanceCountEntry.getKey() + " => " +
FormatUtil.FormatDouble (iBSSTInstanceCountEntry.getValue(), 6, 0, 1.)
);
}
}
System.out.println ("\t|---------------------------------------------------------||");
System.out.println();
}
private static final EntityCapitalAssignmentSetting LowUniformBeta()
{
return EntityCapitalAssignmentSetting.UniformBeta (
EntityComponentCorrelationCategory.LOW_CORRELATION,
EntityComponentCorrelationCategory.LOW_CORRELATION,
EntityComponentCorrelationCategory.LOW_CORRELATION,
EntityComponentCorrelationCategory.HIGH_CORRELATION,
EntityComponentCorrelationCategory.HIGH_CORRELATION
);
}
private static final EntityCapitalAssignmentSetting HighUniformBeta()
{
return EntityCapitalAssignmentSetting.UniformBeta (
EntityComponentCorrelationCategory.HIGH_CORRELATION,
EntityComponentCorrelationCategory.HIGH_CORRELATION,
EntityComponentCorrelationCategory.HIGH_CORRELATION,
EntityComponentCorrelationCategory.HIGH_CORRELATION,
EntityComponentCorrelationCategory.HIGH_CORRELATION
);
}
private static final EntityCapitalAssignmentSetting HighLowUniformBeta()
{
return Math.random() < 13. / 34. ? LowUniformBeta() : HighUniformBeta();
}
private static final void Allocate (
final CapitalUnit[] capitalUnitArray,
final EntityComponentCapitalAssignment entityComponentCapitalAssignment)
throws Exception
{
double unitFloatBeta = entityComponentCapitalAssignment.unitFloatBeta();
double allocatedBetaCapital = entityComponentCapitalAssignment.allocatedTotalCapital();
Map<String, EntityComponentCapital> entityComponentCapitalMap =
entityComponentCapitalAssignment.entityComponentCapitalMap();
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
System.out.println (
"\t| THREE BETA CAPITAL ALLOCATION ||"
);
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
System.out.println (
"\t| L -> R: ||"
);
System.out.println (
"\t| - Capital Segment Allocation Fraction - GSST ||"
);
System.out.println (
"\t| - Capital Segment Allocation Fraction - cBSST ||"
);
System.out.println (
"\t| - Capital Segment Allocation Fraction - iBSST ||"
);
System.out.println (
"\t| - Capital Segment Allocation Fraction - No Stress ||"
);
System.out.println (
"\t| - Capital Segment Allocation Fraction - Total ||"
);
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
System.out.println (
"\t| - Capital Segment Allocation Absolute - GSST ||"
);
System.out.println (
"\t| - Capital Segment Allocation Absolute - cBSST ||"
);
System.out.println (
"\t| - Capital Segment Allocation Absolute - iBSST ||"
);
System.out.println (
"\t| - Capital Segment Allocation Absolute - No Stress ||"
);
System.out.println (
"\t| - Capital Segment Allocation Absolute - Total ||"
);
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
System.out.println (
"\t| - Capital Segment Coordinate ||"
);
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
for (int capitalUnitIndex = 0;
capitalUnitIndex < capitalUnitArray.length;
++capitalUnitIndex)
{
String capitalUnitFQN = capitalUnitArray[capitalUnitIndex].coordinate().fullyQualifiedName();
EntityComponentCapital entityComponentCapital = entityComponentCapitalMap.get (
capitalUnitFQN
);
EntityCapital entityComponentCapitalNoStress = entityComponentCapital.noStress();
EntityCapital entityComponentCapitalTotal = entityComponentCapital.total();
EntityCapital entityComponentCapitalIBSST = entityComponentCapital.idiosyncratic();
EntityCapital entityComponentCapitalCBSST = entityComponentCapital.correlated();
EntityCapital entityComponentCapitalGSST = entityComponentCapital.systemic();
System.out.println (
"\t| " +
FormatUtil.FormatDouble (entityComponentCapitalGSST.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (entityComponentCapitalCBSST.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (entityComponentCapitalIBSST.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (entityComponentCapitalNoStress.fractional(), 2, 2, 100.) + "% | " +
FormatUtil.FormatDouble (entityComponentCapitalTotal.fractional(), 2, 2, 100.) + "% || " +
FormatUtil.FormatDouble (entityComponentCapitalGSST.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityComponentCapitalCBSST.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityComponentCapitalIBSST.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityComponentCapitalNoStress.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityComponentCapitalTotal.absolute(), 10, 2, 1.) +
" <= " + capitalUnitFQN
);
}
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
EntityCapital entityCapitalGSST = entityComponentCapitalAssignment.systemic();
EntityCapital entityCapitalCBSST = entityComponentCapitalAssignment.correlated();
EntityCapital entityCapitalIBSST = entityComponentCapitalAssignment.idiosyncratic();
EntityCapital entityCapitalNoStress = entityComponentCapitalAssignment.noStress();
System.out.println (
"\t| " +
FormatUtil.FormatDouble (entityCapitalGSST.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (entityCapitalCBSST.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (entityCapitalIBSST.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (entityCapitalNoStress.fractional(), 2, 2, 100.) + "% |" +
FormatUtil.FormatDouble (1., 2, 2, 100.) + "% || " +
FormatUtil.FormatDouble (entityCapitalGSST.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityCapitalCBSST.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityCapitalIBSST.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityCapitalNoStress.absolute(), 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (entityComponentCapitalAssignment.allocatedTotalCapital(), 10, 2, 1.) +
" <= TOTAL"
);
System.out.println (
"\t|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||"
);
System.out.println();
EntityElasticityAttribution elasticityAttribution =
entityComponentCapitalAssignment.elasticityAttribution();
double fixedEntityCapital = elasticityAttribution.fixed();
double floatingEntityCapital = elasticityAttribution.floating() * unitFloatBeta;
System.out.println (
"\t|-----------------------------------------------------------------------------||"
);
System.out.println (
"\t| FIXED Entity Capital => " +
FormatUtil.FormatDouble (fixedEntityCapital, 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (fixedEntityCapital / allocatedBetaCapital, 2, 2, 100.) + "%"
);
System.out.println (
"\t| FLOATING Entity Capital => " +
FormatUtil.FormatDouble (floatingEntityCapital, 10, 2, 1.) + " | " +
FormatUtil.FormatDouble (floatingEntityCapital / allocatedBetaCapital, 2, 2, 100.) + "%"
);
System.out.println (
"\t|-----------------------------------------------------------------------------||"
);
System.out.println (
"\t| Allocated Beta Capital => " +
FormatUtil.FormatDouble (allocatedBetaCapital, 10, 2, 1.)
);
System.out.println (
"\t| Unit Float Beta => " +
FormatUtil.FormatDouble (unitFloatBeta, 1, 4, 1.)
);
System.out.println (
"\t|-----------------------------------------------------------------------------||"
);
System.out.println();
}
public static final void main (
final String[] argumentArray)
throws Exception
{
EnvManager.InitEnv ("");
double capitalUnitNotional = 10000.;
String capitalSegmentFQN = "Credit Macro Hedge";
String[] regionArray =
{
"NORTH AMERICA",
};
String[] riskTypeArray =
{
"Trading",
};
CorrelationCategoryBetaManager correlationCategoryBetaManager =
CorrelationCategoryBetaManager.TwoBetaFloatFloat (
2.0
);
SimulationControl simulationControl = SimulationControl.Standard();
SimulationPnLControl simulationPnLControl = SimulationPnLControl.Standard();
Map<String, EntityCapitalAssignmentSetting> entityCapitalAssignmentSettingMap =
new CaseInsensitiveHashMap<EntityCapitalAssignmentSetting>();
CapitalUnit[] capitalUnitArray = new CapitalUnit[riskTypeArray.length];
for (int capitalUnitIndex = 0;
capitalUnitIndex < riskTypeArray.length;
++capitalUnitIndex)
{
capitalUnitArray[capitalUnitIndex] = MakeCapitalUnit (
capitalSegmentFQN,
regionArray[capitalUnitIndex],
riskTypeArray[capitalUnitIndex],
capitalUnitNotional
);
entityCapitalAssignmentSettingMap.put (
capitalUnitArray[capitalUnitIndex].coordinate().fullyQualifiedName(),
HighLowUniformBeta()
);
}
System.out.println ("\t|------------------------------------------------------------------");
System.out.println ("\t| 3 Beta Fixed/Float/Float Segment Capital Unit Coordinates ");
System.out.println ("\t|------------------------------------------------------------------");
System.out.println ("\t| L -> R:");
System.out.println ("\t| - Correlation Category (1=HIGH; 2=MEDIUM; 3=LOW)");
System.out.println ("\t| - Beta Type (0=FIXED; 1=FLOAT)");
System.out.println ("\t| - Beta Value");
System.out.println ("\t|------------------------------------------------------------------");
for (int capitalUnitIndex = 0;
capitalUnitIndex < riskTypeArray.length;
++capitalUnitIndex)
{
String capitalUnitFQN = capitalUnitArray[capitalUnitIndex].coordinate().fullyQualifiedName();
int capitalEntityCorrelationCategory = entityCapitalAssignmentSettingMap.get (
capitalUnitFQN
).allocationCorrelationCategory();
CorrelationCategoryBeta correlationCategoryBeta =
correlationCategoryBetaManager.correlationCategoryBeta (
capitalEntityCorrelationCategory
);
System.out.println (
"\t| " + capitalEntityCorrelationCategory + " | " +
correlationCategoryBeta.elasticity() + " | " +
FormatUtil.FormatDouble (correlationCategoryBeta.loading(), 1, 1, 1.) + " <= " +
capitalUnitFQN
);
}
System.out.println ("\t|------------------------------------------------------------------");
System.out.println ("\t| [CAPITAL SEGMENT] => " + capitalSegmentFQN);
System.out.println ("\t|------------------------------------------------------------------");
System.out.println();
CapitalSegmentStandaloneMarginal capitalSegmentStandaloneMarginal = new ManagedSegmentL1 (
new CapitalSegmentCoordinate (
capitalSegmentFQN
),
capitalUnitArray
).pathEnsemble (
simulationControl,
simulationPnLControl
).marginalStandalonePnLAttribution (
simulationPnLControl.stress().expectedShortfallConfidenceLevel()
);
EntityComponentCapitalAssignment entityComponentCapitalAssignment =
capitalSegmentStandaloneMarginal.betaAllocation (
new CapitalAllocationControl (
false,
null,
correlationCategoryBetaManager,
entityCapitalAssignmentSettingMap
)
);
Map<String, EntityComponentCapital> entityComponentCapitalMap =
entityComponentCapitalAssignment.entityComponentCapitalMap();
Map<String, PnLAttribution> standalonePnLAttributionMap =
capitalSegmentStandaloneMarginal.standalonePnLAttributionMap();
for (Map.Entry<String, PnLAttribution> standalonePnLAttributionEntry :
standalonePnLAttributionMap.entrySet())
{
String capitalUnitCoordinate = standalonePnLAttributionEntry.getKey();
DisplayPnLAttribution (
capitalUnitCoordinate,
new AllocatedPnLAttribution (
standalonePnLAttributionEntry.getValue(),
entityComponentCapitalMap.get (
capitalUnitCoordinate
)
)
);
}
Allocate (
capitalUnitArray,
entityComponentCapitalAssignment
);
EnvManager.TerminateEnv();
}
}