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Version: 21.8.3

Calculation level

Argument nameDescription
positionsperforms the calculation for each position of the portfolio. This calculation level will supersede "allocations" in the upcoming version of the Add-in.
portfolioperforms the calculation at the portfolio level. This calculation level will supersede "aggregates" in the upcoming version of the Add-in.
contributionsprovides the contribution of a position to the aggregate risk of a sub-portfolio or portfolio.