## risk.Allocation


Capital allocation of a distortion risk measure, from [capital](risk.capital.md#prospicio.risk.capital).


Usage


``` python
risk.Allocation()
```


## Attributes

| Name | Description |
|----|----|
| [allocated](#allocated) | Allocated capital of each component. |
| [method](#method) | The allocation method, as passed to [capital](risk.capital.md#prospicio.risk.capital). |
| [standalone](#standalone) | Stand-alone measure `rho(X_j)` of each component. |
| [total](#total) | The portfolio's measure, `rho(S)`. |

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#### allocated


Allocated capital of each component.


`allocated: list[float]`


------------------------------------------------------------------------


#### method


The allocation method, as passed to [capital](risk.capital.md#prospicio.risk.capital).


`method: str`


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#### standalone


Stand-alone measure `rho(X_j)` of each component.


`standalone: list[float]`


------------------------------------------------------------------------


#### total


The portfolio's measure, `rho(S)`.


`total: float`


## Methods

| Name | Description |
|----|----|
| [diversification()](#diversification) | `standalone - allocated` per component: each one's share of the |
| [diversification_benefit()](#diversification_benefit) | `sum(standalone) - total`: the capital saved by holding the |

------------------------------------------------------------------------


#### diversification()


`standalone - allocated` per component: each one's share of the


Usage


``` python
diversification()
```


diversification benefit.


##### Returns


`list of float`  


------------------------------------------------------------------------


#### diversification_benefit()


`sum(standalone) - total`: the capital saved by holding the


Usage


``` python
diversification_benefit()
```


components together.


##### Returns


`float`