C# Client Library
A C# Client Library for the AnalyzeRe REST API
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The Quantile-Based Correlated Loss Sampling (QCLS) loss set is a simulated parametric loss set which employs Cholesky decomposition. This loss set allows any continuous distribution to be supplied as a severity curve and have these losses mapped to a modelled set of events and sampled according to that model (usually based on the industry level of severity for an event). 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 = "loss_sets" |
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 | |
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. | |
double | correlation_coefficient [get, set] |
Specifies the correlation of this loss set's severity to the attached simulation, which usually represents a model of events and their industry severity (quantiles for the correlated portion of loss). | |
DateTime? | created [get, set] |
The date and time when the resource was created on the system. | |
string | currency [get, set] |
The currency of the losses in this loss set. | |
string | description [get, set] |
A user-friendly description of the resource. | |
IReference< IContinuousDistribution > | distribution [get, set] |
The loss severity distribution associated with this loss set. Can be any ContinuousDistribution or CustomSeverityDistribution. | |
string | id [get, set] |
The resource's unique identifier. It will be used in the request URL when requesting the resource from the server. | |
LossType? | loss_type [get, set] |
Indicates what types of losses are generated by this loss set. If not specified the server will default to LossGross, except for YLTLossSets, which are assumed to be LossNetOfAggregateTerms by default. | |
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. | |
LossSetProfile | profile [get, set] |
A profile of this loss set, generated by the server after post. | |
IReference< Simulation > | simulation [get, set] |
The simulated set of events for which to generate losses. Usually represents a model of industry events and their severity quantiles, which are blended (using the correlation coefficient as a weight) with randomly generated quantiles, then used to select loss values from this loss set's distribution. | |
string | type [get] |
The server name for this type of resource. | |
The Quantile-Based Correlated Loss Sampling (QCLS) loss set is a simulated parametric loss set which employs Cholesky decomposition. This loss set allows any continuous distribution to be supplied as a severity curve and have these losses mapped to a modelled set of events and sampled according to that model (usually based on the industry level of severity for an event).
Definition at line 12 of file QCLSLossSet.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.
The collection endpoint at which resources of this type reside on the server.
Definition at line 41 of file LossSet.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.
Definition at line 44 of file LossSet.cs.
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getset |
Specifies the correlation of this loss set's severity to the attached simulation, which usually represents a model of events and their industry severity (quantiles for the correlated portion of loss).
Definition at line 21 of file QCLSLossSet.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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getsetinherited |
The currency of the losses in this loss set.
Definition at line 14 of file LossSet_WithCurrency.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 loss severity distribution associated with this loss set. Can be any ContinuousDistribution or CustomSeverityDistribution.
Definition at line 27 of file QCLSLossSet.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 |
Indicates what types of losses are generated by this loss set. If not specified the server will default to LossGross, except for YLTLossSets, which are assumed to be LossNetOfAggregateTerms by default.
Implements AnalyzeRe.LossSets.ILossSet.
Definition at line 53 of file LossSet.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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getsetinherited |
A profile of this loss set, generated by the server after post.
Implements AnalyzeRe.LossSets.ILossSet.
Definition at line 58 of file LossSet.cs.
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getset |
The simulated set of events for which to generate losses. Usually represents a model of industry events and their severity quantiles, which are blended (using the correlation coefficient as a weight) with randomly generated quantiles, then used to select loss values from this loss set's distribution.
Definition at line 35 of file QCLSLossSet.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.