Defines a portfolio and its benchmarks via a series of 'portfolioPerformer' and 'benchmarkPerformer' child elements. The first performer of the series is mandatory and must have its 'context' attribute set to 'Main'. Thereafter, a performer child element may be defined for each benchmark, by setting the 'content' attribute to 'Benchmark1', 'Benchmark2', 'Benchmark3' and 'Benchmark4'. Note that another portfolio can be used as a benchmark.
A Revolution portfolio. Note this can be used as a benchmark.
A Revolution index.
The representation of a GUID, generally the id of an element.
Represents a single interactive risk query
Represents a set of tables to extract for an interactive risk query
Represents a single table to extract for an interactive risk query
Represents the type of data to extract as rows in the table (currently only one rowNode is allowed for a single table).
Represents rows data to extract in the rows of a table.
If not specified, total-only is assumed.
Set as zero to indicate that no segment level results are to be extracted. Or set at a value of 1, 2 or 3 to indicate the maximum segment level to extract the results.
How to decompose the issuer under Risk Factor Decomposition. Applies only when the Table type = RiskFactorDecomposition.
The code of a stress test (applies in the context of certain stress test related measures).
The index of a stress test (applies in the context of certain stress test related measures).
The scenario to apply to the liquidity risk measures (applies in the context of certain liquidity risk related measures).
Zero-based index used to extract expected distributions (applies in the context of certain expected distribution related measures).
Represents a collection of columns to extract within a table.
Represents a column within a table.
The code of a stress test (applies in the context of certain stress test related measures).
The index of a stress test (applies in the context of certain stress test related measures).
The scenario to apply to the liquidity risk measures (applies in the context of certain liquidity risk related measures).
Zero-based value indicating the number of working days offset used to extract expected distributions. Zero days represents applying to the latest valuation date. (This parameter applies in the context of certain expected distribution related measures).
Represents a set of classifiers to apply to the interactive risk analysis.
Represents the global set of parameters for a single interactive risk query.
The currency ISO code corresponding to the currency with which to calculate risk. If left unspecified then the default portfolio base currency will be used.
Determines whether the portfolio benchmark quantities are rescaled (or not) against the portfolio outstanding.
The set of classifiers to apply to the portfolio. If left unspecified then the classifiers associated with the portfolio analysis will be used.
The date for which holdings and their exchange rates are extracted.
Represents the set of liquidity scenarios available for specific liquidity risk measures.
How to decompose the issuer under Risk Factor Decomposition. Applies only when the Table type = RiskFactorDecomposition.
Represents a set of parameters to override for either an entire query, a rowNode or a columnNode in an interactive risk query
The referenceDate refers to the date for which risk will be calculated in the past.
The number of days into the future risk is being projected.
The degree of confidence with which we are to compute risk (e.g. 0.9 represents a 90% confidence interval).
The decay factor to use if applying exponential weighting.
The number of days history to use when calculating the risk (e.g. 730 represents two years).
The frequency of expected distribution data to use when calculating risk.
Represents whether we are using a market value or an exposure approach to calculating risk.
Determines whether we are including or excluding uncovered assets from risk percentages.
Determines whether the context of the risk calculation is for the portfolio, benchmark or relative.
Determines the selection method to use for the risk calculation.
Determines how the market value is determined for the weights-based benchmarks.