ReportsTables.ReturnDecompositionRow (Northfield ASP)

Enclosing interface:

ReportsTables
```
public static interface ReportsTables.ReturnDecompositionRow
```
the return decomposition row shows how expected returns can be broken down amongst factors

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`double`	`activeExposure()`	the active exposure to the factor.
`double`	`benchmarkExposure()`	the benchmark exposure to the risk factor.
`double`	`economicChange()`	returns the factor economic change
`java.lang.String`	`factorName()`	returns the factor name
`double`	`portfolioExposure()`	the portfolio exposure to the risk factor.
`double`	`premia()`	returns the factor risk premia.
`double`	`returnContribution()`	contribution to factor return

- Method Detail
  - factorName
```
java.lang.String factorName()
```
    returns the factor name
    
    Returns:
    
    factor name
  - portfolioExposure
```
double portfolioExposure()
```
    the portfolio exposure to the risk factor. the weighted average of all the portfolio's individual asset exposures to the factor.
    
    Returns:
    
    portfolio exposure
  - benchmarkExposure
```
double benchmarkExposure()
```
    the benchmark exposure to the risk factor. the weighted average of all the benchmark's individual asset exposures to the factor.
    
    Returns:
    
    benchmark exposure.
  - activeExposure
```
double activeExposure()
```
    the active exposure to the factor. portfolio exposures minus the benchmark exposures.
    
    Returns:
    
    active exposure.
  - premia
```
double premia()
```
    returns the factor risk premia.
    
    Returns:
    
    factor premia.
  - economicChange
```
double economicChange()
```
    returns the factor economic change
    
    Returns:
    
    economic change
  - returnContribution
```
double returnContribution()
```
    contribution to factor return
    
    Returns:
    
    contribution to factor return