ما معنى Euler allocation؟

Euler allocation assigns to trade $i$ the contribution $a_i = \frac{d}{d\epsilon}\mathrm{XVA}(\ldots,(1+\epsilon)V_i,\ldots)|_{\epsilon=0}$. When the adjustment is homogeneous of degree one in the trades’ sizes, as CVA is, Euler’s theorem makes the contributions add up to the total; for CVA, $a_i = (1-R)\sum_k\E[D(0,t_k)V_i(t_k)\mathbf 1_{V(t_k)>0}]\,\Delta\mathrm{PD}_k$.