A B C D E F G H I J L M N O P Q R S T U V W Z
All Classes All Packages

A

ABSOLUTE - nis.svc.opt.api.Types.ConstraintType

activeExposure() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

the active exposure to the factor.

activeExposure() - Method in interface nis.svc.opt.api.ReportsTables.RiskDecompositionRow

the active exposure to the factor.

activeFactorReturnEconomicChange() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

returns the active factor return economic change.

activeFactorReturnPremia() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

returns the active factor return premia.

activeFactorReturnReturnContribution() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

returns factor contribution to active return.

activeRisk() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns active risk

ActWt() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

active weight of the asset.

add(Class<P>, String...) - Method in interface nis.svc.dat.api.DataFolder

add(Object...) - Method in interface nis.svc.dat.api.DataTable

Add an array of values and increment the size of the table.

add(String) - Method in interface nis.svc.mdl.api.ModelRequest

Add a single identifier.

add(String...) - Method in interface nis.svc.mdl.api.ModelRequest

Add a list of identifiers in one go.

addAlphaItem(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Adds an alpha identifier / value pair to the list of assets that have defined alpha values.

addAttribute(String, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

adds an attribute.

addBenchmarkItem(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

Adds an asset identifier / value pair to the benchmark.

addBuyCost(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

adds an individual asset id / buy cost pair to the list

addBuyItem(String) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Adds an asset ID to the list of securities that the optimizer is allowed to buy.

addComposite(String, String, String, double, double, Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

add a composite asset.

addCrossImpact(String, String, double, double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets a cross impact relationship

addException(String, String, String, String, String, String) - Method in interface nis.svc.opt.api.ProjectReports

addExemptIssuer(String) - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Add an exempt issuer.

addExposure(String, String, String, double, double, double, double[]) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

adds an exposure object to the list of exposures in the risk model.

addFactor(String, String, String, double, int) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

adds a factor data object to the list of factors.

addFactorAttribute(String, String, double, double, double, double, double, double, String) - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

addFactorRow(String, String, double, double[]) - Method in interface nis.svc.opt.api.ProjectTables.MainTables

addGlobalVars(String, String) - Method in interface nis.svc.opt.api.ProjectReports.RunSummaryReport

addGreatestImprovementToBuy(int, String, String, double) - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

addGreatestImprovementToSell(int, String, String, double) - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

addGreatestIncreasedReturnToBuy(int, String, String, double) - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

addGreatestIncreasedReturnToSell(int, String, String, double) - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

addGreatestReductionInRiskToBuy(int, String, String, double) - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

addGreatestReductionInRiskToSell(int, String, String, double) - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

addGroup(String, String, double, double, double, double, double, double, String) - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

addIndividual(String, String, double, double, double, double, double, double, String) - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

addIndustry(String, String, double, double, double, String) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

adds an industry group.

addIndustryPenalties(String, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.AttributesReport

addInitialPortfolio(String, double, double, String, String, boolean, Double, String) - Method in interface nis.svc.opt.api.ProjectResults

addMapping(String, String) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

map an industry to an industry group.

addMessage(String) - Method in interface nis.svc.opt.api.ProjectReports

addMinimumTradeSize(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

a minimum trade size identifier/value pair to the list.

addOptimalPortfolio(String, double, double, String, String, boolean, Double, String) - Method in interface nis.svc.opt.api.ProjectResults

addPortfolioItem(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

ads an asset id / value pair to the initial portfolio

addPortfolioItem(String, double, double, String, String) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

Add a portfolio item to a taxable portfolio.

addPortfolioItem(String, double, double, String, String, boolean, Double, String) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

addPositionThreshold(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

adds an individual position threshold identifier/value constraint to the list.

addPrice(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

adds a id / price pair to the list of asset prices.

addQuadraticPenalties(String, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.AttributesReport

addRow(String, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

addRow(String, double, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

addRow(String, String, double, double, double, double, double, double, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

addSector(String, String, double, double, double) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

adds a sector (group of industry groups).

addSector(String, String, double, double, double, double, double, double, String) - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

addSectorPenalties(String, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.AttributesReport

addSecurityMarginalContribution(String, String, double, double, double, double, double, double, double, double, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports

addSecurityMaximum(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Adds an individual asset identifier / security maximum constraint pair.

addSecurityMinimum(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Adds an individual asset identifier / security minimum constraint pair.

addSecurityRow(String, String, boolean, double, double, double, double, double, boolean, boolean, double, double, double, double, double, double, String, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectTables.MainTables

addSellCost(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

adds an individual asset id / sell cost pair to the list

addShareLotsRow(String, String, double, double, double, double, double, double, double, double, double, double, double, String, double, double, String) - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

addSize(String, int) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

adds an individual asset id / round lot size pair to the list.

addUserVars(String, String) - Method in interface nis.svc.opt.api.ProjectReports.RunSummaryReport

addValue(String, double) - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

addValue(String, double) - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

adjustmentFrequency() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the adjustment frequency.

adjustmentFrequency(int) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the adjustment frequency.

aggressiveTaxLossHarvesting() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Get Aggressive Tax Loss Harvesting setting.

aggressiveTaxLossHarvesting(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Set Aggressive Tax Loss Harvesting setting.

all() - Method in interface nis.svc.dat.api.DataFolder

all() - Method in interface nis.svc.mdl.api.ModelReport

All notes

all() - Method in interface nis.svc.opt.api.ProjectLogs

All notes

all() - Method in interface nis.svc.opt.api.ProjectSettings

List the name of all the settings.

ALLOCATE_PROPORTIONALLY - nis.svc.opt.api.Types.ExceptionHandling

ALLOCATE_TO_CASH - nis.svc.opt.api.Types.ExceptionHandling

ALLOCATE_TO_SECURITY - nis.svc.opt.api.Types.ExceptionHandling

alpha() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the asset expected return.

alphaList() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Returns an array of alpha identifier / value pairs.

alphaListClear() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

alphas() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns an array of factorId / alpha pairs

alphasClear() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

amortTransCostDollar() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the amortized transaction cost in dollars

amortTransCostPercent() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the amortized transaction cost as a percent of the net asset value

analysis() - Method in interface nis.svc.opt.api.ProjectReports

returns the project analysis summary reports

apiValue() - Method in enum nis.svc.opt.api.Types.ConstraintType

apiValue() - Method in enum nis.svc.opt.api.Types.ExceptionHandling

apiValue() - Method in enum nis.svc.opt.api.Types.LotsOrderType

apiValue() - Method in enum nis.svc.opt.api.Types.PriorMeanType

apiValue() - Method in enum nis.svc.opt.api.Types.SwapAdjustmentType

apiValue() - Method in enum nis.svc.opt.api.Types.TxnCostType

apiValue() - Method in enum nis.svc.opt.api.Types.WashSaleType

apiValue() - Method in enum nis.svc.opt.api.Types.WeightingType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.ConstraintType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.ExceptionHandling

apiValue(String) - Static method in enum nis.svc.opt.api.Types.LotsOrderType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.PriorMeanType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.SwapAdjustmentType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.TxnCostType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.WashSaleType

apiValue(String) - Static method in enum nis.svc.opt.api.Types.WeightingType

appends() - Method in interface nis.svc.mdl.api.Model

applyToBuyListOnly() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the buy list only state.

applyToBuyListOnly(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the buy list only state.

asBoolean(int) - Method in interface nis.svc.dat.api.DataRow

The value at column index as a boolean according to the rules of Boolean.parseBoolean(asString)

asDouble(int) - Method in interface nis.svc.dat.api.DataRow

The value at column index as a double according to the rules of Double.parseDouble(asString)

asInteger(int) - Method in interface nis.svc.dat.api.DataRow

The value at column index as an integer according to the rules of Integer.parseInt(asString)

asObject(int) - Method in interface nis.svc.dat.api.DataRow

The value at column index as the originally added Object.

asString(int) - Method in interface nis.svc.dat.api.DataRow

The value at column index as a string.

attributeMaximumConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns the attribute maximum constraint type.

attributeMaximumConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

sets the attribute maximum constraint type.

attributeMinimumConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns the attribute minimum constraint type.

attributeMinimumConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

sets the attribute minimum constraint type.

attributes() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures

The list of available factor attributes.

attributes() - Method in interface nis.svc.mdl.api.ModelEntities.Factors

The list of available factor attributes.

attributes() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns an array of attribute objects.

attributes() - Method in interface nis.svc.opt.api.ReportsTables.ExceptionsRow

returns a plus if the exception is a member of an auxilliary attribute list, a minus if not

attributesClear() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

attributesSummary() - Method in interface nis.svc.opt.api.ProjectReports

returns the project attributes summary report

B

baseCurrencySymbol() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the identifier used by the risk model for the base currency of the portfolio.

baseCurrencySymbol(String) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the identifier used by the risk model for the base currency of the portfolio.

bayesAdjust() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Return the bayes adjust parameter.

bayesAdjust(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Set the bayes adjust parameter.

bayesAdjustIntensity() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Return the bayes "intensity of prior" parameter.

bayesAdjustIntensity(int) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Set the bayes "intensity of prior" parameter.

bayesReturnCovariance() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the bayes stein shrinkage option status.

bayesReturnCovariance(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

sets the bayes stein shrinkage option

benchFlag() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

membership in benchmark flat

benchmark() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns an array of benchmark asset identifier / value pairs

benchmark() - Method in interface nis.svc.opt.api.ReportsTables.ExceptionsRow

returns a plus if the exception is a member of the benchmark, a minus if not

benchmarkClear() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

benchmarkExposure() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

the benchmark exposure to the risk factor.

benchmarkExposure() - Method in interface nis.svc.opt.api.ReportsTables.RiskDecompositionRow

the benchmark exposure to the risk factor.

benchmarkWeightingType() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns the benchmark weighting type.

benchmarkWeightingType(Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

sets the benchmark weighting type.

benchWt() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset weight in benchmark

benchWt() - Method in interface nis.svc.opt.api.ReportsTables.PenaltiesRow

benchmark weight for penalty group

blend() - Method in interface nis.svc.mdl.api.Model

blend() - Method in interface nis.svc.mdl.api.ModelRequest

Returns the model blend.

blend(double) - Method in interface nis.svc.mdl.api.ModelRequest

Set the blend ratio of a near term model with its long term model.

blend(Model, double) - Method in interface nis.svc.mdl.api.Model

Blend this model (left side) with the other (right side).

blendCovariance() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the blend covariance option state.

blendCovariance(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

sets the blend covariance option state.

buyCosts() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns an array of individual asset id / buy cost pairs.

buyCostsClear() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

buyFlag() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset membership in buy list

buyList() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Returns an array of asset identifiers in the buy list.

buyList() - Method in interface nis.svc.opt.api.ReportsTables.ExceptionsRow

returns a plus if the exception is a member of the buy list, a minus if not

buyListClear() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

buyListRows() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

C

capitalGainSeparation() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns whether capital gains separation is applied.

capitalGainSeparation(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the capital gains separation option.

changeInShares() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

returns the change in the number of asset shares between initial and optimal

changeInWeight() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

the change in asset weight

chgShrR() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

change in number of asset shares in order to achieve optimality, rounded to round lots

clear() - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

close() - Method in interface nis.svc.ccs.api.ConnectionListener

close() - Method in interface nis.svc.ccs.api.ConnectionService

Should be called when the Connection is no longer needed.

close() - Method in interface nis.svc.mdl.api.ModelService

Close the service.

close() - Method in interface nis.svc.opt.api.OptimizerService

code() - Method in interface nis.svc.mdl.api.Model

code() - Method in interface nis.svc.mdl.api.ModelProject

The model code.

code() - Method in interface nis.svc.opt.api.Project

composites() - Method in interface nis.svc.mdl.api.Model

composites() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

Returns the composite asset portfolios that have been added.

composites() - Method in interface nis.svc.opt.api.ReportsTables.ExceptionsRow

returns a plus if the exception is a member of a composite asset, a minus if not

compositesClear() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

ConnectionCredential - Interface in nis.svc.ccs.api

The callback interface for providing the callers connection credential.

ConnectionException - Exception in nis.svc.ccs.api

ConnectionService exception handling.

ConnectionException() - Constructor for exception nis.svc.ccs.api.ConnectionException

ConnectionException(String) - Constructor for exception nis.svc.ccs.api.ConnectionException

ConnectionException(String, Throwable) - Constructor for exception nis.svc.ccs.api.ConnectionException

ConnectionException(Throwable) - Constructor for exception nis.svc.ccs.api.ConnectionException

ConnectionListener - Interface in nis.svc.ccs.api

The ConnectionListener provides a callback for host threads to be notified when a connection managed component calls for a connection service close.

ConnectionLog - Interface in nis.svc.ccs.api

Manages logging and logging scopes.

ConnectionService - Interface in nis.svc.ccs.api

The ConnectionService provides User programs with access to configured and operational ASP services such as the optimizer service.

ConnectionSession - Interface in nis.svc.ccs.api

constantCorrelation() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the percentage of the blended covariance matrix that will target a constant correlation matrix.

constantCorrelation(double) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

sets the percentage of the blended covariance matrix that will target a constant correlation matrix.

constantCovariance() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the percentage of the blended covariance matrix that will target a constant covariance matrix.

constantCovariance(double) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

sets the percentage of the blended covariance matrix that will target a constant covariance matrix.

constraints() - Method in interface nis.svc.opt.api.ProjectReports

returns the project constraints summary report

correlations() - Method in interface nis.svc.mdl.api.Model

correlations() - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

returns the correlation matrix as a two dimensional array of doubles

costAmortization() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the cost amortization percentage.

costAmortization(double) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the cost amortization percentage.

costBasis() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

The cost basis - share lots only.

costUnits() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns transaction cost units.

costUnits(Types.TxnCostType) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets transaction cost units.

count() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the number of assets in the portfolio.

create(String) - Method in interface nis.svc.opt.api.OptimizerService

Allows a project to be created by a code set in the shape process.

create(String, String) - Method in interface nis.svc.mdl.api.ModelService

Create an empty model project with the provided code and date.

create(ProjectTask) - Method in interface nis.svc.opt.api.OptimizerService

crossImpacts() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns an array of cross impact objects.

crossImpactsClear() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

CURRENCY - nis.svc.opt.api.Types.TxnCostType

cut(String) - Method in interface nis.svc.dat.api.DataFolder

D

DATA_ERROR - nis.svc.opt.api.OptimizerException.Type

DataEntry - Interface in nis.svc.dat.api

The generic base class for data objects inside a DataProject.

DataException - Exception in nis.svc.dat.api

Data Service exception management.

DataException() - Constructor for exception nis.svc.dat.api.DataException

DataException(String) - Constructor for exception nis.svc.dat.api.DataException

DataException(String, Throwable) - Constructor for exception nis.svc.dat.api.DataException

DataException(Throwable) - Constructor for exception nis.svc.dat.api.DataException

DataFolder - Interface in nis.svc.dat.api

A Data Folder is a container that can hold a DataEntry.

DataProject - Interface in nis.svc.dat.api

A DataProject is a root DataFolder that is created by the DataService with the identifying information required to load a saved DataProject.

DataRow - Interface in nis.svc.dat.api

A DataRow is a row wise list of data objects that can be read using one of the typed access methods.

DataService - Interface in nis.svc.dat.api

Provides services for accessing project data represented in a tree of DataFolder and DataTable entries.

DataTable - Interface in nis.svc.dat.api

A DataTable is an entry in a DataFolder that contains rows of objects that are java primitives (String, Double, Boolean, Integer,Null).

date() - Method in interface nis.svc.mdl.api.Model

date() - Method in interface nis.svc.mdl.api.ModelProject

The date that will be used to select the model data for the code.

date() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

dateAdjusted() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

daysToTrade() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

return the days to trade.

daysToTrade(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the days to trade.

DEFAULT - nis.svc.opt.api.Types.WashSaleType

defaultBuyCost() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the default buy cost.

defaultBuyCost(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the default buy cost.

defaultPortfolioValue() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns the default portfolio value.

defaultPortfolioValue(double) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

sets the default portfolio value.

defaultSellCost() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the default sell cost.

defaultSellCost(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

set the default sell cost.

description() - Method in interface nis.svc.mdl.api.ModelEntities.Factors.Row

description() - Method in interface nis.svc.opt.api.SettingsTables.FactorRow

DONE - nis.svc.mdl.api.ModelReport.Type

Indicates the process is done.

DONE - nis.svc.opt.api.ProjectLogs.Type

Indicates the process is done.

E

economicChange() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

returns the factor economic change

enableAlternativeAlgorithm() - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the alternative algorithm option state.

enableAlternativeAlgorithm(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

sets the alternative algorithm option.

enableCrossImpact() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

return cross impact status.

enableCrossImpact(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

set cross impact status.

enabled() - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Returns the UCITS enabled flag.

enabled(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Sets the UCITS enabled flag.

enableIssuerRisk() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the issuer risk option status.

enableIssuerRisk(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the issuer risk option status.

enableLongShort() - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns whether long short optimization is enabled.

enableLongShort(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

sets whether long short optimization is enabled.

enableNLTC() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

Returns the Nonlinear Transaction Cost Model state.

enableNLTC(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

Enable the Nonlinear Transaction Cost Model

enableOSD() - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

Returns whether the OSD feature is enabled.

enableOSD(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

Enables the OSD feature.

enableTaxes() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns whether the enablesTaxes option has been set or not.

enableTaxes(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets whether this optimizer project has tax features activated.

ENGINE_ERROR - nis.svc.opt.api.OptimizerException.Type

EQUAL_WEIGHT - nis.svc.opt.api.Types.WeightingType

estimationErrorAdjustments() - Method in interface nis.svc.opt.api.ProjectSettings

returns the estimation error adjustments for the project.

exceptionHandling() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns the security exception handling type.

exceptionHandling(Types.ExceptionHandling) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

set the security exception handling type.

exceptions() - Method in interface nis.svc.opt.api.ProjectReports

returns the exceptions summary report.

exceptionSecurity() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

return the security / composite to use in the case the "allocate to security / composite" is selected as the exception handling type.

exceptionSecurity(String) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

set the security / composite to use in the case the "allocate to security / composite" is selected as the exception handling type.

EXEC - nis.svc.mdl.api.ModelReport.Type

Indicates start of a process.

EXEC - nis.svc.opt.api.ProjectLogs.Type

Indicates start of a process.

exemptIssuers() - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Return the exempt issuers list.

exposures() - Method in interface nis.svc.mdl.api.Model

exposures() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

exposures() - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

returns an array of exposure objects.

exposures() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

extra(String) - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

extra(String, Object) - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

F

factorAttribute() - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

returns an array of constraints row objects for the atrribut and factor constraints in the problem.

factorConstraints() - Method in interface nis.svc.opt.api.ProjectSettings

returns the factor constraint settings for the project

factorId() - Method in interface nis.svc.mdl.api.ModelEntities.Factors.Row

factorMaxConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns the factor maximum constraint type.

factorMaxConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

sets the factor maximum constraint type.

factorMinConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns the factor minimum constraint type.

factorMinConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

sets the factor minimum constraint type.

factorName() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

returns the factor name

factorName() - Method in interface nis.svc.opt.api.ReportsTables.RiskDecompositionRow

the factor name.

factorReturn() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the annualized factor return for the portfolio.

factorRisk() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the annualized factor variance for the portfolio.

factors() - Method in interface nis.svc.mdl.api.Model

factors() - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

returns an array of factor data objects.

factors() - Method in interface nis.svc.opt.api.ProjectTables.FactorRow

factor correlations with other factors

factorTable() - Method in interface nis.svc.opt.api.ProjectTables.MainTables

return the factor main table

factorTrackingVariance() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

returns the factor tracking variance.

factorVar() - Method in interface nis.svc.opt.api.ReportsTables.RiskDecompositionRow

the factor variance reported in the risk model

fail() - Method in interface nis.svc.mdl.api.ModelProject

Returns the exception if a fail state is set.

fail(String, Object) - Method in interface nis.svc.ccs.api.ConnectionLog

Logs a fail with an optional error object.

FAIL - nis.svc.mdl.api.ModelReport.Type

A FAIL occurred.

FAIL - nis.svc.opt.api.ProjectLogs.Type

A FAIL occurred.

FIFO - nis.svc.opt.api.Types.LotsOrderType

flag() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

constraint broken flag

flags() - Method in exception nis.svc.opt.api.OptimizerException

FOUND - nis.svc.mdl.api.ModelReport.Type

Indicates security ID was found and an exposure record provided.

foundId() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

freeCash() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the free cash in the portfolio.

freeCashBuffer() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

returns the minimum amount of cash that must be in the optimal portfolio after paying all expenses.

freeCashBuffer(double) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

sets the minimum amount of cash that must be in the optimal portfolio after paying all expenses.

from() - Method in interface nis.svc.mdl.api.ModelReport.Note

The source of this note.

from() - Method in interface nis.svc.opt.api.ProjectLogs.Note

The source of this note.

G

GENERIC - Static variable in interface nis.svc.opt.api.ProjectSettings.ModelSettings

GENERIC is the default model type if not set.

GENERICX - Static variable in interface nis.svc.opt.api.ProjectSettings.ModelSettings

get() - Method in interface nis.svc.ccs.api.ConnectionCredential

Provide the callers connection credential.

get(int) - Method in interface nis.svc.dat.api.DataTable

Access the row at the given index (0 based).

get(Class<P>, String...) - Method in interface nis.svc.dat.api.DataFolder

get(Class<T>) - Method in interface nis.svc.ccs.api.ConnectionSession

Get a reference to a configured service from this session.

get(String) - Method in interface nis.svc.dat.api.DataFolder

get(String) - Method in interface nis.svc.mdl.api.ModelEntities.Composites

get(String) - Method in interface nis.svc.mdl.api.ModelEntities.Exposures

get(String) - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

Get the named attribute

get(String) - Method in interface nis.svc.mdl.api.ModelEntities.Factors

get(String) - Method in interface nis.svc.mdl.api.ModelEntities.Factors.Row

Get the named attribute

get(String) - Method in interface nis.svc.mdl.api.ModelRequest

Return a settings object.

get(String) - Method in interface nis.svc.opt.api.ProjectSettings

Return a settings object.

getMaxConstraint(String) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns individual factor maximum constraint for the parameterized factor ID.

getMinConstraint(String) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns individual factor minimum constraint for the parameterized factor ID.

globalVars() - Method in interface nis.svc.opt.api.ProjectReports.RunSummaryReport

goal() - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

greatestImprovementToBuy() - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

returns an array of marginal contribution row objects in order of greatest improvement utility to buy.

greatestImprovementToSell() - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

returns an array of marginal contribution row objects in order of greatest improvement to utility to sell

greatestIncreasedReturnToBuy() - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

returns an array of marginal contribution row objects in order of greatest improvement to return to buy

greatestIncreasedReturnToSell() - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

returns an array of marginal contribution row objects in order of greatest improvement to return to sell

greatestReductionInRiskToBuy() - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

returns an array of marginal contribution row objects in order of greatest reduction in risk to buy

greatestReductionInRiskToSell() - Method in interface nis.svc.opt.api.ProjectReports.MarginalContributionReport

returns an array of marginal contribution row objects in order of greatest reduction in risk to sell

grossEquityExposure() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the gross equity exposure.

group() - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

returns an array of constraints row objects for the industry group constraints in the problem.

H

has(String) - Method in interface nis.svc.dat.api.DataFolder

hasAppends() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.BenchmarkRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.CompositeRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.CrossImpactRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.ExposureRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.FactorRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.IdRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.IndustryRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.MappingRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.SectorRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.SizeRow

HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.ValueRow

HIFO - nis.svc.opt.api.Types.LotsOrderType

highestWeight() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the maximum %age value of all the assets in the portfolio

holdings() - Method in interface nis.svc.opt.api.ProjectReports

returns the project holdings summary report

holdings() - Method in interface nis.svc.opt.api.ProjectSettings

returns the holdings settings for the project

I

i1() - Method in interface nis.svc.opt.api.SettingsTables.CrossImpactRow

i1i2Correlation() - Method in interface nis.svc.opt.api.SettingsTables.CrossImpactRow

i2() - Method in interface nis.svc.opt.api.SettingsTables.CrossImpactRow

i2i1Correlation() - Method in interface nis.svc.opt.api.SettingsTables.CrossImpactRow

id() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

id() - Method in interface nis.svc.mdl.api.ModelEntities.MemberRow

id() - Method in interface nis.svc.opt.api.ProjectTables.FactorRow

factor id

id() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset ID

id() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset id

id() - Method in interface nis.svc.opt.api.ReportsTables.ExceptionsRow

asset id

id() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

the asset id

id() - Method in interface nis.svc.opt.api.ReportsTables.MarginalContributionRow

asset id

id() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

the asset id

id() - Method in interface nis.svc.opt.api.SettingsTables.BenchmarkRow

id() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

id() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

id() - Method in interface nis.svc.opt.api.SettingsTables.FactorRow

id() - Method in interface nis.svc.opt.api.SettingsTables.IdRow

id() - Method in interface nis.svc.opt.api.SettingsTables.IndustryRow

id() - Method in interface nis.svc.opt.api.SettingsTables.MappingRow

id() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

id() - Method in interface nis.svc.opt.api.SettingsTables.SectorRow

id() - Method in interface nis.svc.opt.api.SettingsTables.SizeRow

id() - Method in interface nis.svc.opt.api.SettingsTables.ValueRow

ids() - Method in interface nis.svc.mdl.api.ModelEntities.Composites

The list of securities matched to a composite.

ids() - Method in interface nis.svc.mdl.api.ModelRequest

Get the added ids.

impactDecay() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the impact decay variable.

impactDecay(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the impact decay

IMPLIED_ALPHA_OF_PORTFOLIO - nis.svc.opt.api.Types.PriorMeanType

ImplRet() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

implied return of the asset given the initial weight and the risk model

indID() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the asset industry identifier

individual() - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

returns an array of constraints row objects for the individual constraints in the problem.

industries() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns an array of industry group objects.

industriesClear() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

industryId() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

industryId() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

industryId() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

industryId() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

industryMaximumConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns the industry maximum constraint type.

industryMaximumConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

sets the industry maximum constraint type.

industryMinimumConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns the industry minimum constraint type.

industryMinimumConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

sets the industry minimum constraint type.

industryPenalties() - Method in interface nis.svc.opt.api.ProjectReports.AttributesReport

returns an array of penalties row objects for industry groups.

industrySectorsAttributes() - Method in interface nis.svc.opt.api.ProjectSettings

returns the industry sector and attributes settings for the project.

info(String...) - Method in interface nis.svc.ccs.api.ConnectionLog

Post debug type info to the log.

INFO - nis.svc.mdl.api.ModelReport.Type

Information during a process.

INFO - nis.svc.opt.api.ProjectLogs.Type

Information during a process.

initActvWt() - Method in interface nis.svc.opt.api.ReportsTables.PenaltiesRow

initial active weight for penalty group

initial() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the part of the analysis summary report specific to the initial portfolio.

initial() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationReport

returns the initial optimization summary report

initial() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionReport

return the initial portfolio return decomposition summary report.

initial() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionReport

return the initial portfolio risk decomposition summary report.

initialOut() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset initial percentage out of bounds

initialPortfolio() - Method in interface nis.svc.opt.api.ProjectResults

returns an array of initial portfolio asset id / value pairs.

initialPortfolioWeightingType() - Method in interface nis.svc.opt.api.ProjectResults

returns the initial portfolio weighting type.

initialPortfolioWeightingType(Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectResults

returns the initial portfolio weighting type.

initialShares() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

returns the initial number of asset shares

initialWeight() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset initial weight

initialWeight() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

the initial weight of the asset in the portfolio in percent

initShares() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

number of asset initial portfolio shares

initWt() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset initial portfolio weight

initWt() - Method in interface nis.svc.opt.api.ReportsTables.PenaltiesRow

initial portfolio weight for penalty group

investTaxRefund() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns "true" if the optimizer is allowed to invest any tax loss harvested

investTaxRefund(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets whether the optimizer is allowed to reinvest any tax loss harvested.

issuedShares() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

issuedShares() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

issuerMaxWeight() - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Returns the issuer maximum weight.

issuerMaxWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Sets the issuer maximum weight.

isTaxItem() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

iterations1() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the number of iterations it took to achieve the optimal portfolio

iterations2() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

iterations3() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

J

joinedTables() - Method in interface nis.svc.opt.api.ProjectTables

return the main table after join

L

largePosition() - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Returns the large position.

largePosition(double) - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Sets the large position.

LIFO - nis.svc.opt.api.Types.LotsOrderType

linearBuy() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the linear component of the transaction cost to buy in the NLTC.

linearBuy(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the linear component of the transaction cost to buy in the NLTC.

linearSell() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the linear component of the transaction cost to sell in the NLTC.

linearSell(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the linear component of the transaction cost to sell in the NLTC.

liquidityAdjAbsoluteRiskCalc() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

liquidityAdjAbsoluteRiskVAR() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

liquidityAdjActiveRiskCalc() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

liquidityAdjActiveRiskVAR() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

liquidityAdjTrackingErrorCalc() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

liquidityAdjTrackingErrorVAR() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

list() - Method in interface nis.svc.dat.api.DataRow

The columns as a list.

load(DataProject) - Method in interface nis.svc.dat.api.DataService

Find a DataProject based on the DataProject path() properties.

load(ModelProject) - Method in interface nis.svc.mdl.api.ModelService

Load a project based on the setting information in the provided project.

logs() - Method in interface nis.svc.opt.api.Project

longCount() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the number of assets in the long side of a long short portfolio.

longShort() - Method in interface nis.svc.opt.api.ProjectSettings

returns the long short settings for the project.

longTermCapitalGainYTD() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the long term capital gain YTD

longTermCapitalGainYTD(double) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the long term capital gain YTD

longTermGain() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the long term capital gain of the rounded portfolio.

longTermGainMinNbrDays() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the minimum number of days required for long term capital gains to be applied to a tax lot

longTermGainMinNbrDays(int) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the minimum number of days for a tax lot to incur long term capital gains

longTermGainRate() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the long term capital gains rate

longTermGainRate(double) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the long term capital gain rate - units are percent

longTermLoss() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the long term capital loss of the rounded portfolio.

longValue() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the value of long assets in a long short portfolio.

longWeight() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the % of net asset value on the long side of a long short portfolio.

lotSize() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the round lot size.

lotSize() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

returns default lot size.

lotSize(int) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

set default lot size.

lotSizes() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

returns an array of individual asset id / round lot size pairs.

lotSizesClear() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

lotsOrder() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the lot order.

lotsOrder(Types.LotsOrderType) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the lot order.

lowestWeight() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the minimum %age value of all the assets in the portfolio.

M

MA() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

the asset marginal alpha

make(String...) - Method in interface nis.svc.dat.api.DataService

Make a DataProject and configure it.

mapping() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns an array of industry / industry group mapping pairs

mappingClear() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

marginalContributions() - Method in interface nis.svc.opt.api.ProjectReports

returns the project largest/smallest marginal contribution report.

MARKET_CAP - nis.svc.opt.api.Types.WeightingType

marketCap() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

marketCap() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

maxConstraints() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns an array of factorID / max constraint pairs

maxConstraintsClear() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

maximumAssets() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the maximum number of assets allowed in the optimal portfolio.

maximumAssets(int) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the maximum number of assets allowed in the optimal portfolio.

maximumCapitalGains() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the maximum capital gains allowed.

maximumCapitalGains(double) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the maximum capital gains allowed - units are in base currency.

maximumIterations() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Returns the maximum number of iterations the optimizer can do before quitting.

maximumIterations(int) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Sets the maximum number of iterations the optimizer can do before quitting.

maximumPrecision() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Returns the maximum precision parameter in the optimizer.

maximumPrecision(double) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Sets the maximum precision parameter in the optimizer.

maximumTrackingError() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the maximum targeted tracking error of the portfolio.

maximumTrackingError(double) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the maximum targeted tracking error of the portfolio.

maximumTrades() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the maximum number of trades.

maximumTrades(int) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the maximum number of trades.

maximumTurnover() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the maximum percentage portfolio turnover allowed.

maximumTurnover(double) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the maximum percentage portfolio turnover allowed.

maximumWeight() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset max weight

maximumWeight() - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

maximumWeight() - Method in interface nis.svc.opt.api.SettingsTables.IndustryRow

maximumWeight() - Method in interface nis.svc.opt.api.SettingsTables.SectorRow

maxLongWeight() - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the max long weight.

maxLongWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the max long weight.

maxShortWeight() - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the absolute value max short weight.

maxShortWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the absolute value max short weight.

maxSumOfLargePositions() - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Returns the maximum sum of large positions.

maxSumOfLargePositions(double) - Method in interface nis.svc.opt.api.ProjectSettings.UCITS

Sets the maximum sum of large positions.

maxWt() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the maximum asset portfolio weight constraint

members() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

messages() - Method in exception nis.svc.opt.api.OptimizerException

messages() - Method in interface nis.svc.opt.api.ProjectReports

A helper to return the optimization messages from the last run from the underlying engine.

MFactV() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

asset marginal factor variance

MIN_SWAP_XY - nis.svc.opt.api.Types.SwapAdjustmentType

MIN_SWAP_Y - nis.svc.opt.api.Types.SwapAdjustmentType

minConstraints() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

returns an array of min constraint factorID / value pairs.

minConstraintsClear() - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

minimumTrackingError() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the minimum targeted tracking error of the portfolio.

minimumTrackingError(double) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the minimum targeted tracking error of the portfolio.

minimumTradeSize() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the default minimum trade size.

minimumTradeSize(double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Sets the default minimum trade size.

minimumTradeSizes() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns an array of individual minimum trade size identifier/value pairs.

minimumTradeSizesClear() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

minimumWeight() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset min weight constraint

minimumWeight() - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

minimumWeight() - Method in interface nis.svc.opt.api.SettingsTables.IndustryRow

minimumWeight() - Method in interface nis.svc.opt.api.SettingsTables.SectorRow

minLongWeight() - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the minimum long weight.

minLongWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

sets the minimum long weight.

minShortWeight() - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

returns the absolute value minimum short weight.

minShortWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.LongShortSettings

sets the absolute value minimum short weight.

minTS() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

minWt() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the minimum asset portfolio weight constraint

model() - Method in interface nis.svc.mdl.api.ModelProject

The returned model data

model() - Method in interface nis.svc.opt.api.ProjectSettings

returns the model settings for the project

Model - Interface in nis.svc.mdl.api

ModelEntities - Interface in nis.svc.mdl.api

Model data tables.

ModelEntities.Composites - Interface in nis.svc.mdl.api

A composite table allows a security's risk to be described by aggregates of other security's risks.

ModelEntities.Composites.Item - Interface in nis.svc.mdl.api

ModelEntities.Correlations - Interface in nis.svc.mdl.api

The correlations table.

ModelEntities.Exposures - Interface in nis.svc.mdl.api

The model exposures table.

ModelEntities.Exposures.Row - Interface in nis.svc.mdl.api

ModelEntities.Factors - Interface in nis.svc.mdl.api

The factors table.

ModelEntities.Factors.Row - Interface in nis.svc.mdl.api

Factors table row

ModelEntities.MemberRow - Interface in nis.svc.mdl.api

A member row of a composite and append file.

ModelException - Exception in nis.svc.mdl.api

ModelService exception handling.

ModelException(String) - Constructor for exception nis.svc.mdl.api.ModelException

ModelException(String, Throwable) - Constructor for exception nis.svc.mdl.api.ModelException

ModelException(Throwable) - Constructor for exception nis.svc.mdl.api.ModelException

ModelProject - Interface in nis.svc.mdl.api

ModelReport - Interface in nis.svc.mdl.api

A report on what happened during the model processing and selection process.

ModelReport.Note - Interface in nis.svc.mdl.api

ModelReport.Type - Enum in nis.svc.mdl.api

A report line item code.

ModelRequest - Interface in nis.svc.mdl.api

The ModelRequest is used to define the securities identifiers and optional extra information so that the model service can select the exposure records for the Model.

ModelService - Interface in nis.svc.mdl.api

The Model Service enables user programs to source and blend Northfield risk model data.

MPen() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

marginal value of quadratic penalties in the objective function

MResidV() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

marginal asset specific variance

MSect() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

marginal value of sector group penalties in the objective function

MTBuy() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

the asset marginal transaction cost to buy

MTSell() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

the asset marginal transaction cost to sell

muBuy() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

marginal utility to buy.

MuBuy() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

asset marginal utility to buy

MUInd() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

the marginal value of the penalties associated with industry exposure of the asses, where industries are those used by the grouping scheme defined in the industry sector attributes settings - not the risk model

multiPeriodApproximation() - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

returns the multi period approximation option

multiPeriodApproximation(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.PortfolioConstraintSettings

sets the multi period approximation option

muSell() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

marginal utility to sell.

MuSell() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

asset marginal utility to sell

mv() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

marginal variance.

MV() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

asset marginal variance

N

n() - Method in interface nis.svc.opt.api.ReportsTables.MarginalContributionRow

sort row index

name() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

name() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

name() - Method in interface nis.svc.mdl.api.ModelEntities.Factors.Row

name() - Method in interface nis.svc.mdl.api.ModelProject

An info string about this model code.

name() - Method in interface nis.svc.opt.api.ProjectTables.FactorRow

factor name

name() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset name

name() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset name

name() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

asset name

name() - Method in interface nis.svc.opt.api.ReportsTables.MarginalContributionRow

asset name

name() - Method in interface nis.svc.opt.api.ReportsTables.PenaltiesRow

group name

name() - Method in interface nis.svc.opt.api.ReportsTables.SecurityMarginalContributionRow

the asset name

name() - Method in interface nis.svc.opt.api.ReportsTables.VariableRow

A run summary report value name.

name() - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

name() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

name() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

name() - Method in interface nis.svc.opt.api.SettingsTables.FactorRow

name() - Method in interface nis.svc.opt.api.SettingsTables.IndustryRow

name() - Method in interface nis.svc.opt.api.SettingsTables.MappingRow

name() - Method in interface nis.svc.opt.api.SettingsTables.SectorRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.BenchmarkRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.CompositeRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.CrossImpactRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.ExposureRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.FactorRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.IdRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.IndustryRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.MappingRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.SectorRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.SizeRow

NAME - Static variable in interface nis.svc.opt.api.SettingsTables.ValueRow

netCapGain() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the net capital gains of the rounded portfolio.

netCapitalGainsYTD() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the net capital gain that's been realized or lost in the tax-year to date - units are in base currency

netCapitalGainsYTD(double) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Set the net capital gain that's been realized or lost in the tax-year to date - units are in base currency

netEquityExposure() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the net equity exposure.

nis.svc.ccs.api - package nis.svc.ccs.api

API for the ConnectionService that creates and manages local and remote connections to the other nis.svc.* components.

nis.svc.dat.api - package nis.svc.dat.api

API for the DataService that sends and receives tabular data to and from local and remote data stores.

nis.svc.mdl.api - package nis.svc.mdl.api

API for the ModelService that provides online access to Northfield Risk Model data, and local services to manage Model caching and blending.

nis.svc.opt.api - package nis.svc.opt.api

API for the OptimizerService that creates and manages interactions with local or remote Northfield Optimizer engines.

NNRD_HEADS - Static variable in interface nis.svc.opt.api.SettingsTables.ExposureRow

NORMAL - nis.svc.opt.api.Types.LotsOrderType

noShorting() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

noShorting(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

note() - Method in enum nis.svc.opt.api.OptimizerException.Type

number() - Method in interface nis.svc.mdl.api.ModelEntities.Factors.Row

number() - Method in interface nis.svc.opt.api.SettingsTables.FactorRow

O

open() - Method in interface nis.svc.ccs.api.ConnectionService

Open the connection service for use.

open(Object) - Method in interface nis.svc.ccs.api.ConnectionLog

Provides a child log session using the object class name.

open(String) - Method in interface nis.svc.ccs.api.ConnectionLog

Provides a child log session using provided name.

open(ConnectionCredential) - Method in interface nis.svc.ccs.api.ConnectionService

Open a child session with credentials information.

open(ConnectionListener) - Method in interface nis.svc.ccs.api.ConnectionService

Used in server processes that embed the connection service.This method opens the connection service for use and registers for a callback for when the connection is closed by an internal component.

optActvWt() - Method in interface nis.svc.opt.api.ReportsTables.PenaltiesRow

optimal active weight for penalty group.

optBestBuyId() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

optBestBuyId(String) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

optBestSellId() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

optBestSellId(String) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

optimal() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the part of the analysis summary report specific to the optimal portfolio.

optimal() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationReport

returns the optimal optimization summary report

optimal() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionReport

return the optimal portfolio return decomposition summary report.

optimal() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionReport

return the optimal portfolio risk decomposition summary report.

optimalOut() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset optimal percentage out of bounds

optimalPortfolio() - Method in interface nis.svc.opt.api.ProjectResults

returns an array of portfolio row objects representing the optimal portfolio.

optimalPortfolioWeightingType() - Method in interface nis.svc.opt.api.ProjectResults

returns the optimal portfolio weighting type.

optimalPortfolioWeightingType(Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectResults

sets the optimal portfolio weighting type.

optimalShares() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

returns the optimal number of asset shares

optimalWeight() - Method in interface nis.svc.opt.api.ReportsTables.ConstraintsRow

asset optimal weight

optimalWeight() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

the optimal weight of the asset

optimization() - Method in interface nis.svc.opt.api.ProjectReports

returns the project optimization summary reports

optimization() - Method in interface nis.svc.opt.api.ProjectSettings

returns the optimization settings for the project

optimizedTables() - Method in interface nis.svc.opt.api.ProjectTables

return the main tables after optimization

OptimizerException - Exception in nis.svc.opt.api

OptimizerException(String) - Constructor for exception nis.svc.opt.api.OptimizerException

OptimizerException(String, String[], OptimizerException.Type, int[]) - Constructor for exception nis.svc.opt.api.OptimizerException

OptimizerException(String, String[], OptimizerException.Type, int[], Throwable) - Constructor for exception nis.svc.opt.api.OptimizerException

OptimizerException(String, Throwable) - Constructor for exception nis.svc.opt.api.OptimizerException

OptimizerException.Type - Enum in nis.svc.opt.api

OptimizerService - Interface in nis.svc.opt.api

The Northfield Optimizer Service that provides an interface to a Northfield optimizer implementation.

optShares() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the number of asset optimal portfolio shares

optShrR() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

number of asset shares in optimal portfolio after rounding to round lots

optWt() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset weight in the optimal portfolio

optWt() - Method in interface nis.svc.opt.api.ReportsTables.PenaltiesRow

optimal weight for penalty group

original() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the percentage of the blended covariance matrix that will target the original covariance matrix calculated from the risk model.

original(double) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

sets the percentage of the blended covariance matrix that will target the original covariance matrix calculated from the risk model.

P

path() - Method in interface nis.svc.dat.api.DataProject

The remainder of the path after the root of the creation path used at DataService.make(java.lang.String...).

penalty() - Method in interface nis.svc.opt.api.SettingsTables.IndustryRow

penalty() - Method in interface nis.svc.opt.api.SettingsTables.SectorRow

PERCENT - nis.svc.opt.api.Types.TxnCostType

PERCENT - nis.svc.opt.api.Types.WeightingType

PLUG - nis.svc.mdl.api.ModelReport.Type

A report from an identifier plug in.

PLUG - nis.svc.opt.api.ProjectLogs.Type

A report from an engine plugin.

portFlag() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the portfolio flag

portfolio() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns an array of portfolio identifier / value pairs.

portfolio() - Method in interface nis.svc.opt.api.ReportsTables.ExceptionsRow

returns a plus if the exception is a member of the initial portfolio, a minus if not

portfolioClear() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

portfolioConstraints() - Method in interface nis.svc.opt.api.ProjectSettings

returns the portfolio constraints settings for the project.

portfolioExposure() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

the portfolio exposure to the risk factor.

portfolioExposure() - Method in interface nis.svc.opt.api.ReportsTables.RiskDecompositionRow

the portfolio exposure to the risk factor.

portfolioWeightingType() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns the portfolio weighting type.

portfolioWeightingType(Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

sets the portfolio weighting type.

positionThreshold() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

returns the default position threshold constraint.

positionThreshold(double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

adds a default position threshold constraint.

positionThresholds() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

returns an array of individual position threshold identifier/value constraints.

positionThresholdsClear() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

prchDate() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

The purchase date - share lots only.

premia() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

returns the factor risk premia.

price() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

price() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

price() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset price.

price() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

the asset price

price() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

price() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

price() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

priceAdjusted() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

prices() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

returns an array of id / price pairs.

pricesClear() - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

priorMean() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Return prior mean type.

priorMean(Types.PriorMeanType) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Set prior mean type.

PROCESS_ERROR - nis.svc.opt.api.OptimizerException.Type

Project - Interface in nis.svc.opt.api

ProjectLogs - Interface in nis.svc.opt.api

ProjectLogs.Note - Interface in nis.svc.opt.api

ProjectLogs.Type - Enum in nis.svc.opt.api

A report line item code.

ProjectReports - Interface in nis.svc.opt.api

ProjectReports.AnalysisReport - Interface in nis.svc.opt.api

This contains the bits of the analysis summary report that are common to both initial and optimal portfolios.

ProjectReports.AnalysisSummaryReport - Interface in nis.svc.opt.api

The Analysis Summary report is where the summary descriptive statistics of a portfolio are compiled.

ProjectReports.AttributesReport - Interface in nis.svc.opt.api

the Attributes Report is where we get to track what happened with any industry sector or attribute groups, penalties and constraints.

ProjectReports.ConstraintsReport - Interface in nis.svc.opt.api

The constraints report is where the information about the problem constraints is summarized.

ProjectReports.HoldingsSummaryReport - Interface in nis.svc.opt.api

The holdings summary report is where the differences between the initial and optimal portfolios are enumerated at the asset specific level.

ProjectReports.MarginalContributionReport - Interface in nis.svc.opt.api

the marginal contribution report is where we see marginal effects of buying and selling various securities.

ProjectReports.OptimizationReport - Interface in nis.svc.opt.api

returns the optimization reports

ProjectReports.OptimizationSummaryReport - Interface in nis.svc.opt.api

The Optimization Summary Report is where the summary results from the optimization are compiled.

ProjectReports.ReturnDecompositionReport - Interface in nis.svc.opt.api

returns the return decomposition reports.

ProjectReports.ReturnDecompositionSummaryReport - Interface in nis.svc.opt.api

The return decomposition summary report is where the returns are broken down by factor.

ProjectReports.RiskDecompositionReport - Interface in nis.svc.opt.api

returns the risk decomposition reports.

ProjectReports.RiskDecompositionSummaryReport - Interface in nis.svc.opt.api

The Risk Decomposition Summary Report is where the tracking error is broken down into it's individual components.

ProjectReports.RunSummaryReport - Interface in nis.svc.opt.api

ProjectResults - Interface in nis.svc.opt.api

This is where the optimizer output goes.

ProjectSettings - Interface in nis.svc.opt.api

ProjectSettings is an interface that is designed to reflect the layout of the settings panel in the Windows Optimizer user interface.

ProjectSettings.EstimationErrorAdjustments - Interface in nis.svc.opt.api

ProjectSettings.FactorConstraintSettings - Interface in nis.svc.opt.api

ProjectSettings.HoldingsSettings - Interface in nis.svc.opt.api

ProjectSettings.IndustrySectorAttributesSettings - Interface in nis.svc.opt.api

ProjectSettings.LongShortSettings - Interface in nis.svc.opt.api

ProjectSettings.ModelSettings - Interface in nis.svc.opt.api

ProjectSettings.OptimizationSettings - Interface in nis.svc.opt.api

ProjectSettings.PortfolioConstraintSettings - Interface in nis.svc.opt.api

ProjectSettings.ReportSettings - Interface in nis.svc.opt.api

ProjectSettings.RoundLotsSettings - Interface in nis.svc.opt.api

ProjectSettings.SecurityConstraintsSettings - Interface in nis.svc.opt.api

ProjectSettings.SecuritySelectionSettings - Interface in nis.svc.opt.api

ProjectSettings.TaxSettings - Interface in nis.svc.opt.api

ProjectSettings.TransactionCostSettings - Interface in nis.svc.opt.api

ProjectSettings.UCITS - Interface in nis.svc.opt.api

ProjectTables - Interface in nis.svc.opt.api

Project Tables is where the main table data structures live.

ProjectTables.FactorRow - Interface in nis.svc.opt.api

ProjectTables.MainTables - Interface in nis.svc.opt.api

ProjectTables.SecurityRow - Interface in nis.svc.opt.api

This holds the security main table data.

ProjectTask - Enum in nis.svc.opt.api

property(String) - Method in interface nis.svc.opt.api.OptimizerService

put(int, Object...) - Method in interface nis.svc.dat.api.DataTable

Add an array of values and increment the size of the table.

Q

quadraticBuy() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the quadratic component of the transaction cost to buy in the NLTC.

quadraticBuy(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the quadratic component of the transaction cost to buy in the NLTC.

quadraticPenalties() - Method in interface nis.svc.opt.api.ProjectReports.AttributesReport

returns an array of penalties row objects for attributes added to the problem.

quadraticSell() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the quadratic component of the transaction cost to sell in the NLTC.

quadraticSell(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the quadratic component of the transaction cost to sell in the NLTC.

quadraticThresholdBuy() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the quadratic threshold to buy in the NLTC.

quadraticThresholdBuy(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the quadratic threshold to buy in the NLTC.

quadraticThresholdSell() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the quadratic threshold to sell in the NLTC.

quadraticThresholdSell(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the quadratic threshold to sell in the NLTC.

R

RELATIVE_TO_BENCHMARK - nis.svc.opt.api.Types.ConstraintType

RELATIVE_TO_INITIAL - nis.svc.opt.api.Types.ConstraintType

REMOVED - nis.svc.mdl.api.ModelReport.Type

Indicates security ID was removed from the exposure table.

report() - Method in interface nis.svc.mdl.api.ModelProject

A report of the results of the selection.

reportFractionalShares() - Method in interface nis.svc.opt.api.ProjectSettings.ReportSettings

returns whether to report fractional shares.

reportFractionalShares(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.ReportSettings

sets whether to report fractional shares.

reports() - Method in interface nis.svc.opt.api.Project

reports() - Method in interface nis.svc.opt.api.ProjectSettings

return the reports settings for the project.

ReportsTables - Interface in nis.svc.opt.api

This is where the data structures containing report data live.

ReportsTables.ConstraintsRow - Interface in nis.svc.opt.api

ReportsTables.ExceptionsRow - Interface in nis.svc.opt.api

ReportsTables.HoldingsSummaryRow - Interface in nis.svc.opt.api

the holdings summary row gives returns the values of each column value for the holdings summary report

ReportsTables.MarginalContributionRow - Interface in nis.svc.opt.api

ReportsTables.PenaltiesRow - Interface in nis.svc.opt.api

ReportsTables.ReturnDecompositionRow - Interface in nis.svc.opt.api

the return decomposition row shows how expected returns can be broken down amongst factors

ReportsTables.RiskDecompositionRow - Interface in nis.svc.opt.api

the risk decomposition row shows how a contribution to total factor risk is calculated

ReportsTables.SecurityMarginalContributionRow - Interface in nis.svc.opt.api

ReportsTables.VariableRow - Interface in nis.svc.opt.api

request() - Method in interface nis.svc.mdl.api.ModelProject

The settings data that will be sent as the request to the server to select the model data.

reshapeCrossSectIC() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Return IC parameter used when the reshape cross section option is turned on.

reshapeCrossSectIC(double) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Set IC parameter used when the reshape cross section option is turned on.

reshapeCrossSection() - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Return reshapeCrossSection parameter.

reshapeCrossSection(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.SecuritySelectionSettings

Set reshapeCrossSection parameter.

resid() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

asset specific risk

residualRisk() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

residualRisk() - Method in interface nis.svc.opt.api.SettingsTables.ExposureRow

results() - Method in interface nis.svc.opt.api.Project

returnContribution() - Method in interface nis.svc.opt.api.ReportsTables.ReturnDecompositionRow

contribution to factor return

returnDecomposition() - Method in interface nis.svc.opt.api.ProjectReports

returns the project return decomposition summary reports

returnShrinkage() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the return shrinkage coefficient.

returnShrinkage(double) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

set the return shrinkage coefficient.

riskDecomposition() - Method in interface nis.svc.opt.api.ProjectReports

returns the project risk decomposition summary reports

roundError() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the rounding error.

roundingEnabled() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

return share lot rounding status.

roundingEnabled(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

set share lot rounding status.

roundLots() - Method in interface nis.svc.opt.api.ProjectSettings

returns the round lot settings for the project.

row(int) - Method in interface nis.svc.mdl.api.ModelEntities.Correlations

row(int) - Method in interface nis.svc.mdl.api.ModelEntities.Exposures

row(int) - Method in interface nis.svc.mdl.api.ModelEntities.Factors

rows() - Method in interface nis.svc.dat.api.DataTable

Return the array of all rows in data entry order.

rows() - Method in interface nis.svc.mdl.api.ModelEntities.Correlations

rows() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures

rows() - Method in interface nis.svc.mdl.api.ModelEntities.Factors

rows(int) - Method in interface nis.svc.dat.api.DataTable

Return the array of rows after and including the provided row index.

rSquared() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

returns the RSquare of the portfolio and benchmark.

run(Project) - Method in interface nis.svc.opt.api.OptimizerService

RUN - nis.svc.opt.api.ProjectTask

RUN0 - nis.svc.opt.api.ProjectTask

runSummary() - Method in interface nis.svc.opt.api.ProjectReports

S

scale() - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

scan(int, Object) - Method in interface nis.svc.dat.api.DataTable

Scan the indicated column index and return the rows that match the key value.

sector() - Method in interface nis.svc.opt.api.ProjectReports.ConstraintsReport

returns an array of constraints row objects for the sector constraints in the problem.

sectorId() - Method in interface nis.svc.opt.api.SettingsTables.IndustryRow

sectorMaximumConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns the sector maximum constraint type.

sectorMaximumConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

sets the sector maximum constraint type.

sectorMinimumConstraintType() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns the sector minimum constraint type.

sectorMinimumConstraintType(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

sets the sector minimum constraint type.

sectorPenalties() - Method in interface nis.svc.opt.api.ProjectReports.AttributesReport

returns an array of penalties row objects for sector groups.

sectors() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

returns an array of sector objects.

sectorsClear() - Method in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

securityConstraints() - Method in interface nis.svc.opt.api.ProjectSettings

returns the security constraints settings for the project

securityId() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures.Row

securityMarginalContributions() - Method in interface nis.svc.opt.api.ProjectReports

returns the project security marginal contribution report.

securityMaximumConstraint() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the security maximum constraint type.

securityMaximumConstraint(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Sets the security maximum constraint type.

securityMaximums() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns an array of individual asset identifier / security maximum constraint pairs.

securityMaximumsClear() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

securityMaximumUnits() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

return the security minimum units.

securityMaximumUnits(Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Sets the security maximum units.

securityMaximumWeight() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the default security maximum constraint value.

securityMaximumWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Sets the default security maximum constraint value.

securityMinimumConstraint() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the security Minimum Constraint Type.

securityMinimumConstraint(Types.ConstraintType) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the security Minimum Constraint Type.

securityMinimums() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns an array of individual asset identifier / security minimum constraint pairs.

securityMinimumsClear() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

securityMinimumUnits() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the security minimum units.

securityMinimumUnits(Types.WeightingType) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Sets the security minimum units.

securityMinimumWeight() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Returns the default security minimum constraint

securityMinimumWeight(double) - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

Sets the default security minimum constraint

securitySelection() - Method in interface nis.svc.opt.api.ProjectSettings

returns the security selection settings for the project

securityTable() - Method in interface nis.svc.opt.api.ProjectTables.MainTables

returns the security main table

sellCosts() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns an array of asset id / sell cost pairs

sellCostsClear() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

serialNumber() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

The serial number - share lots only.

serialNumber() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

set(Object...) - Method in interface nis.svc.dat.api.DataRow

Add a list of items to this row.

set(String, Object) - Method in interface nis.svc.mdl.api.ModelRequest

Add arbitrary setting required for server side extensions.

set(String, Object) - Method in interface nis.svc.opt.api.ProjectSettings

Add arbitrary setting required for server side extensions.

setAlpha(String[], double[]) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

sets alphas for each factor ID in the factorIds parameter.

setAlpha(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

sets an alpha for the factor ID specified.

setBenchmarkItems(String[], double[]) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

sets the benchmark to an array of asset id / value pairs

setCorrelations(double[][]) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

sets the correlation matrix.

setData(double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

setData(double, double, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

setData(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

setData(double, double, double, double, double, double, double, double, double, double, double, int) - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

setData(double, int, double, double, double, int, int, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

setData(int, int, int, int, double, double, double, double, double) - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

internal use only

setExposures(String[], String[], String[], double[], double[], double[], double[][]) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

sets the list of exposures in the risk model.

setFactors(String[], String[], String[], double[], int[]) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

sets the list of factor data objects.

setMaxConstraint(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

set individual factor maximum constraint.

setMaxConstraints(String[], double[]) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

sets factor max constraints for the factors identified in the factorID array.

setMinConstraint(String, double) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

set individual factor minimum constraint.

setMinConstraints(String[], double[]) - Method in interface nis.svc.opt.api.ProjectSettings.FactorConstraintSettings

sets factor min constraints for the factors identified in the factorID array.

setPortfolioItems(String[], double[]) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

sets the initial portfolio to the array of asset id / value pairs to the initial portfolio.

setPortfolioItems(String[], double[], double[], String[], String[]) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

Adds an array of portfolio items to a taxable portfolio.

setPrices(String[], double[]) - Method in interface nis.svc.opt.api.ProjectSettings.HoldingsSettings

sets the list of prices to an array of asset id / price pairs

settings() - Method in interface nis.svc.opt.api.Project

SETTINGS_ERROR - nis.svc.opt.api.OptimizerException.Type

SettingsTables - Interface in nis.svc.opt.api

SettingsTables.AttributeRow - Interface in nis.svc.opt.api

SettingsTables.BenchmarkRow - Interface in nis.svc.opt.api

SettingsTables.CompositeRow - Interface in nis.svc.opt.api

SettingsTables.CrossImpactRow - Interface in nis.svc.opt.api

SettingsTables.ExposureRow - Interface in nis.svc.opt.api

SettingsTables.FactorRow - Interface in nis.svc.opt.api

SettingsTables.IdRow - Interface in nis.svc.opt.api

SettingsTables.IndustryRow - Interface in nis.svc.opt.api

SettingsTables.MappingRow - Interface in nis.svc.opt.api

SettingsTables.PortfolioRow - Interface in nis.svc.opt.api

SettingsTables.SectorRow - Interface in nis.svc.opt.api

SettingsTables.SizeRow - Interface in nis.svc.opt.api

SettingsTables.TextRow - Interface in nis.svc.opt.api

SettingsTables.ValueRow - Interface in nis.svc.opt.api

SHARE_LOTS - nis.svc.opt.api.Types.WeightingType

shareLotsTable() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

SHARES - nis.svc.opt.api.Types.WeightingType

shortCount() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the number of assets in the short side of a long short portfolio.

shortShort() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns true if the optimizer is to treat all short positions as short term for capital gains purposes

shortShort(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets whether the optimizer is to treat all short position as short term for capital gains purposes

shortTermCapitalGainYTD() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the short term capital gain YTD

shortTermCapitalGainYTD(double) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the short term Capital Gain YTD

shortTermGain() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the short term capital gain of the rounded portfolio.

shortTermGainRate() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the short term capital gain.

shortTermGainRate(double) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the short term capital gain rate - units are percent

shortTermLoss() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the short term capital loss of the rounded portfolio.

shortValue() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the value of short assets in a long short portfolio.

shortWeight() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the % of net asset value on the short side of a long short portfolio.

singleIndex() - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

returns the percentage of the blended covariance matrix that will target a single index covariance matrix.

singleIndex(double) - Method in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

sets the percentage of the blended covariance matrix that will target a single index covariance matrix.

singleLotReport() - Method in interface nis.svc.opt.api.ProjectSettings.ReportSettings

returns whether to report at the single lot level, or to aggregate to the asset level.

singleLotReport(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.ReportSettings

sets whether to report at the single lot level, or to aggregate to the asset level.

size() - Method in interface nis.svc.dat.api.DataRow

The number of columns in this row.

size() - Method in interface nis.svc.dat.api.DataTable

The size of this table.

size() - Method in interface nis.svc.mdl.api.ModelEntities.Composites

size() - Method in interface nis.svc.mdl.api.ModelEntities.Correlations

size() - Method in interface nis.svc.mdl.api.ModelEntities.Exposures

size() - Method in interface nis.svc.mdl.api.ModelEntities.Factors

sqrtBuy() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the sqrt component of the transaction cost to buy in the NLTC.

sqrtBuy(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the sqrt component of the transaction cost to buy in the NLTC.

sqrtSell() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the coefficient of the sqrt component of the transaction cost to sell in the NLTC.

sqrtSell(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the coefficient of the sqrt component of the transaction cost to sell in the NLTC.

stockReturn() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the asset specific return for the portfolio.

stockRisk() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the annualized asset specific variance.

stockSpecificReturn() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

returns the total asset specific return.

stockSpecificTrackingVariance() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

returns the asset specific variance.

stockValue() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the net asset value of the portfolio.

STOP - nis.svc.mdl.api.ModelReport.Type

Indicates the process is stopped.

STOP - nis.svc.opt.api.ProjectLogs.Type

Indicates the process is stopped.

SWAP - nis.svc.mdl.api.ModelReport.Type

Indicates swaps found for an id.

SWAP_X - nis.svc.opt.api.Types.SwapAdjustmentType

swapAdjustmentType() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the swap adjustment type values.

swapAdjustmentType(Types.SwapAdjustmentType) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

sets the swap adjustment type.

swapX() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

return the X coordinate swap adjustment value.

swapX(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

set the X coordinate swap adjustment value.

swapY() - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

returns the Y coordinate swap adjustment value.

swapY(double) - Method in interface nis.svc.opt.api.ProjectSettings.TransactionCostSettings

set the Y coordinate swap adjustment value.

systematicRAP() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Returns the Systematic Risk Acceptance Parameter Value.

systematicRAP(double) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Sets the Systematic Risk Acceptance Parameter Value.

T

table() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns an array of holdings summary row objects.

table() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

returns an array of return decomposition row objects.

table() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

returns an array of Risk Decomposition Row objects.

TABLE - Static variable in interface nis.svc.opt.api.ProjectSettings.EstimationErrorAdjustments

TABLE - Static variable in interface nis.svc.opt.api.ProjectSettings.IndustrySectorAttributesSettings

tables() - Method in interface nis.svc.opt.api.Project

task() - Method in interface nis.svc.opt.api.Project

tax() - Method in interface nis.svc.opt.api.ProjectSettings

returns the tax settings for the project

taxCost() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the tax cost of obtaining the optimal portfolio.

taxCosts() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

returns the tax cost expended to trade the asset to achieve the optimal portfolio

taxOverrideFunctions() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the tax override functions option

taxOverrideFunctions(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the tax override functions option

taxRate() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

The tax rate - share lots only.

taxRefund() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the tax refund obtained from harvesting losses during the optimization process.

test(ModelProject) - Method in interface nis.svc.mdl.api.ModelService

Test a project based on the setting information in the provided project.

text() - Method in interface nis.svc.mdl.api.ModelReport.Note

Any additional note data that the rule wants to provide.

text() - Method in interface nis.svc.opt.api.ProjectLogs.Note

Any additional note data that the rule wants to provide.

text() - Method in interface nis.svc.opt.api.SettingsTables.TextRow

textMessages() - Method in interface nis.svc.opt.api.ProjectReports

ticketCharge() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

returns the flat cost per ticket order.

ticketCharge(double) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

sets the flat cost per ticket order.

toString() - Method in exception nis.svc.opt.api.OptimizerException

totalActiveReturn() - Method in interface nis.svc.opt.api.ProjectReports.ReturnDecompositionSummaryReport

returns the total active return.

totalBenchmarkRisk() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

returns the absolute tracking error of the benchmark.

totalPortfolioRisk() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

returns the absolute tracking error of the portfolio.

totalReturn() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the total annualized return of the portfolio.

totalRisk() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the total annualized variance of the portfolio.

totalTrackingVariance() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

return total tracking variance.

trackingError() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the annualized tracking error.

trackingError() - Method in interface nis.svc.opt.api.ProjectReports.RiskDecompositionSummaryReport

return the tracking error.

trackingErrorOptimizations() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Returns the number of additional optimizations the optimizer is allowed to do to target a tracking error constraint.

trackingErrorOptimizations(int) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Sets the number of additional optimizations the optimizer is allowed to do to target a tracking error constraint.

tradeDate() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the trade date

tradeDate(String) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the trade date.

TRADITIONAL - nis.svc.opt.api.Types.WashSaleType

transactionCosts() - Method in interface nis.svc.opt.api.ProjectSettings

returns the transaction cost settings for the project.

transactionCosts() - Method in interface nis.svc.opt.api.ReportsTables.HoldingsSummaryRow

returns the transaction cost expended to trade the asset to achieve the optimal portfolio

transactions() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the number of transactions between initial and optimal.

transBuy() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the transaction cost value to buy the asset.

transCost() - Method in interface nis.svc.opt.api.ProjectReports.HoldingsSummaryReport

returns the transaction cost to obtain the optimal portfolio.

transSell() - Method in interface nis.svc.opt.api.ProjectTables.SecurityRow

the transaction cost value to sell the asset.

turnoverPercent() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisReport

returns the turnover percent.

type() - Method in interface nis.svc.mdl.api.ModelReport.Note

The note type.

type() - Method in exception nis.svc.opt.api.OptimizerException

type() - Method in interface nis.svc.opt.api.ProjectLogs.Note

The note type.

type() - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

Get the model type.

type(String) - Method in interface nis.svc.opt.api.ProjectSettings.ModelSettings

Set the name of the model.

TYPE - Static variable in interface nis.svc.dat.api.DataFolder

TYPE - Static variable in interface nis.svc.dat.api.DataRow

TYPE - Static variable in interface nis.svc.dat.api.DataTable

Types - Interface in nis.svc.opt.api

Types.ConstraintType - Enum in nis.svc.opt.api

Types.ExceptionHandling - Enum in nis.svc.opt.api

Types.LotsOrderType - Enum in nis.svc.opt.api

Types.PriorMeanType - Enum in nis.svc.opt.api

Types.SwapAdjustmentType - Enum in nis.svc.opt.api

Types.TxnCostType - Enum in nis.svc.opt.api

Types.WashSaleType - Enum in nis.svc.opt.api

Types.WeightingType - Enum in nis.svc.opt.api

U

ucits() - Method in interface nis.svc.opt.api.ProjectSettings.SecurityConstraintsSettings

UCITS Options

UNFOUND - nis.svc.mdl.api.ModelReport.Type

Indicates that the process failed to find a suitable security and no exposure record provided.

unSystematicRAP() - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Returns the asset specific risk acceptance parameter.

unSystematicRAP(double) - Method in interface nis.svc.opt.api.ProjectSettings.OptimizationSettings

Sets the asset specific risk acceptance parameter.

US_MODERN - nis.svc.opt.api.Types.WashSaleType

USAGE_ERROR - nis.svc.opt.api.OptimizerException.Type

useRoundedValues() - Method in interface nis.svc.opt.api.ProjectSettings.ReportSettings

returns whether to use rounded values in all reports

useRoundedValues(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.ReportSettings

returns whether to use rounded values in all reports

userVars() - Method in interface nis.svc.opt.api.ProjectReports.RunSummaryReport

utility() - Method in interface nis.svc.opt.api.ProjectReports.OptimizationSummaryReport

returns the value of the portfolio utility as per the objective function.

V

value() - Method in interface nis.svc.mdl.api.ModelEntities.MemberRow

value() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the value of the portfolio.

value() - Method in interface nis.svc.opt.api.ReportsTables.MarginalContributionRow

marginal value

value() - Method in interface nis.svc.opt.api.ReportsTables.VariableRow

A run summary report value.

value() - Method in interface nis.svc.opt.api.SettingsTables.BenchmarkRow

value() - Method in interface nis.svc.opt.api.SettingsTables.PortfolioRow

value() - Method in interface nis.svc.opt.api.SettingsTables.SizeRow

value() - Method in interface nis.svc.opt.api.SettingsTables.ValueRow

valueOf(String) - Static method in enum nis.svc.mdl.api.ModelReport.Type

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.OptimizerException.Type

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.ProjectLogs.Type

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.ProjectTask

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.ConstraintType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.ExceptionHandling

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.LotsOrderType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.PriorMeanType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.SwapAdjustmentType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.TxnCostType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.WashSaleType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum nis.svc.opt.api.Types.WeightingType

Returns the enum constant of this type with the specified name.

values() - Static method in enum nis.svc.mdl.api.ModelReport.Type

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.OptimizerException.Type

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.ProjectLogs.Type

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.ProjectTask

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in interface nis.svc.opt.api.SettingsTables.AttributeRow

values() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

values() - Static method in enum nis.svc.opt.api.Types.ConstraintType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.ExceptionHandling

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.LotsOrderType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.PriorMeanType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.SwapAdjustmentType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.TxnCostType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.WashSaleType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum nis.svc.opt.api.Types.WeightingType

Returns an array containing the constants of this enum type, in the order they are declared.

varContribution() - Method in interface nis.svc.opt.api.ReportsTables.RiskDecompositionRow

returns the contribution to total factor variance

variance() - Method in interface nis.svc.mdl.api.ModelEntities.Factors.Row

variance() - Method in interface nis.svc.opt.api.ProjectTables.FactorRow

factor variance

variance() - Method in interface nis.svc.opt.api.SettingsTables.FactorRow

W

warn(String) - Method in interface nis.svc.ccs.api.ConnectionLog

Post a warning to the log.

washSaleLimit() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Returns the wash sale limit - number of days the investor must wait after selling a stock before he can buy it back and still qualify for realized capital loss

washSaleLimit(int) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Sets the number of days the investor must wait after selling a stock before he can buy it back and still qualify for realized capital loss

washSalesRules() - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Get wash sales rule type.

washSalesRules(Types.WashSaleType) - Method in interface nis.svc.opt.api.ProjectSettings.TaxSettings

Set wash sales rule type.

weight() - Method in interface nis.svc.opt.api.ProjectReports.AnalysisSummaryReport

returns the net asset weight of the portfolio.

weight() - Method in interface nis.svc.opt.api.SettingsTables.CompositeRow

weightType() - Method in interface nis.svc.mdl.api.ModelEntities.Composites.Item

withholdCashForTaxes() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

returns the "withhold cash for taxes" option.

withholdCashForTaxes(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

sets the "withhold cash for taxes" option.

withholdCashForTransCosts() - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

returns the "withhold cash for transaction costs" option.

withholdCashForTransCosts(boolean) - Method in interface nis.svc.opt.api.ProjectSettings.RoundLotsSettings

sets the "withhold cash for transaction costs" option.

Z

ZERO - nis.svc.opt.api.Types.PriorMeanType

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