| Requires any of the roles: | Riskstore.Write, Riskstore.Admin |
| POST | /api/riskstore/rollup | Rollup Request | Rollup Request |
|---|
namespace Nephila.RiskStore.ServiceModel
open System
open System.IO
open System.Collections
open System.Collections.Generic
open System.Runtime.Serialization
open ServiceStack
open ServiceStack.DataAnnotations
type ResultOutputLevel =
| NotSet = 0
| PortfolioMetrics = 1
| Curve = 2
| YLT = 3
| TailIntensity = 4
| DealYlt = 5
| DealElt = 6
| DealEltWithIndustryLoss = 7
| PortfolioElt = 8
| PortfolioEltWithIndustryLoss = 9
| EventSetGeneration = 10
| PortfolioRaps = 11
| DealRaps = 12
| PortfolioSepyIndustryLoss = 13
| DealSepyIndustryLoss = 14
type ProcessingStatus =
| New = 0
| Processing = 1
| Failed = 10
| Successful = 20
[<AllowNullLiteral>]
type AnalysisPortfolioEventSetConfiguration() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
member val AnalysisConfigurationId:Int64 = new Int64() with get,set
[<DataMember(Order=4)>]
member val PortfolioName:String = null with get,set
[<DataMember(Order=5)>]
member val ModelId:String = null with get,set
[<DataMember(Order=6)>]
member val RowIdentifier:Guid = new Guid() with get,set
[<DataContract>]
[<AllowNullLiteral>]
type AnalysisConfiguration() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
member val WindowStartDate:Nullable<DateTime> = new Nullable<DateTime>() with get,set
[<DataMember(Order=4)>]
member val WindowEndDate:Nullable<DateTime> = new Nullable<DateTime>() with get,set
[<DataMember(Order=5)>]
member val StandardEnabled:Boolean = new Boolean() with get,set
[<DataMember(Order=6)>]
member val RunOffEnabled:Boolean = new Boolean() with get,set
[<DataMember(Order=7)>]
member val AggregateEnabled:Boolean = new Boolean() with get,set
[<DataMember(Order=8)>]
member val OccurrenceEnabled:Boolean = new Boolean() with get,set
[<DataMember(Order=9)>]
member val NettEnabled:Boolean = new Boolean() with get,set
[<DataMember(Order=10)>]
member val GrossEnabled:Boolean = new Boolean() with get,set
[<DataMember(Order=11)>]
member val TailIntensityPercentageStart:Nullable<Decimal> = new Nullable<Decimal>() with get,set
[<DataMember(Order=12)>]
member val TailIntensityPercentageEnd:Nullable<Decimal> = new Nullable<Decimal>() with get,set
[<DataMember(Order=13)>]
member val MetaRiskId:Int32 = new Int32() with get,set
[<DataMember(Order=14)>]
member val OutputLevel:ResultOutputLevel = new ResultOutputLevel() with get,set
[<DataMember(Order=15)>]
member val ProcessingStatus:ProcessingStatus = new ProcessingStatus() with get,set
[<DataMember(Order=16)>]
member val EventLossFloorStartRange:Nullable<Decimal> = new Nullable<Decimal>() with get,set
[<DataMember(Order=17)>]
member val EventLossFloorEndRange:Nullable<Decimal> = new Nullable<Decimal>() with get,set
[<DataMember(Order=18)>]
member val AnalysisPortfolioEventSetConfigurations:ResizeArray<AnalysisPortfolioEventSetConfiguration> = null with get,set
[<DataMember(Order=19)>]
member val RowIdentifier:Guid = new Guid() with get,set
type TransactionType =
| NotSet = 0
| S = 1
| B = 2
[<DataContract>]
[<AllowNullLiteral>]
type AnalysisPortfolioAllocation() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisDealId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
[<Validate(Validator="NotEmpty", Message="PortfolioName is mandatory")>]
member val PortfolioName:String = null with get,set
[<DataMember(Order=4)>]
member val AllocationPercentage:Double = new Double() with get,set
[<DataMember(Order=5)>]
member val RowIdentifier:Guid = new Guid() with get,set
[<DataContract>]
[<AllowNullLiteral>]
type AnalysisDeal() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
member val SourceDealId:String = null with get,set
[<DataMember(Order=4)>]
member val DealRef:String = null with get,set
[<DataMember(Order=5)>]
member val SourceDealSystem:String = null with get,set
[<DataMember(Order=6)>]
member val EventSetId:Int64 = new Int64() with get,set
[<DataMember(Order=7)>]
member val ROL:Double = new Double() with get,set
[<DataMember(Order=8)>]
member val Limit:Double = new Double() with get,set
[<DataMember(Order=9)>]
member val InceptionDate:DateTime = new DateTime() with get,set
[<DataMember(Order=10)>]
member val ExpiryDate:DateTime = new DateTime() with get,set
[<DataMember(Order=11)>]
member val TransactionType:TransactionType = new TransactionType() with get,set
[<DataMember(Order=12)>]
member val Allocations:ResizeArray<AnalysisPortfolioAllocation> = null with get,set
[<DataMember(Order=13)>]
member val PerspectiveIdOverride:Nullable<Int32> = new Nullable<Int32>() with get,set
[<DataMember(Order=14)>]
member val EventSetIdOverride:Nullable<Int64> = new Nullable<Int64>() with get,set
[<DataMember(Order=15)>]
member val ModelAsOfDateOverride:Nullable<DateTime> = new Nullable<DateTime>() with get,set
[<DataMember(Order=16)>]
member val SourceModelSystemOverride:String = null with get,set
[<DataMember(Order=17)>]
member val SourceModelIdOverride:String = null with get,set
[<DataMember(Order=18)>]
member val SourceEventSetIdOverride:String = null with get,set
[<DataMember(Order=19)>]
member val EventSourceSystemOverride:String = null with get,set
[<DataMember(Order=20)>]
member val RowIdentifier:Guid = new Guid() with get,set
[<DataContract>]
[<AllowNullLiteral>]
type AnalysisEventIdFilter() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
member val EventSourceId:Int32 = new Int32() with get,set
[<DataMember(Order=4)>]
member val EventId:Int64 = new Int64() with get,set
[<DataMember(Order=5)>]
member val RowIdentifier:Guid = new Guid() with get,set
type MessageType =
| NotSet = 0
| Persistence = 1
| Archival = 2
[<DataContract>]
[<AllowNullLiteral>]
type MessageTracking() =
[<DataMember(Order=1)>]
member val Id:Guid = new Guid() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Nullable<Int64> = new Nullable<Int64>() with get,set
[<DataMember(Order=3)>]
member val ProcessingStatus:ProcessingStatus = new ProcessingStatus() with get,set
[<DataMember(Order=4)>]
member val MessageType:MessageType = new MessageType() with get,set
[<DataMember(Order=5)>]
member val CreatedDateUtc:DateTime = new DateTime() with get,set
[<DataMember(Order=6)>]
member val UpdatedDateUtc:DateTime = new DateTime() with get,set
[<DataContract>]
[<AllowNullLiteral>]
type Analysis() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val Name:String = null with get,set
[<DataMember(Order=3)>]
member val ModelAsOfDate:Nullable<DateTime> = new Nullable<DateTime>() with get,set
[<DataMember(Order=4)>]
member val PerspectiveId:Int32 = new Int32() with get,set
[<DataMember(Order=5)>]
member val Configurations:ResizeArray<AnalysisConfiguration> = null with get,set
[<DataMember(Order=6)>]
member val Deals:ResizeArray<AnalysisDeal> = null with get,set
[<DataMember(Order=7)>]
member val EventIdFilters:ResizeArray<AnalysisEventIdFilter> = null with get,set
[<DataMember(Order=8)>]
member val CreatedBy:String = null with get,set
[<DataMember(Order=9)>]
member val CreatedDateUtc:DateTime = new DateTime() with get,set
[<DataMember(Order=10)>]
member val CompletedDateUtc:Nullable<DateTime> = new Nullable<DateTime>() with get,set
[<DataMember(Order=11)>]
member val LegacyAnalysisId:Nullable<Int64> = new Nullable<Int64>() with get,set
[<DataMember(Order=12)>]
member val ResultPersistenceTracking:ResizeArray<MessageTracking> = null with get,set
[<DataMember(Order=13)>]
member val ProcessingStatus:ProcessingStatus = new ProcessingStatus() with get,set
[<DataMember(Order=14)>]
member val SaveResults:Boolean = new Boolean() with get,set
[<DataMember(Order=15)>]
member val EventSourceSystem:String = null with get,set
[<DataMember(Order=16)>]
member val UpdatedDateUtc:DateTime = new DateTime() with get,set
[<DataMember(Order=17)>]
member val IsExpired:Boolean = new Boolean() with get,set
[<DataMember(Order=18)>]
member val RowIdentifier:Guid = new Guid() with get,set
[<DataMember(Order=19)>]
member val ErrorMessage:String = null with get,set
///<summary>
///Take the minimum simulation count when we have different simulations between event sets
///</summary>
[<DataMember(Order=20)>]
[<ApiMember(DataType="boolean", Description="Take the minimum simulation count when we have different simulations between event sets")>]
member val IgnoreSimulationCountMismatch:Boolean = new Boolean() with get,set
[<DataMember(Order=21)>]
[<Ignore>]
member val FinalStatus:ProcessingStatus = new ProcessingStatus() with get,set
type AnalysisType =
| NotSet = 0
| Standard = 1
| RunOff = 2
type SimulationLossPerspective =
| NotSet = 0
| Agg = 1
| Occ = 2
type ReinsurancePremiumLossType =
| NotSet = 0
| Net = 1
| Gross = 2
[<AllowNullLiteral>]
type AnalysisPortfolioMetric() =
member val AnalysisType:AnalysisType = new AnalysisType() with get,set
member val SimulationLossPerspective:SimulationLossPerspective = new SimulationLossPerspective() with get,set
member val ReinsurancePremiumLossType:ReinsurancePremiumLossType = new ReinsurancePremiumLossType() with get,set
member val MetricDescription:String = null with get,set
member val PortfolioName:String = null with get,set
member val Metric:Double = new Double() with get,set
member val MetaRiskId:Int32 = new Int32() with get,set
member val Simulation:Nullable<Int32> = new Nullable<Int32>() with get,set
member val AnalysisResultId:Int64 = new Int64() with get,set
[<AllowNullLiteral>]
type AnalysisPortfolioEventSetResult() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
member val AnalysisPortfolioEventSetConfigurationId:Int64 = new Int64() with get,set
[<DataMember(Order=4)>]
member val AnalysisResultId:Int64 = new Int64() with get,set
[<DataMember(Order=5)>]
member val PortfolioName:String = null with get,set
[<DataMember(Order=6)>]
member val RowIdentifier:Guid = new Guid() with get,set
[<DataContract>]
[<AllowNullLiteral>]
type AnalysisResult() =
[<DataMember(Order=1)>]
member val Id:Int64 = new Int64() with get,set
[<DataMember(Order=2)>]
member val AnalysisId:Int64 = new Int64() with get,set
[<DataMember(Order=3)>]
member val AnalysisConfigurationId:Int64 = new Int64() with get,set
[<DataMember(Order=4)>]
member val Container:String = null with get,set
[<DataMember(Order=5)>]
member val BlobName:String = null with get,set
[<DataMember(Order=6)>]
member val ResultTableName:String = null with get,set
[<DataMember(Order=7)>]
member val AnalysisType:AnalysisType = new AnalysisType() with get,set
[<DataMember(Order=8)>]
member val SimulationLossPerspective:SimulationLossPerspective = new SimulationLossPerspective() with get,set
[<DataMember(Order=9)>]
member val ReinsurancePremiumLossType:ReinsurancePremiumLossType = new ReinsurancePremiumLossType() with get,set
[<DataMember(Order=10)>]
member val OutputLevel:ResultOutputLevel = new ResultOutputLevel() with get,set
[<DataMember(Order=11)>]
member val MetaRiskId:Int32 = new Int32() with get,set
[<DataMember(Order=12)>]
member val AnalysisPortfolioEventSetResults:ResizeArray<AnalysisPortfolioEventSetResult> = null with get,set
[<DataMember(Order=13)>]
member val RowIdentifier:Guid = new Guid() with get,set
[<AllowNullLiteral>]
type RollupResponse() =
member val Analysis:Analysis = null with get,set
member val PortfolioMetrics:ResizeArray<AnalysisPortfolioMetric> = null with get,set
member val Results:ResizeArray<AnalysisResult> = null with get,set
member val ResponseStatus:ResponseStatus = null with get,set
member val UnresolvedDealIds:ResizeArray<String> = null with get,set
member val UnlinkedDealIds:ResizeArray<ValueTuple<String,String>> = null with get,set
member val Message:String = null with get,set
[<DataContract>]
[<AllowNullLiteral>]
type RollupRequest() =
interface IPost
[<DataMember(Order=1)>]
[<ApiMember(IsRequired=true)>]
member val Analysis:Analysis = null with get,set
[<DataMember(Order=2)>]
[<ApiMember>]
member val Version:Int32 = new Int32() with get,set
To override the Content-type in your clients, use the HTTP Accept Header, append the .other suffix or ?format=other
The following are sample HTTP requests and responses. The placeholders shown need to be replaced with actual values.
POST /api/riskstore/rollup HTTP/1.1
Host: riskstoreng-dev.nephila.com
Accept: text/jsonl
Content-Type: text/jsonl
Content-Length: length
{"analysis":{"id":0,"name":"String","modelAsOfDate":"0001-01-01T00:00:00.0000000Z","perspectiveId":0,"configurations":[{"id":0,"analysisId":0,"windowStartDate":"0001-01-01T00:00:00.0000000Z","windowEndDate":"0001-01-01T00:00:00.0000000Z","standardEnabled":false,"runOffEnabled":false,"aggregateEnabled":false,"occurrenceEnabled":false,"nettEnabled":false,"grossEnabled":false,"tailIntensityPercentageStart":0,"tailIntensityPercentageEnd":0,"metaRiskId":0,"outputLevel":"NotSet","processingStatus":"New","eventLossFloorStartRange":0,"eventLossFloorEndRange":0,"analysisPortfolioEventSetConfigurations":[{"id":0,"analysisId":0,"analysisConfigurationId":0,"portfolioName":"String","modelId":"String","rowIdentifier":"00000000000000000000000000000000"}],"rowIdentifier":"00000000000000000000000000000000"}],"deals":[{"id":0,"analysisId":0,"sourceDealId":"String","dealRef":"String","sourceDealSystem":"String","eventSetId":0,"rol":0,"limit":0,"inceptionDate":"0001-01-01T00:00:00.0000000Z","expiryDate":"0001-01-01T00:00:00.0000000Z","transactionType":"NotSet","allocations":[{"id":0,"analysisDealId":0,"portfolioName":"String","allocationPercentage":0,"rowIdentifier":"00000000000000000000000000000000"}],"perspectiveIdOverride":0,"eventSetIdOverride":0,"modelAsOfDateOverride":"0001-01-01T00:00:00.0000000Z","sourceModelSystemOverride":"String","sourceModelIdOverride":"String","sourceEventSetIdOverride":"String","eventSourceSystemOverride":"String","rowIdentifier":"00000000000000000000000000000000"}],"eventIdFilters":[{"id":0,"analysisId":0,"eventSourceId":0,"eventId":0,"rowIdentifier":"00000000000000000000000000000000"}],"createdBy":"String","createdDateUtc":"0001-01-01T00:00:00.0000000Z","completedDateUtc":"0001-01-01T00:00:00.0000000Z","legacyAnalysisId":0,"resultPersistenceTracking":[{"id":"00000000000000000000000000000000","analysisId":0,"processingStatus":"New","messageType":"NotSet","createdDateUtc":"0001-01-01T00:00:00.0000000Z","updatedDateUtc":"0001-01-01T00:00:00.0000000Z"}],"processingStatus":"New","saveResults":false,"eventSourceSystem":"String","updatedDateUtc":"0001-01-01T00:00:00.0000000Z","isExpired":false,"rowIdentifier":"00000000000000000000000000000000","errorMessage":"String","ignoreSimulationCountMismatch":false,"finalStatus":"New"},"version":0}
HTTP/1.1 200 OK
Content-Type: text/jsonl
Content-Length: length
{"analysis":{"id":0,"name":"String","modelAsOfDate":"0001-01-01T00:00:00.0000000Z","perspectiveId":0,"configurations":[{"id":0,"analysisId":0,"windowStartDate":"0001-01-01T00:00:00.0000000Z","windowEndDate":"0001-01-01T00:00:00.0000000Z","standardEnabled":false,"runOffEnabled":false,"aggregateEnabled":false,"occurrenceEnabled":false,"nettEnabled":false,"grossEnabled":false,"tailIntensityPercentageStart":0,"tailIntensityPercentageEnd":0,"metaRiskId":0,"outputLevel":"NotSet","processingStatus":"New","eventLossFloorStartRange":0,"eventLossFloorEndRange":0,"analysisPortfolioEventSetConfigurations":[{"id":0,"analysisId":0,"analysisConfigurationId":0,"portfolioName":"String","modelId":"String","rowIdentifier":"00000000000000000000000000000000"}],"rowIdentifier":"00000000000000000000000000000000"}],"deals":[{"id":0,"analysisId":0,"sourceDealId":"String","dealRef":"String","sourceDealSystem":"String","eventSetId":0,"rol":0,"limit":0,"inceptionDate":"0001-01-01T00:00:00.0000000Z","expiryDate":"0001-01-01T00:00:00.0000000Z","transactionType":"NotSet","allocations":[{"id":0,"analysisDealId":0,"portfolioName":"String","allocationPercentage":0,"rowIdentifier":"00000000000000000000000000000000"}],"perspectiveIdOverride":0,"eventSetIdOverride":0,"modelAsOfDateOverride":"0001-01-01T00:00:00.0000000Z","sourceModelSystemOverride":"String","sourceModelIdOverride":"String","sourceEventSetIdOverride":"String","eventSourceSystemOverride":"String","rowIdentifier":"00000000000000000000000000000000"}],"eventIdFilters":[{"id":0,"analysisId":0,"eventSourceId":0,"eventId":0,"rowIdentifier":"00000000000000000000000000000000"}],"createdBy":"String","createdDateUtc":"0001-01-01T00:00:00.0000000Z","completedDateUtc":"0001-01-01T00:00:00.0000000Z","legacyAnalysisId":0,"resultPersistenceTracking":[{"id":"00000000000000000000000000000000","analysisId":0,"processingStatus":"New","messageType":"NotSet","createdDateUtc":"0001-01-01T00:00:00.0000000Z","updatedDateUtc":"0001-01-01T00:00:00.0000000Z"}],"processingStatus":"New","saveResults":false,"eventSourceSystem":"String","updatedDateUtc":"0001-01-01T00:00:00.0000000Z","isExpired":false,"rowIdentifier":"00000000000000000000000000000000","errorMessage":"String","ignoreSimulationCountMismatch":false,"finalStatus":"New"},"portfolioMetrics":[{"analysisType":"NotSet","simulationLossPerspective":"NotSet","reinsurancePremiumLossType":"NotSet","metricDescription":"String","portfolioName":"String","metric":0,"metaRiskId":0,"simulation":0,"analysisResultId":0}],"results":[{"id":0,"analysisId":0,"analysisConfigurationId":0,"container":"String","blobName":"String","resultTableName":"String","analysisType":"NotSet","simulationLossPerspective":"NotSet","reinsurancePremiumLossType":"NotSet","outputLevel":"NotSet","metaRiskId":0,"analysisPortfolioEventSetResults":[{"id":0,"analysisId":0,"analysisPortfolioEventSetConfigurationId":0,"analysisResultId":0,"portfolioName":"String","rowIdentifier":"00000000000000000000000000000000"}],"rowIdentifier":"00000000000000000000000000000000"}],"responseStatus":{"__type":"ServiceStack.ResponseStatus, ServiceStack.Interfaces","errorCode":"String","message":"String","stackTrace":"String","errors":[{"__type":"ServiceStack.ResponseError, ServiceStack.Interfaces","errorCode":"String","fieldName":"String","message":"String","meta":{"String":"String"}}],"meta":{"String":"String"}},"unresolvedDealIds":["String"],"unlinkedDealIds":["(, )"],"message":"String"}