Attribution Methodologies

The two attribution methodologies supported by the engine (see Attribution Methodology for the conceptual background), the configurator/input-handler contracts they build on, and the returns entities they share.

What you’ll find here:

• Brinson-Fachler – abstract interface and concrete percent/arrow implementations

• Factor Model – abstract interface and concrete percent/arrow implementations, plus factor-returns loading and synthetic exposures

• Returns – return time-series entities shared by both methodologies