C# Client Library
A C# Client Library for the AnalyzeRe REST API
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Representation of a set of Optimization Parameters. More...
Public Member Functions | |
OptimizationView () | |
Construct a new OptimizationView with empty domain and custom_parameters lists. | |
PortfolioView | GetCandidatePortfolioView (int candidateIndex, int? timeout_ms=null) |
Retrieves a PortfolioView corresponding to the specified candidate portfolio result, built using the analysis_profile used in this optimization run and the domain layers with modifications suggested in this candidate. | |
Candidate | GetCandidateResult (int candidateIndex, int? timeout_ms=null) |
Retrieves the specified candidate portfolio result, which contains its metrics (objective, constraint, and feasibility results) and parameterization describing how the domain layers can be modified to produce this candidate. | |
long | GetCandidateResultsCount (int? timeout_ms=null) |
Retrieves the number of candidate results produced by this optimization run. Note that you can also get the results count from the ICollectionResponse<CandidateResult>.meta. CollectionResponseMeta.total_count property while paging through the candidates sub-collection. | |
OptimizationResult | GetInitialPortfolioMetrics (int? timeout_ms=null) |
Retrieves the initial portfolio metrics, which contain the objective, constraint, and feasibility results for the portfolio built using the supplied domain layers without any modifications. | |
SensitivityAnalysis | GetSensitivityAnalysis (IEnumerable< int > candidates=null, int? timeout_ms=null) |
Retrieves sensitivity analysis metrics, which contain the min, max, mean share, normalized standard deviation, normalized interquartile range, and layer share histogram for each layer in the optimizaiton view. | |
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 = "optimization_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 optimizations's analysis profile. | |
Candidates | candidates [get] |
A collection of optimization result from this Optimization run. Will return a 503 with a Retry-After if results are not yet ready. Has methods for retrieving a paginated list of candidates, or a specific candidate. | |
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. | |
DataSubResource | csv [get] |
Allows retrieval of the YLT (Year Loss Table) associated with this view once it has been simulated. | |
Dictionary< string, object > | custom_parameters [get, set] |
A key/value pair dictionary of additional parameters taken by the optimization function. | |
string | description [get, set] |
A user-friendly description of the resource. | |
List< DomainEntry > | domains [get, set] |
The list of layers to be optimized and their min/max constraints. | |
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, double > | initial_portfolio_metrics [get, set] |
Once this optimization's run has completed, this will contain the objective metrics' results for the initial portfolio, as determined by the initial shares assigned to all domain layers. | |
SubResource< OptimizationResult > | initial_portfolio_result [get] |
Once this optimization's run has completed, this will contain the objective, constraint, and feasibility metrics' results for the initial portfolio, as determined by the initial shares assigned to all domain layers. Will return a 503 with a Retry-After if not ready. | |
int | iterations [get, set] |
The maximum number of iterations to perform during the optimization. | |
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. | |
int | population_size [get, set] |
The population size to use in the optimization. | |
double | progress [get, set] |
The fractional progress made in completing this optimization, as a number between 0 and 1 (where 1 means 100% completion). | |
SubResource< CandidateResultsList > | result [get] |
Get the result of this OptimizationView. Will return a 503 with a Retry-After if not ready. | |
RunTime | runtime_seconds [get, set] |
The optimization run time. | |
SubResource< SensitivityAnalysis > | sensitivity_analysis [get] |
Once an optimization run has completed, this endpoint can be used to perform a sensitivity analysis on the resulting layer participations for a set of candidate results. | |
TaskStatus | status [get, set] |
Status of the data file associated with this resource. | |
string | status_message [get, set] |
Status message of the data file associated with this resource. | |
string | target_currency [get, set] |
The currency that this optimization's results should be returned in. | |
Representation of a set of Optimization Parameters.
Definition at line 14 of file OptimizationView.cs.
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inline |
Construct a new OptimizationView with empty domain and custom_parameters lists.
Definition at line 140 of file OptimizationView.cs.
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inlineprotectedvirtual |
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 147 of file OptimizationView.cs.
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inline |
Retrieves a PortfolioView corresponding to the specified candidate portfolio result, built using the analysis_profile used in this optimization run and the domain layers with modifications suggested in this candidate.
candidateIndex | The zero-based index of the candidate portfolio result to retrieve for this optimization_view. |
timeout_ms | Optional - The desired request timeout (in milliseconds). |
Definition at line 190 of file OptimizationView.cs.
Candidate AnalyzeRe.Optimization.OptimizationView.GetCandidateResult | ( | int | candidateIndex, |
int? | timeout_ms = null |
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) |
Retrieves the specified candidate portfolio result, which contains its metrics (objective, constraint, and feasibility results) and parameterization describing how the domain layers can be modified to produce this candidate.
candidateIndex | The zero-based index of the candidate portfolio result to retrieve for this optimization_view. |
timeout_ms | Optional - The desired request timeout (in milliseconds). |
Retrieves the number of candidate results produced by this optimization run. Note that you can also get the results count from the ICollectionResponse<CandidateResult>.meta. CollectionResponseMeta.total_count property while paging through the candidates sub-collection.
timeout_ms | Optional - The desired request timeout (in milliseconds). |
OptimizationResult AnalyzeRe.Optimization.OptimizationView.GetInitialPortfolioMetrics | ( | int? | timeout_ms = null | ) |
Retrieves the initial portfolio metrics, which contain the objective, constraint, and feasibility results for the portfolio built using the supplied domain layers without any modifications.
timeout_ms | Optional - The desired request timeout (in milliseconds). |
SensitivityAnalysis AnalyzeRe.Optimization.OptimizationView.GetSensitivityAnalysis | ( | IEnumerable< int > | candidates = null , |
int? | timeout_ms = null |
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) |
Retrieves sensitivity analysis metrics, which contain the min, max, mean share, normalized standard deviation, normalized interquartile range, and layer share histogram for each layer in the optimizaiton view.
timeout_ms | Optional - The desired request timeout (in milliseconds). |
candidates | Optional - The collection of candidates that should be used in the sensitivity analysis. If parameter is not provided, all candidates are used. |
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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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static |
The collection endpoint at which resources of this type reside on the server.
Definition at line 18 of file OptimizationView.cs.
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getset |
The optimizations's analysis profile.
Implements AnalyzeRe.APITypes.IAPIAnalysis.
Definition at line 41 of file OptimizationView.cs.
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get |
A collection of optimization result from this Optimization run. Will return a 503 with a Retry-After if results are not yet ready. Has methods for retrieving a paginated list of candidates, or a specific candidate.
Definition at line 93 of file OptimizationView.cs.
The collection endpoint at which resources of this type reside on the server.
Implements AnalyzeRe.IAPIResource.
Definition at line 22 of file OptimizationView.cs.
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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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get |
Allows retrieval of the YLT (Year Loss Table) associated with this view once it has been simulated.
Definition at line 98 of file OptimizationView.cs.
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getset |
A key/value pair dictionary of additional parameters taken by the optimization function.
Definition at line 54 of file OptimizationView.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 |
The list of layers to be optimized and their min/max constraints.
Definition at line 47 of file OptimizationView.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 |
Once this optimization's run has completed, this will contain the objective metrics' results for the initial portfolio, as determined by the initial shares assigned to all domain layers.
Definition at line 123 of file OptimizationView.cs.
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get |
Once this optimization's run has completed, this will contain the objective, constraint, and feasibility metrics' results for the initial portfolio, as determined by the initial shares assigned to all domain layers. Will return a 503 with a Retry-After if not ready.
Definition at line 105 of file OptimizationView.cs.
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getset |
The maximum number of iterations to perform during the optimization.
Definition at line 30 of file OptimizationView.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 population size to use in the optimization.
Definition at line 36 of file OptimizationView.cs.
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getset |
The fractional progress made in completing this optimization, as a number between 0 and 1 (where 1 means 100% completion).
Definition at line 71 of file OptimizationView.cs.
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get |
Get the result of this OptimizationView. Will return a 503 with a Retry-After if not ready.
Definition at line 131 of file OptimizationView.cs.
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getset |
The optimization run time.
Definition at line 66 of file OptimizationView.cs.
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get |
Once an optimization run has completed, this endpoint can be used to perform a sensitivity analysis on the resulting layer participations for a set of candidate results.
Definition at line 111 of file OptimizationView.cs.
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getsetinherited |
Status of the data file associated with this resource.
Implements AnalyzeRe.APITypes.IStoredAPIResource_WithStatus.
Definition at line 16 of file StoredAPIResource_WithStatus.cs.
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getsetinherited |
Status message of the data file associated with this resource.
Implements AnalyzeRe.APITypes.IStoredAPIResource_WithStatus.
Definition at line 21 of file StoredAPIResource_WithStatus.cs.
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getset |
The currency that this optimization's results should be returned in.
At this time all layer terms and domain target currencies must match this value.
Implements AnalyzeRe.APITypes.IAPIAnalysis.
Definition at line 60 of file OptimizationView.cs.