C# Client Library
A C# Client Library for the AnalyzeRe REST API
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Surfaces the value-allocator specialty structure (which is treated as a "layer definition" by the API). Similar to the Nested layer construct, this structure can reference other layers or layer_views and manipulate their losses in a specific way. The resulting net losses to this structure represent a proportional allocation (multiplication) of the source structures' losses, using the ratio of the "Target" (target) to "Group" (group) structures' loss for each event loss occurrence. More...
Public Types | |
enum | AllocationRatioBasis { PerEvent , PerTrial } |
Dictates how value allocator layer should allocate losses per event or per trial. More... | |
enum | Perspective { LossNetOfAggregateTerms , ReinstatementPremium , ReinstatementBrokerage } |
The loss perspectives that can be used when computing proportions (proportioned_perspective) and allocating resulting losses (allocation_perspectives). More... | |
Public Member Functions | |
virtual T | ShallowCopy< T > () |
Create a shallow copy of this object.
for a serializer-based copy method. | |
Static Public Attributes | |
static readonly string | CLASS_COLLECTION_NAME = "layers" |
The collection endpoint at which resources of this type reside on the server. | |
Protected Member Functions | |
virtual void | AfterMembersCloned (APIType originalResource) |
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. | |
Properties | |
Perspective[] | allocation_perspectives [get, set] |
Dictates which 'columns' of the YELT (which Perspectives) should be affected by the value allocator. | |
AllocationRatioBasis? | allocation_ratio_basis [get, set] |
Allows to select how allocated values should be calculated: on PerEvent (by default) or PerTrial basis. | |
static string | APITypeName [get] |
Can be used to get the API type name in a static context. | |
override string | collection_name [get] |
The collection endpoint at which resources of this type reside on the server. | |
DateTime? | created [get, set] |
The date and time when the resource was created on the system. | |
string | description [get, set] |
A user-friendly description of the resource. | |
IReference< ILayerSource > | group [get, set] |
A structure whose event losses are used as the denominator for calculating each event loss occurrences's allocation ratio. | |
string | id [get, set] |
The resource's unique identifier. It will be used in the request URL when requesting the resource from the server. | |
Dictionary< string, object > | meta_data = new Dictionary<string, object>() [get, set] |
Any user-defined metadata for this layer. | |
DateTime? | modified [get, set] |
The date and time when the resource was last modified on the system. | |
string | Path [get] |
The relative path to this endpoint from the root URL. | |
Perspective? | proportioned_perspective [get, set] |
The Loss Perspective of the target and group YELT values used when calculating the allocation ratio. | |
IReference< ILayerSource > | source [get, set] |
A structure whose event losses are proportionally allocated using the ratio of target to group loss values on a per-event occurrence basis. | |
IReference< ILayerSource > | target [get, set] |
A structure whose event losses are used as the numerator for calculating each event loss occurrences's allocation ratio. | |
string | type [get] |
The server name for this type of resource. | |
Surfaces the value-allocator specialty structure (which is treated as a "layer definition" by the API). Similar to the Nested layer construct, this structure can reference other layers or layer_views and manipulate their losses in a specific way. The resulting net losses to this structure represent a proportional allocation (multiplication) of the source structures' losses, using the ratio of the "Target" (target) to "Group" (group) structures' loss for each event loss occurrence.
The ValueAllocator (VA) essentially evaluates the following mathematical operation for each and every event using the net losses from the source (S), target (T) and group (G) net loss results:
Unlike most layer types, this specialty operator-"layer" cannot be used as the sink of a NestedLayer. It should never need to be, since it has its own direct layer "source" input.
Definition at line 20 of file ValueAllocator.cs.
Dictates how value allocator layer should allocate losses per event or per trial.
Enumerator | |
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PerEvent | The allocated values should be calculated on per event basis. |
PerTrial | The allocated values should be calculated on per trial basis. |
Definition at line 124 of file ValueAllocator.cs.
The loss perspectives that can be used when computing proportions (proportioned_perspective) and allocating resulting losses (allocation_perspectives).
For a short time, these initially reused the AnalyzeRe.Perspective.Base enumeration, but the two have since diverged.
TODO: This enumeration is not forwards-compatible. If additional allocation/proportioned perspectives are to be added in the future, consider reverting to use of the AnalyzeRe.Perspective.Base class (if appropriate) or perhaps creating a "ForwardsCompatibleEnum" helper class for these purposes which can fall-back to storing and regurgitating the string value as-is. Switching entirely to a string is not recommended, because it makes it difficult for developers to know values are possible, which isn't .NET-like.
Definition at line 32 of file ValueAllocator.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().
A sane question for a code reviewer to ask might be: "Why not avoid copying those members in the first place?" The answer is that there is no framework-supported method of excluding members from a MemberwiseClone. The only officially supported solution is to not use the object.MemberwiseClone method at all and instead have each class implement it's own Copy method. In our case, most objects have no need to specialize their copy implementation (even though they could - the ShallowCopy<T> method is marked virtual). It's simpler to simply "correct" any special-case members after the fact, and requires less error-prone code than if the code were responsible for ensuring no members were missed in a copy. It's also faster than any reflection-based approach, even though such an approach could benefit from custom attributes meant to exclude certain members from copying.
Reimplemented in AnalyzeRe.APITypes.APIResource_WithDataEndpoint, AnalyzeRe.APIResourceView.BaseAPIResourceView, AnalyzeRe.Distributions.CustomDistribution, AnalyzeRe.LossSets.LossSet_WithData, AnalyzeRe.Optimization.Candidate, AnalyzeRe.Optimization.OptimizationView, and AnalyzeRe.StaticSimulation.
Definition at line 37 of file APIType.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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getset |
Dictates which 'columns' of the YELT (which Perspectives) should be affected by the value allocator.
Changing these perspectives will impact both the 'LossS' value used, and the ValueAllocator (VA) value assigned in the equation:
for example, setting the allocation_perspectives to Perspective.ReinstatementPremium would alter the above equation to:
Thus affecting only the reinstatement premiums, and otherwise leaving source event losses unaltered.
Definition at line 100 of file ValueAllocator.cs.
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getset |
Allows to select how allocated values should be calculated: on PerEvent (by default) or PerTrial basis.
Definition at line 106 of file ValueAllocator.cs.
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staticgetinherited |
Can be used to get the API type name in a static context.
Definition at line 17 of file StoredAPIResource_Polymorphic.cs.
The collection endpoint at which resources of this type reside on the server.
Implements AnalyzeRe.IAPIResource.
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getsetinherited |
The date and time when the resource was created on the system.
Implements AnalyzeRe.APITypes.IStoredAPIResource.
Definition at line 19 of file StoredAPIResource.cs.
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getsetinherited |
A user-friendly description of the resource.
Implements AnalyzeRe.APITypes.IStoredAPIResource.
Definition at line 14 of file StoredAPIResource.cs.
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getset |
A structure whose event losses are used as the denominator for calculating each event loss occurrences's allocation ratio.
Conceptually, the "group" represents the total sum of risk being sub-divided (allocated) to multiple "targets". You may wish to perform several value-allocations, all of which reference the same "source" and "group", but different "targets" - where the sum of all "target" losses equals the total "group" losses.
This reference supplies the YELT of 'LossG' values in the equation:
Definition at line 72 of file ValueAllocator.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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getsetinherited |
Any user-defined metadata for this layer.
Implements AnalyzeRe.APITypes.IStoredAPIResource.
Definition at line 30 of file StoredAPIResource.cs.
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getsetinherited |
The date and time when the resource was last modified on the system.
Implements AnalyzeRe.APITypes.IStoredAPIResource.
Definition at line 24 of file StoredAPIResource.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 Loss Perspective of the target and group YELT values used when calculating the allocation ratio.
Changing this perspective will impact both the 'LossT' and 'LossG' values in the equation:
for example, setting the proportioned_perspective to Perspective.ReinstatementPremium would alter the above equation to:
Definition at line 85 of file ValueAllocator.cs.
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getset |
A structure whose event losses are proportionally allocated using the ratio of target to group loss values on a per-event occurrence basis.
This reference supplies the YELT of 'LossS' values in the equation:
Definition at line 49 of file ValueAllocator.cs.
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getset |
A structure whose event losses are used as the numerator for calculating each event loss occurrences's allocation ratio.
Conceptually, the "target" represents a component of risk from the greater "group" of risk. The proportion it makes up of that group reflects the amount of "source" risk that should be attributable to the current target.
This reference supplies the YELT of 'LossT' values in the equation:
Definition at line 60 of file ValueAllocator.cs.
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getinherited |
The server name for this type of resource.
Implements AnalyzeRe.APITypes.IAPI_Polymorphic.
Definition at line 13 of file StoredAPIResource_Polymorphic.cs.