2using System.Collections.Generic;
7#pragma warning disable IDE1006
14 #region Blocking Metrics Requests
28 return API.PollUntilReady(
29 () => thisView.
tail_metrics(probability, options, pollingOptions?.MaxPollTotalTime),
47 return API.PollUntilReady(() =>
48 thisView.
tail_metrics(probabilities, options, pollingOptions?.MaxPollTotalTime),
65 return API.PollUntilReady(
66 () => thisView.
window_metrics(range, options, pollingOptions?.MaxPollTotalTime),
81 IEnumerable<ProbabilityWindow> ranges,
MetricsOptions options =
null,
84 return API.PollUntilReady(() =>
85 thisView.
window_metrics(ranges, options, pollingOptions?.MaxPollTotalTime),
107 return API.PollUntilReady(() =>
108 thisView.co_metrics(range, component, options, pollingOptions?.MaxPollTotalTime),
130 return API.PollUntilReady(() =>
131 thisView.co_metrics(ranges, component, options, pollingOptions?.MaxPollTotalTime),
150 return API.PollUntilReady(() =>
170 return API.PollUntilReady(() =>
184 [Obsolete(
"POST a BackAllocatedLayer structure instead.")]
188 return API.PollUntilReady(() =>
192 #endregion Blocking Metrics Requests
194 #region Metrics Aliases
218 double probability,
MetricsOptions options =
null,
int? timeout =
null)
233 double probability,
MetricsOptions options =
null,
int? timeout =
null)
237 #endregion Metrics Aliases
API methods / requests made available to the user.
Provides the REST request methods available to data endpoints.
static double tvar(this IAPIResourceView thisView, double probability, MetricsOptions options=null, int? timeout=null)
Returns the Tail Value at Risk (TVaR), which is equivalent to requesting the mean value of the tail_m...
static List< ExceedanceProbability > exceedance_probability_blocking(this IAPIResourceView thisView, IEnumerable< double > thresholds, ExceedanceProbabilityOptions options=null, PollingOptions pollingOptions=null)
Returns exceedance probability - but if the simulation isn't ready (503 with retry-after),...
static CoMetrics co_metrics_blocking< T >(this IAPIResourceView thisView, ProbabilityWindow range, IReference< T > component, CoMetricsOptions options=null, PollingOptions pollingOptions=null)
Returns co-metrics - but if co-metrics aren't ready (503 with retry-after), it blocks until they are ...
static WindowMetrics window_metrics_blocking(this IAPIResourceView thisView, ProbabilityWindow range, MetricsOptions options=null, PollingOptions pollingOptions=null)
Returns window metrics - but if window metrics aren't ready (503 with retry-after),...
static List< WindowMetrics > window_metrics_blocking(this IAPIResourceView thisView, IEnumerable< ProbabilityWindow > ranges, MetricsOptions options=null, PollingOptions pollingOptions=null)
Returns window metrics - but if window metrics aren't ready (503 with retry-after),...
static List< TailMetrics > tail_metrics_blocking(this IAPIResourceView thisView, IEnumerable< double > probabilities, MetricsOptions options=null, PollingOptions pollingOptions=null)
Returns tail metrics - but if tail metrics aren't ready (503 with retry-after), it blocks until they ...
static double var(this IAPIResourceView thisView, double probability, MetricsOptions options=null, int? timeout=null)
Returns the Value at Risk (VaR), which is equivalent to requesting the minimum value of the tail_metr...
static TailMetrics tail_metrics_blocking(this IAPIResourceView thisView, double probability, MetricsOptions options=null, PollingOptions pollingOptions=null)
Returns tail metrics - but if tail metrics aren't ready (503 with retry-after), it blocks until they ...
static ExceedanceProbability exceedance_probability_blocking(this IAPIResourceView thisView, double threshold, ExceedanceProbabilityOptions options=null, PollingOptions pollingOptions=null)
Returns exceedance probability - but if the simulation isn't ready (503 with retry-after),...
static BackAllocations back_allocations_blocking(this IAPIResourceView thisView, string source_id, PollingOptions pollingOptions=null)
Returns back-allocations - but if back-allocations aren't ready (503 with retry-after),...
static double expected_loss(this IAPIResourceView thisView, MetricsOptions options=null, int? timeout=null)
Returns the Expected Loss, which is equivalent to requesting the mean value of the tail_metrics distr...
The structure returned when requesting back-allocated metrics for a view.
Optional parameters which can be specified for co-metrics requests.
The structure returned when requesting Co-Metrics for a view.
Optional parameters which can be specified for exceedance probability requests.
The structure returned when requesting Exceedance Probability for a view.
Optional parameters which can be specified for all metrics requests.
double mean
The mean of the distribution.
double min
The minimum value in the distribution.
The structure returned when requesting Tail Metrics for a view.
The structure returned when requesting Window Metrics for a view, containing the core window distribu...
Determines the behaviour of the API when automatically retrying a request whose result is not yet rea...
A probability range used to dictate the set of ordered trial losses in a loss distribution that shoul...
PortfolioView and LayerView interface.
TailMetrics tail_metrics(double probability, MetricsOptions options=null, int? timeout=null)
Returns the tail metrics of this view at a given probability.
WindowMetrics window_metrics(ProbabilityWindow range, MetricsOptions options=null, int? timeout=null)
Returns the window 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 spe...
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.
Base interface for all reference entities.