C# Client Library
A C# Client Library for the AnalyzeRe REST API
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PortfolioView and LayerView interface. More...
Public Member Functions | |
BackAllocations | back_allocations (string source_id, int? timeout=null) |
Returns a URL to the YELT of this view back-allocated to some component loss source. | |
CoMetrics | co_metrics< T > (double probability, IReference< T > component, CoMetricsOptions options) |
Obsolete.
Returns the co-tail-metrics of this view for a given probability range. | |
List< CoMetrics > | co_metrics< T > (IEnumerable< ProbabilityWindow > ranges, IReference< T > component, CoMetricsOptions options=null, int? timeout=null) |
Returns the co-metrics of this view for multiple probability ranges. | |
List< CoMetrics > | co_metrics< T > (List< double > probabilities, IReference< T > component, CoMetricsOptions options) |
Obsolete.
Returns the co-tail-metrics of this view for multiple probability ranges. | |
CoMetrics | co_metrics< T > (ProbabilityWindow range, IReference< T > component, CoMetricsOptions options=null, int? timeout=null) |
Returns the co-metrics of this view for a given probability range. | |
ExceedanceProbability | exceedance_probability (double threshold, ExceedanceProbabilityOptions options=null, int? timeout=null) |
Returns the exceedance probability for this view for the given loss. That is, the probability the specified loss (threshold) is exceeded. | |
List< ExceedanceProbability > | exceedance_probability (IEnumerable< double > thresholds, ExceedanceProbabilityOptions options=null, int? timeout=null) |
Returns the exceedance probability for this view for the given losses. That is, the probability the specified loss (threshold) is exceeded. | |
T | ShallowCopy< T > () |
Create a shallow copy of this object. | |
TailMetrics | tail_metrics (double probability, MetricsOptions options=null, int? timeout=null) |
Returns the tail metrics of this view at a given probability. | |
List< TailMetrics > | tail_metrics (IEnumerable< double > probabilities, MetricsOptions options=null, int? timeout=null) |
Returns the tail metrics of this view at multiple probabilities. | |
List< WindowMetrics > | window_metrics (IEnumerable< ProbabilityWindow > ranges, MetricsOptions options=null, int? timeout=null) |
Returns the window metrics of this view for multiple probability ranges. | |
WindowMetrics | window_metrics (ProbabilityWindow range, MetricsOptions options=null, int? timeout=null) |
Returns the window metrics of this view for a given probability range. | |
Properties | |
IReference< AnalysisProfile > | analysis_profile [get, set] |
The analysis profile used to analyze the resource. | |
string | collection_name [get] |
The relative path from the root of the API at which the collection of resources of this type reside. | |
string | id [get, set] |
The resource's unique identifier. It will be used in the request URL when requesting the resource from the server. | |
string | Path [get] |
The relative path to this endpoint from the root URL. | |
string | target_currency [get, set] |
The default currency results are returned in. If not specified, the server will automatically select a reasonable default currency based on the structure's terms. | |
YELTSimulationResult | yelt [get] |
Allows retrieval of the YELT (Year Event Loss Table) associated with this view once it has been simulated. | |
YLTSimulationResult | ylt [get] |
Allows retrieval of the YLT (Year Loss Table) associated with this view once it has been simulated. | |
string | ylt_id [get, set] |
The hash identifier for the simulation results of this layer. | |
PortfolioView and LayerView interface.
Definition at line 17 of file IAPIResourceView.cs.
BackAllocations AnalyzeRe.IAPIResourceView.back_allocations | ( | string | source_id, |
int? | timeout = null |
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Returns a URL to the YELT of this view back-allocated to some component loss source.
source_id | The id of the component loss source to back-allocate the YELT to. |
timeout | Optional - The desired request timeout (in milliseconds). |
POST a Layers.BackAllocatedLayer instead, using this resource as the Layers.BackAllocatedLayer.sink, to gain performance benefits and the ability to back-allocate beyond another back-allocation result.
This method should be considered obsolete, although note that portfolio's cannot be used directly as a Layers.BackAllocatedLayer.sink reference. If this resource is a portfolio, you will need to recreate it as a Nested layer in order to replace this call with a Layers.BackAllocatedLayer.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
CoMetrics AnalyzeRe.IAPIResourceView.co_metrics< T > | ( | double | probability, |
IReference< T > | component, | ||
CoMetricsOptions | options | ||
) |
Obsolete.
Returns the co-tail-metrics of this view for a given probability range.
T | The type of the component referenced. |
probability | The probability for which to compute co-tail-metrics. |
component | A reference to the component LayerView or PortfolioView to compute co-tail-metrics against. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
T | : | IAPIResourceView |
List< CoMetrics > AnalyzeRe.IAPIResourceView.co_metrics< T > | ( | IEnumerable< ProbabilityWindow > | ranges, |
IReference< T > | component, | ||
CoMetricsOptions | options = null , |
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int? | timeout = null |
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) |
Returns the co-metrics of this view for multiple probability ranges.
T | The type of the component referenced. |
ranges | The probability ranges at which to compute co-metrics. |
component | A reference to the component LayerView or PortfolioView to compute co-metrics against. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
T | : | IAPIResourceView |
List< CoMetrics > AnalyzeRe.IAPIResourceView.co_metrics< T > | ( | List< double > | probabilities, |
IReference< T > | component, | ||
CoMetricsOptions | options | ||
) |
Obsolete.
Returns the co-tail-metrics of this view for multiple probability ranges.
T | The type of the component referenced. |
probabilities | The probabilities at which to compute co-tail-metrics. |
component | A reference to the component LayerView or PortfolioView to compute co-tail-metrics against. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
T | : | IAPIResourceView |
CoMetrics AnalyzeRe.IAPIResourceView.co_metrics< T > | ( | ProbabilityWindow | range, |
IReference< T > | component, | ||
CoMetricsOptions | options = null , |
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int? | timeout = null |
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) |
Returns the co-metrics of this view for a given probability range.
T | The type of the component referenced. |
range | The probability range for which to compute co-metrics. |
component | A reference to the component LayerView or PortfolioView to compute co-metrics against. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
T | : | IAPIResourceView |
ExceedanceProbability AnalyzeRe.IAPIResourceView.exceedance_probability | ( | double | threshold, |
ExceedanceProbabilityOptions | options = null , |
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int? | timeout = null |
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Returns the exceedance probability for this view for the given loss. That is, the probability the specified loss (threshold) is exceeded.
threshold | The threshold at which to calculate the exceedance probability. |
options | A set of options which can be used to change the threshold behaviour or compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
List< ExceedanceProbability > AnalyzeRe.IAPIResourceView.exceedance_probability | ( | IEnumerable< double > | thresholds, |
ExceedanceProbabilityOptions | options = null , |
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int? | timeout = null |
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Returns the exceedance probability for this view for the given losses. That is, the probability the specified loss (threshold) is exceeded.
thresholds | The thresholds at which to calculate the exceedance probability. |
options | A set of options which can be used to change the threshold behaviour or compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
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inherited |
Create a shallow copy of this object.
Implemented in AnalyzeRe.APIType.
T | : | IAPIType |
TailMetrics AnalyzeRe.IAPIResourceView.tail_metrics | ( | double | probability, |
MetricsOptions | options = null , |
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int? | timeout = null |
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Returns the tail metrics of this view at a given probability.
probability | The probability at which to compute tail metrics. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Tail metrics functions are implemented as a shortcut - they are equivalent to requesting window_metrics(ProbabilityWindow,MetricsOptions,Int32?) with the ProbabilityWindow's minimum probability set to 0.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
List< TailMetrics > AnalyzeRe.IAPIResourceView.tail_metrics | ( | IEnumerable< double > | probabilities, |
MetricsOptions | options = null , |
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int? | timeout = null |
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) |
Returns the tail metrics of this view at multiple probabilities.
probabilities | The probabilities at which to compute tail metrics. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
List< WindowMetrics > AnalyzeRe.IAPIResourceView.window_metrics | ( | IEnumerable< ProbabilityWindow > | ranges, |
MetricsOptions | options = null , |
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int? | timeout = null |
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Returns the window metrics of this view for multiple probability ranges.
ranges | The probability ranges for which to compute window metrics. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
WindowMetrics AnalyzeRe.IAPIResourceView.window_metrics | ( | ProbabilityWindow | range, |
MetricsOptions | options = null , |
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int? | timeout = null |
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Returns the window metrics of this view for a given probability range.
range | The probability range for which to compute window metrics. |
options | A set of options which can be used to compute metrics net of various filters, loss perspectives, etc. |
timeout | Optional - The desired request timeout (in milliseconds). |
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
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getsetinherited |
The analysis profile used to analyze the resource.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView, and AnalyzeRe.Optimization.OptimizationView.
Definition at line 13 of file IAPIAnalysis.cs.
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getinherited |
The relative path from the root of the API at which the collection of resources of this type reside.
Implemented in AnalyzeRe.API.PortfolioViewMarginals.MarginalPortfolioView, AnalyzeRe.Authentication.OauthAccessToken, AnalyzeRe.AnalysisProfile, AnalyzeRe.APIResource, AnalyzeRe.Distribution, AnalyzeRe.EventCatalog, AnalyzeRe.ExchangeRates.ExchangeRateProfile, AnalyzeRe.ExchangeRates.ExchangeRateTable, AnalyzeRe.DataFile, AnalyzeRe.Layer, AnalyzeRe.LayerView< T >, AnalyzeRe.LossFilter, AnalyzeRe.LossSet, AnalyzeRe.Agent, AnalyzeRe.Analyses.Analysis, AnalyzeRe.Optimization.Candidate, AnalyzeRe.Optimization.ProjectionFunction, AnalyzeRe.Optimization.MetricsFunction, AnalyzeRe.Optimization.OptimizationView, AnalyzeRe.Portfolio, AnalyzeRe.PortfolioView, and AnalyzeRe.Simulation.
Definition at line 19 of file IAPIResource.cs.
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getsetinherited |
The resource's unique identifier. It will be used in the request URL when requesting the resource from the server.
Implemented in AnalyzeRe.APIResource, and AnalyzeRe.Optimization.Candidate.
Definition at line 14 of file IAPIResource.cs.
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getinherited |
The relative path to this endpoint from the root URL.
Implemented in AnalyzeRe.API.PortfolioViewMarginals, AnalyzeRe.APITypes.SubResourceEndpoint, AnalyzeRe.APIResource, and AnalyzeRe.Optimization.Candidate.
Definition at line 13 of file IEndpoint.cs.
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getsetinherited |
The default currency results are returned in. If not specified, the server will automatically select a reasonable default currency based on the structure's terms.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView, and AnalyzeRe.Optimization.OptimizationView.
Definition at line 20 of file IAPIAnalysis.cs.
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get |
Allows retrieval of the YELT (Year Event Loss Table) associated with this view once it has been simulated.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
Definition at line 33 of file IAPIResourceView.cs.
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get |
Allows retrieval of the YLT (Year Loss Table) associated with this view once it has been simulated.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
Definition at line 28 of file IAPIResourceView.cs.
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getset |
The hash identifier for the simulation results of this layer.
Implemented in AnalyzeRe.APIResourceView.BaseAPIResourceView.
Definition at line 23 of file IAPIResourceView.cs.