C# Client Library
A C# Client Library for the AnalyzeRe REST API
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AnalyzeRe.Optimization.OptimizationView Class Reference

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.

See also
ExtensionMethods.DeepCopy<T>

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< AnalysisProfileanalysis_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, objectcustom_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< DomainEntrydomains [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, doubleinitial_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< OptimizationResultinitial_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< CandidateResultsListresult [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< SensitivityAnalysissensitivity_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.
 

Detailed Description

Representation of a set of Optimization Parameters.

Definition at line 14 of file OptimizationView.cs.

Inheritance diagram for AnalyzeRe.Optimization.OptimizationView:
AnalyzeRe.APITypes.StoredAPIResource_WithStatus AnalyzeRe.APITypes.IAPIAnalysis AnalyzeRe.APITypes.StoredAPIResource AnalyzeRe.APITypes.IStoredAPIResource_WithStatus AnalyzeRe.APIResource AnalyzeRe.APITypes.IStoredAPIResource AnalyzeRe.APITypes.IStoredAPIResource AnalyzeRe.APIType AnalyzeRe.IAPIResource AnalyzeRe.IAPIResource AnalyzeRe.IAPIResource AnalyzeRe.IAPIType AnalyzeRe.IAPIType AnalyzeRe.APITypes.IEndpoint AnalyzeRe.IAPIType AnalyzeRe.APITypes.IEndpoint AnalyzeRe.IAPIType AnalyzeRe.APITypes.IEndpoint

Constructor & Destructor Documentation

◆ OptimizationView()

AnalyzeRe.Optimization.OptimizationView.OptimizationView ( )
inline

Construct a new OptimizationView with empty domain and custom_parameters lists.

Definition at line 140 of file OptimizationView.cs.

Member Function Documentation

◆ AfterMembersCloned()

override void AnalyzeRe.Optimization.OptimizationView.AfterMembersCloned ( APIType  _)
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.

◆ GetCandidatePortfolioView()

PortfolioView AnalyzeRe.Optimization.OptimizationView.GetCandidatePortfolioView ( int  candidateIndex,
int timeout_ms = null 
)
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.

Parameters
candidateIndexThe zero-based index of the candidate portfolio result to retrieve for this optimization_view.
timeout_msOptional - The desired request timeout (in milliseconds).

Definition at line 190 of file OptimizationView.cs.

◆ GetCandidateResult()

Candidate AnalyzeRe.Optimization.OptimizationView.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.

Parameters
candidateIndexThe zero-based index of the candidate portfolio result to retrieve for this optimization_view.
timeout_msOptional - The desired request timeout (in milliseconds).

◆ GetCandidateResultsCount()

long AnalyzeRe.Optimization.OptimizationView.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.

Parameters
timeout_msOptional - The desired request timeout (in milliseconds).

◆ GetInitialPortfolioMetrics()

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.

Parameters
timeout_msOptional - The desired request timeout (in milliseconds).

◆ GetSensitivityAnalysis()

SensitivityAnalysis AnalyzeRe.Optimization.OptimizationView.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.

Parameters
timeout_msOptional - The desired request timeout (in milliseconds).
candidatesOptional - The collection of candidates that should be used in the sensitivity analysis. If parameter is not provided, all candidates are used.

◆ ShallowCopy< T >()

virtual T AnalyzeRe.APIType.ShallowCopy< T > ( )
inlinevirtualinherited

Create a shallow copy of this object.

See also
ExtensionMethods.DeepCopy<T>

for a serializer-based copy method.

Returns
A shallow copy of this object.

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.

Type Constraints
T :IAPIType 

Definition at line 14 of file APIType.cs.

Member Data Documentation

◆ CLASS_COLLECTION_NAME

readonly string AnalyzeRe.Optimization.OptimizationView.CLASS_COLLECTION_NAME = "optimization_views"
static

The collection endpoint at which resources of this type reside on the server.

Definition at line 18 of file OptimizationView.cs.

Property Documentation

◆ analysis_profile

IReference<AnalysisProfile> AnalyzeRe.Optimization.OptimizationView.analysis_profile
getset

The optimizations's analysis profile.

Implements AnalyzeRe.APITypes.IAPIAnalysis.

Definition at line 41 of file OptimizationView.cs.

◆ candidates

Candidates AnalyzeRe.Optimization.OptimizationView.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.

Definition at line 93 of file OptimizationView.cs.

◆ collection_name

override string AnalyzeRe.Optimization.OptimizationView.collection_name
get

The collection endpoint at which resources of this type reside on the server.

Implements AnalyzeRe.IAPIResource.

Definition at line 22 of file OptimizationView.cs.

◆ created

DateTime? AnalyzeRe.APITypes.StoredAPIResource.created
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.

◆ csv

DataSubResource AnalyzeRe.Optimization.OptimizationView.csv
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.

◆ custom_parameters

Dictionary<string, object> AnalyzeRe.Optimization.OptimizationView.custom_parameters
getset

A key/value pair dictionary of additional parameters taken by the optimization function.

Definition at line 54 of file OptimizationView.cs.

◆ description

string AnalyzeRe.APITypes.StoredAPIResource.description
getsetinherited

A user-friendly description of the resource.

Implements AnalyzeRe.APITypes.IStoredAPIResource.

Definition at line 14 of file StoredAPIResource.cs.

◆ domains

List<DomainEntry> AnalyzeRe.Optimization.OptimizationView.domains
getset

The list of layers to be optimized and their min/max constraints.

Definition at line 47 of file OptimizationView.cs.

◆ id

string AnalyzeRe.APIResource.id
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.

◆ initial_portfolio_metrics

Dictionary<string, double> AnalyzeRe.Optimization.OptimizationView.initial_portfolio_metrics
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.

◆ initial_portfolio_result

SubResource<OptimizationResult> AnalyzeRe.Optimization.OptimizationView.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.

Definition at line 105 of file OptimizationView.cs.

◆ iterations

int AnalyzeRe.Optimization.OptimizationView.iterations
getset

The maximum number of iterations to perform during the optimization.

Definition at line 30 of file OptimizationView.cs.

◆ meta_data

Dictionary<string, object> AnalyzeRe.APITypes.StoredAPIResource.meta_data = new Dictionary<string, object>()
getsetinherited

Any user-defined metadata for this layer.

Implements AnalyzeRe.APITypes.IStoredAPIResource.

Definition at line 30 of file StoredAPIResource.cs.

◆ modified

DateTime? AnalyzeRe.APITypes.StoredAPIResource.modified
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.

◆ Path

string AnalyzeRe.APIResource.Path
getinherited

The relative path to this endpoint from the root URL.

The relative path to this endpoint from the root URL.

Exceptions
System.ArgumentExceptionIf this resource does not have an id.

Implements AnalyzeRe.APITypes.IEndpoint.

Definition at line 27 of file APIResource.cs.

◆ population_size

int AnalyzeRe.Optimization.OptimizationView.population_size
getset

The population size to use in the optimization.

Definition at line 36 of file OptimizationView.cs.

◆ progress

double AnalyzeRe.Optimization.OptimizationView.progress
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.

◆ result

SubResource<CandidateResultsList> AnalyzeRe.Optimization.OptimizationView.result
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.

◆ runtime_seconds

RunTime AnalyzeRe.Optimization.OptimizationView.runtime_seconds
getset

The optimization run time.

Definition at line 66 of file OptimizationView.cs.

◆ sensitivity_analysis

SubResource<SensitivityAnalysis> AnalyzeRe.Optimization.OptimizationView.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.

Definition at line 111 of file OptimizationView.cs.

◆ status

TaskStatus AnalyzeRe.APITypes.StoredAPIResource_WithStatus.status
getsetinherited

Status of the data file associated with this resource.

Implements AnalyzeRe.APITypes.IStoredAPIResource_WithStatus.

Definition at line 16 of file StoredAPIResource_WithStatus.cs.

◆ status_message

string AnalyzeRe.APITypes.StoredAPIResource_WithStatus.status_message
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.

◆ target_currency

string AnalyzeRe.Optimization.OptimizationView.target_currency
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.


The documentation for this class was generated from the following file: