Package nis.svc.mdl.api

Interface ModelRequest

  • public interface ModelRequest
    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.

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      ModelRequest add​(java.lang.String identifier)
      Add a single identifier.
      ModelRequest add​(java.lang.String... identifiers)
      Add a list of identifiers in one go.
      double blend()
      Returns the model blend.
      ModelRequest blend​(double blend)
      Set the blend ratio of a near term model with its long term model.
      <T> T get​(java.lang.String name)
      Return a settings object.
      java.lang.String[] ids()
      Get the added ids.
      ModelRequest set​(java.lang.String name, java.lang.Object value)
      Add arbitrary setting required for server side extensions.

    • Method Detail

      • add

        ModelRequest add​(java.lang.String identifier)
        Add a single identifier.
        Parameters:
        identifier -
        Returns:

      • add

        ModelRequest add​(java.lang.String... identifiers)
        Add a list of identifiers in one go.
        Parameters:
        identifiers -
        Returns:

      • ids

        java.lang.String[] ids()
        Get the added ids.
        Returns:
        the ids.

      • blend

        ModelRequest blend​(double blend)
        Set the blend ratio of a near term model with its long term model. A blend value of 1 means that the factor variance and exposure residual risk values are 100% of the near term model values, a value of 0 means that the factor variance and exposure residual risk values are 100% of the monthly model values. A value of .85 means that the factor variance and exposure residual risk values are blended with the weighting at 85% near term, and at 15% of the monthly values.
        Parameters:
        blend -
        Returns:

      • blend

        double blend()
        Returns the model blend.
        Returns:
        the blend value.

      • set

        ModelRequest set​(java.lang.String name,
                 java.lang.Object value)
        Add arbitrary setting required for server side extensions.
        Parameters:
        name -
        value -
        Returns:

      • get

        <T> T get​(java.lang.String name)
        Return a settings object.
        Type Parameters:
        T -
        Parameters:
        name -
        Returns: