C# Client Library
A C# Client Library for the AnalyzeRe REST API
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Represents the Analysis of a Portfolio. More...
Classes | |
class | LayerViewsDefault |
Attribute used to define the default layer_views created when a PortfolioView is created from a reference to a Portfolio. | |
Public Member Functions | |
PortfolioView () | |
Construct a new PortfolioView with an empty layer_views HashSet and a reference to the default Analysis Profile. | |
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. | |
IReference< PortfolioView > | PostMarginalPortfolio (IEnumerable< IReference< ILayerView > > layerViewsToAdd=null, IEnumerable< IReference< ILayerView > > layerViewsToRemove=null, int? timeout=null) |
Construct a new "marginal" PortfolioView by adding and/or removing one or more LayerViews to/from this PortfolioView. | |
virtual T | ShallowCopy< T > () |
Create a shallow copy of this object.
for a serializer-based copy method. | |
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. | |
Static Public Attributes | |
static readonly string | CLASS_COLLECTION_NAME = "portfolio_views" |
The collection endpoint at which resources of this type reside on the server. | |
Protected Member Functions | |
override void | AfterMembersCloned (APIType _) |
Invoked following construction if the current instance has been created using a member-wise clone of some other instance. Override if your derived APIType class contains some members that should not be cloned.Overriding implementations should be sure to invoke base.AfterMembersCloned(). | |
Properties | |
IReference< AnalysisProfile > | analysis_profile [get, set] |
The simulation's analysis profile. | |
override string | collection_name [get] |
The collection endpoint at which resources of this type reside on the server. | |
string | id [get, set] |
The resource's unique identifier. It will be used in the request URL when requesting the resource from the server. | |
HashSet< IReference< ILayerView > > | layer_views [get, set] |
The LayerViews included in this PortfolioView. Must be supplied when posting a new PortfolioView, unless a reference to a Portfolio is supplied, in which case the layer_views property will return the server-generated LayerViews corresponding to the Layers in the referenced Portfolio. | |
string | Path [get] |
The relative path to this endpoint from the root URL. | |
IReference< StaticPortfolio > | portfolio [get, set] |
The portfolio from which this portfolioView was constructed. Can be supplied by the user on POST instead of a list of layer_views. | |
MonetaryUnit | premium [get, set] |
The computed premium of this portfolio. | |
string | target_currency [get, set] |
The currency this view's YLTs are stored in, and 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 view. | |
Represents the Analysis of a Portfolio.
Definition at line 12 of file PortfolioView.cs.
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inline |
Construct a new PortfolioView with an empty layer_views HashSet and a reference to the default Analysis Profile.
Definition at line 71 of file PortfolioView.cs.
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inlineprotectedvirtualinherited |
Invoked following construction if the current instance has been created using a member-wise clone of some other instance. Override if your derived APIType class contains some members that should not be cloned.Overriding implementations should be sure to invoke base.AfterMembersCloned().
Reimplemented from AnalyzeRe.APIType.
Definition at line 262 of file BaseAPIResourceView.cs.
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inlineinherited |
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.
Implements AnalyzeRe.IAPIResourceView.
Definition at line 251 of file BaseAPIResourceView.cs.
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inlineinherited |
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. |
Implements AnalyzeRe.IAPIResourceView.
T | : | IAPIResourceView |
Definition at line 361 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
T | : | IAPIResourceView |
Definition at line 154 of file BaseAPIResourceView.cs.
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inlineinherited |
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. |
Implements AnalyzeRe.IAPIResourceView.
T | : | IAPIResourceView |
Definition at line 380 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
T | : | IAPIResourceView |
Definition at line 136 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
Definition at line 210 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
Definition at line 226 of file BaseAPIResourceView.cs.
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inline |
Construct a new "marginal" PortfolioView by adding and/or removing one or more LayerViews to/from this PortfolioView.
layerViewsToAdd | The ILayerView references to add. |
layerViewsToRemove | The ILayerView references to remove. |
timeout | Optional - The desired request timeout (in milliseconds). |
Definition at line 82 of file PortfolioView.cs.
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inlinevirtualinherited |
Create a shallow copy of this object.
for a serializer-based copy method.
If this object contains any members that reference the current object (this), the class should override this method to avoid cloning a reference to the old class.
Implements AnalyzeRe.IAPIType.
T | : | IAPIType |
Definition at line 14 of file APIType.cs.
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inlineinherited |
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.
Implements AnalyzeRe.IAPIResourceView.
Definition at line 69 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
Definition at line 84 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
Definition at line 116 of file BaseAPIResourceView.cs.
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inlineinherited |
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). |
Implements AnalyzeRe.IAPIResourceView.
Definition at line 101 of file BaseAPIResourceView.cs.
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static |
The collection endpoint at which resources of this type reside on the server.
Definition at line 37 of file PortfolioView.cs.
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getsetinherited |
The simulation's analysis profile.
Implements AnalyzeRe.APITypes.IAPIAnalysis.
Definition at line 33 of file BaseAPIResourceView.cs.
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get |
The collection endpoint at which resources of this type reside on the server.
Implements AnalyzeRe.IAPIResource.
Definition at line 41 of file PortfolioView.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.
Implements AnalyzeRe.IAPIResource.
Definition at line 16 of file APIResource.cs.
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getset |
The LayerViews included in this PortfolioView. Must be supplied when posting a new PortfolioView, unless a reference to a Portfolio is supplied, in which case the layer_views property will return the server-generated LayerViews corresponding to the Layers in the referenced Portfolio.
Definition at line 56 of file PortfolioView.cs.
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getinherited |
The relative path to this endpoint from the root URL.
The relative path to this endpoint from the root URL.
System.ArgumentException | If this resource does not have an id. |
Implements AnalyzeRe.APITypes.IEndpoint.
Definition at line 27 of file APIResource.cs.
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getset |
The portfolio from which this portfolioView was constructed. Can be supplied by the user on POST instead of a list of layer_views.
Definition at line 61 of file PortfolioView.cs.
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getset |
The computed premium of this portfolio.
Definition at line 66 of file PortfolioView.cs.
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getsetinherited |
The currency this view's YLTs are stored in, and 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.
Implements AnalyzeRe.APITypes.IAPIAnalysis.
Definition at line 45 of file BaseAPIResourceView.cs.
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getinherited |
Allows retrieval of the YELT (Year Event Loss Table) associated with this view once it has been simulated.
Implements AnalyzeRe.IAPIResourceView.
Definition at line 55 of file BaseAPIResourceView.cs.
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getinherited |
Allows retrieval of the YLT (Year Loss Table) associated with this view once it has been simulated.
Implements AnalyzeRe.IAPIResourceView.
Definition at line 50 of file BaseAPIResourceView.cs.
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getsetinherited |
The hash identifier for the simulation results of this view.
Implements AnalyzeRe.IAPIResourceView.
Definition at line 38 of file BaseAPIResourceView.cs.