Package nis.svc.opt.api
API for the
OptimizerService that creates and manages interactions
with local or remote Northfield Optimizer engines.-
Interface Summary Interface Description OptimizerService The Northfield Optimizer Service that provides an interface to a Northfield optimizer implementation.Project ProjectLogs ProjectLogs.Note ProjectReports ProjectReports.AnalysisReport This contains the bits of the analysis summary report that are common to both initial and optimal portfolios.ProjectReports.AnalysisSummaryReport The Analysis Summary report is where the summary descriptive statistics of a portfolio are compiled.ProjectReports.AttributesReport the Attributes Report is where we get to track what happened with any industry sector or attribute groups, penalties and constraints.ProjectReports.ConstraintsReport The constraints report is where the information about the problem constraints is summarized.ProjectReports.HoldingsSummaryReport The holdings summary report is where the differences between the initial and optimal portfolios are enumerated at the asset specific level.ProjectReports.MarginalContributionReport the marginal contribution report is where we see marginal effects of buying and selling various securities.ProjectReports.OptimizationReport returns the optimization reportsProjectReports.OptimizationSummaryReport The Optimization Summary Report is where the summary results from the optimization are compiled.ProjectReports.ReturnDecompositionReport returns the return decomposition reports.ProjectReports.ReturnDecompositionSummaryReport The return decomposition summary report is where the returns are broken down by factor.ProjectReports.RiskDecompositionReport returns the risk decomposition reports.ProjectReports.RiskDecompositionSummaryReport The Risk Decomposition Summary Report is where the tracking error is broken down into it's individual components.ProjectReports.RunSummaryReport ProjectResults This is where the optimizer output goes.ProjectSettings ProjectSettings is an interface that is designed to reflect the layout of the settings panel in the Windows Optimizer user interface.ProjectSettings.EstimationErrorAdjustments ProjectSettings.FactorConstraintSettings ProjectSettings.HoldingsSettings ProjectSettings.IndustrySectorAttributesSettings ProjectSettings.LongShortSettings ProjectSettings.ModelSettings ProjectSettings.OptimizationSettings ProjectSettings.PortfolioConstraintSettings ProjectSettings.ReportSettings ProjectSettings.RoundLotsSettings ProjectSettings.SecurityConstraintsSettings ProjectSettings.SecuritySelectionSettings ProjectSettings.TaxSettings ProjectSettings.TransactionCostSettings ProjectSettings.UCITS ProjectTables Project Tables is where the main table data structures live.ProjectTables.FactorRow ProjectTables.MainTables ProjectTables.SecurityRow This holds the security main table data.ReportsTables This is where the data structures containing report data live.ReportsTables.ConstraintsRow ReportsTables.ExceptionsRow ReportsTables.HoldingsSummaryRow the holdings summary row gives returns the values of each column value for the holdings summary reportReportsTables.MarginalContributionRow ReportsTables.PenaltiesRow ReportsTables.ReturnDecompositionRow the return decomposition row shows how expected returns can be broken down amongst factorsReportsTables.RiskDecompositionRow the risk decomposition row shows how a contribution to total factor risk is calculatedReportsTables.SecurityMarginalContributionRow ReportsTables.VariableRow SettingsTables SettingsTables.AttributeRow SettingsTables.BenchmarkRow SettingsTables.CompositeRow SettingsTables.CrossImpactRow SettingsTables.ExposureRow SettingsTables.FactorRow SettingsTables.IdRow SettingsTables.IndustryRow SettingsTables.MappingRow SettingsTables.PortfolioRow SettingsTables.SectorRow SettingsTables.SizeRow SettingsTables.TextRow SettingsTables.ValueRow Types -
Enum Summary Enum Description OptimizerException.Type ProjectLogs.Type A report line item code.ProjectTask Types.ConstraintType Types.ExceptionHandling Types.LotsOrderType Types.PriorMeanType Types.SwapAdjustmentType Types.TxnCostType Types.WashSaleType Types.WeightingType -
Exception Summary Exception Description OptimizerException