ProRataLeafLevel

Description Select a level for bottom-up Pro-Rata Capital Allocations
Variations

This context value enables bottom-up calculation for a Pro-rata measure. Please note that ProRataHierarchy context value must be set to “NONE”.

The capital charge is calculated at the leaf level, then pro-rata coefficients are computed so that the scaled leaf-level charges sum to the charge at the ReferenceLevel.

Scaled Leaf-level charges are additive and can be rolled up to any level.

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