Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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Pro-rata capital allocation
Naming pattern: Measures with “Pro-rata” behavior follow the name pattern:Main Measure Name Pro-Rata. Pro-Rata is one of the approaches implemented in to decompose a non-linear measure down to additive components. Depending on the specified context values, a Pro-Rata measure behaves as:-
bottom-up calculation: charges computed at leaf level (usually,
trades) are scaled proportionally so that they sum to a charge
computed at
ReferenceLevel.
Scaled leaf-level charges are additive and can be rolled up to any
level;
Pro-Rata Capital Allocation := Leaf * Scale -
“Russian Doll” calculation: charges are computed recursively
along the levels in a specified hierarchy (for instance,
organizational hierarchy), so that the sum at each level is equal to
the pro-rata charge for a parent.
Scale := Parent / {sum of Siblings}