Represents a single interactive statistics query
Represents a set of tables to extract for an interactive statistics query
Represents a single table to extract for an interactive statistics query
Represents the type of data to extract as rows in the table (currently only one rowNode is allowed for a single table).
Represents overrides to apply at table-level.
Represents rows data to extract in the rows of a table.
Represents a collection of columns to extract within a table.
Represents a column within a table.
Represents the global set of parameters for a single interactive statistics query.
A sequence of performers to compare with the globalPerformer, e.g. a peer group.
If not specified the latest series date. Note that due to the possible dependency of start date on end date (e.g. start = 1 Year), the end date is interpreted before the start date.
An end date baseId. The list of valid base period IDs can be obtained from the "Interactive Statistics Periods" resource.
If not specified the earliest series date.
A start date baseId. The list of valid base period IDs can be obtained from the "Interactive Statistics Periods" resource.
Represents a set of parameters to override for either an entire query, a rowNode or a columnNode in an interactive statistics query
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 currency ISO code corresponding to the currency with which to calculate statistics. If left unspecified then the default portfolio base currency will be used.
Represents a set of parameters to override for either an entire query, a rowNode or a columnNode in an interactive statistics query.
If not specified, a value of 'Main' is assumed. Determines whether the context of the statistics calculation is for the portfolio, benchmark, etc.
If not specified, a value of 'Benchmark1' is assumed. Determines whether the benchmark used in the statistics calculation is for the portfolio, benchmark, etc.
If not specified, a value of FrequencyIntervalOrDayCount is assumed.
DayCount: Annualise by the number of days
YearOrDayCount: Annualise by 1/(Number of whole years), otherwise annualise by number of days. This methodology is problematic in that the period is only considered a whole number of years by explicitly appling a period such as '3Y', etc. Using the same dates outside of that context do not result in the same annualization.
FrequencyIntervalOrDayCount: Annualise by 1/(Number of whole frequency periods), otherwise annualise by number of days
If not specified, a value of Monthly is assumed. The frequency of the series of periodic returns to use in statistics such as volatility, max loss, etc.
This affects the day of the month applied to Fiscal Months, Quarters and Years. If this value represents a maximum, so a value of 31 is interpreted as 28 or 29 for February.
If not specified, a value of Friday is assumed. The alignment day to apply to fiscal weeks.
This affects the month applied to Annual-Fiscal Periods. If not specified, a value of 12 (December) is assumed.
If not specified, a value of 'ReturnsOnly' is assumed.
Never: Returns and Series statistics go from the start of the first full period. NB This option is not recommended as returns from the initial part week or month is are excluded from the total return.
Always: Returns and Series statistics always include the intial part week, month or quarter. This option is not recommended as series statistics will include a partial week or month in the weekly or monthly series.
ReturnsOnly: Return statistics include the intial part week or month, but series statistics do not.
If not specified, the portfolio's default value is applied. Specifies whether to log the returns of series-based statistics such as volatility.
If not specified, a value of 2 is assumed. The minimum number of samples required to compute Std Dev, default is 2.
Optional if running interactiveStatisticsQuery in the context of a Portfolio Analysis. Specifies the return type to apply.
If not specified, a value of CommonDatesBeforeOrEqual with 4 days is assumed. Calendars can be useful when the frequency of portfolio and benchmark differ (e.g. daily and weekly, differing holidays), if one needs, for example, to ensure the same day is used for both portfolio and benchmark (One day's difference in performance can invalidate a comparison of volatility or return)
The number of days to search. Set to zero if CalendarExact is assumed.
Optional if running interactiveStatisticsQuery in the context of a Portfolio Analysis. Specifies the client-defined Share Class to apply, e.g. Reinvested or Distributed.
If not specified, a value of true is assumed. True applies full population, and false sample population in standard-deviation based statistics.
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.
The title can contain a mixture of free text and measure nodes. It is required when adding a columnNode that returns multiple children, as it is used to help distinguish the contents of each child column. For example, when a column node returns multiple periods or portfolios or indices.
Represents a single interactive statistics query.
A .NET DateTime.ToString() format to be applied if the 'StartDate' or 'EndDate' measure is applied to the measureId. If not specified, a default date format of yyyy-MM-dd is assumed.
If not specified, the start date is set to the beginning of the main performer's performance series.
If not specified, the end date is set to the end of the main performer's performance series.
If not specified, the period is not subject to this additional behaviour.
If not specified, no series is applied.
A start or end date. The list of valid base period IDs can be obtained from the "Interactive Statistics Periods" resource.
Shrinks the period to the shortest common period. Up to three shrink elements are allowed.
The list of valid period IDs can be obtained from the "Interactive Statistics Periods" resource.
If specified, defines the series to generate between the start and end dates.
The frequency of periods to generate.
The date to which the series is aligned and anchored. If omitted a value of 'Standard' is applied.
What to do with the stub periods at either end of the series named, i.e. 'year/quarter/month to date' and 'initial part year/quarter/month'. If omitted the value 'Include' is applied.
This is related to the 'shape' of the generated series. If omitted a value of 'ContiguousPeriods' is applied.
The order to generate. If omitted then LatestToEarliest is applied. 'EariestToLatest' tends to be used with charts, while LatestToEarliest tends to be used with tables.
If defined, the period will be 'shrunken' dependending on the specified rule. Possible values:
* Shrink: The default value
* NotApplicableIfShrunken: If the period would be altered under 'shrink', returns N/A (i.e. null) for all results dependent on it.
* HideIfShrunken: If the period would be altered under 'shrink', hides the row or column.
The date that the entire series will be aligned to. Possible values:
* Standard: This is the default value. Use standard international alignment. Align to whatever frequency is selected, e.g. whole calendar years, calendar months, Example: 1999, 2000, 2001, etc or Q1, Q2, Q3.
* FiscalPeriods: Years, Quarters, Months, and Weeks will all be aligned to the Fiscal Alignment parameters, while also depending on the frequency selected. Can be used to generate "Fiscal Year" or "Fiscal Day Of Week", e.g. Years ending end Jun, Weeks ending Wednesday
* PeriodEnd: Align to the End Date
* PeriodStart: Align to the Start Date
If not defined, a value of 'Include' is assumed. Defines what to do with the "partial year/quarter/etc" stub periods at beginning and end of series. 'Include' adds 'Year to Date' and 'Initial Part Year'. Extend is required to build report showing rows = Years, Columns = Quarters or Months.
The type of series. If not specified, a value of 'ContiguousPeriods' is assumed. Possible values:
ContiguousPeriods: This is the default value. A set of contiguous periods, e.g. Jan, Feb, March
ConsecutiveDates: Set of consecutive dates, e.g. 31st Jan, 28th Feb, 31st March. (i.e. for each period, both start and end date are identical). Used to plot a line chart with NAVs.
OverlappingPeriodsWithPinnedEnd: Whether to freeze the end date, used to create a cumulative set of periods.
OverlappingPeriodsWithPinnedStart: Whether to freeze the start date, used to create a cumulative set of periods.
OverlappingPeriodsWithPinnedStartIncStartingPoint: Use this to plot a line chart with returns starting at zero. (Needed because with OverlappingPeriodsWithPinnedStart, the starting period is missing as the number of periods = Number of dates - 1)
If not defined, a value of 'LatestToEarliest' is assumed. Defines the order of results.
A date to apply within a period, startDate or endDate.
A date literal (e.g. 2016-2-29) to apply within a period, startDate or endDate.
A date measure to apply within a period, startDate or endDate.