numerix class

Superclasses:

Create numerix object to set up Numerix CAIL environment

Description

The numerix object makes the Numerix^® engine directly accessible from MATLAB^®. To use the capabilities of Numerix CAIL, you must have CAIL client software installed on your local desktop.

In addition, you must add the Numerix library file to MATLAB path to use the documentation examples:

Add <Numerix software package installation root>/lib to <matlabroot>/toolbox/local/librarypath.txt
or
Place <Numerix software package installation root>/lib/NxProjava.dll in the folder <matlabroot>/bin/win64

Construction

N = numerix(DATADIRECTORYPATH) constructs the numerix object and sets up the Numerix CrossAsset Integration Layer (CAIL) environment given the path, DATADIRECTORYPATH.

Properties

The following properties are from the numerix class.

Path

Defines the path for DATADIRECTORYPATH. This path is the location of the templates and is created by the client installation of CAIL. A template defines the interface; it encapsulates the instructions for performing calculations, the calculation's required and optional input parameters, and the calculation's outputs.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

RepositoryPath

RepositoryPath defines the path location for the repository folder in a file system.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

Repository

Repositories are collections of templates and are defined as a folder in a file system.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

Context

The calculation context manages all the CAIL information.Context contains the location of the template repository and is responsible for creating a CAIL application context in which to perform the calculations.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

LookupsPath

Defines the path for the numeric instruments data types.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

MarketsPath

Defines a path for the logical schema for naming all the market data. MarketsPath enables you to provide a data dictionary to map business market data to CAIL to reduce the task of inputting market data into CAIL objects directly.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

FixingsPath

Defines the path for the schema for naming historical fixing data for rates and prices.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

TradesPath

Defines the path to the trade instrument definitions.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

Parameters

Defines the calculation parameters and market data, if available.

Attributes:

`SetAccess`	`public`
`GetAccess`	`public`

Methods

parseResults

Converts Numerix CAIL data to MATLAB data types

Copy Semantics

Value. To learn how value classes affect copy operations, see Copying Objects.

Examples

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Construct a Numerix Object

Initialize Numerix CAIL environment.

import com.numerix.integration.*;
import com.numerix.integration.implementation.*;

Construct a numerix object.

n = numerix('i:\NumeriX_java_10_3_0\data')

n = 

              Path: 'i:\NumeriX_java_10_3_0\data'
    RepositoryPath: 'i:\NumeriX_java_10_3_0\data\Repository'
        Repository: [1x1 com.numerix.integration.implementation.FileSystemRepository]
           Context: [1x1 com.numerix.integration.implementation.LocalCalculationContext]
       LookupsPath: 'i:\NumeriX_java_10_3_0\data\Data\LookupRules'
       MarketsPath: 'i:\NumeriX_java_10_3_0\data\Data\Markets'
       FixingsPath: 'i:\NumeriX_java_10_3_0\data\Data\Fixings'
        TradesPath: 'i:\NumeriX_java_10_3_0\data\Data\Trades'
        Parameters: [1x1 com.numerix.integration.implementation.CalculationParameters]

More About

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CrossAsset Integration Layer (CAIL)

The CrossAsset Integration Layer (CAIL) is an application programming interface (API), which extends the data-driven approach of Numerix.

The calculation workflow of CAIL is:

Select a trade template for a specified deal or trade from the repository. The trade template specifies a set of inputs, a set of outputs, and the dependencies on other information (model, market data, calendar, and so on).
Provide the input parameters to the trade template and call the calculation context. The calculation context follows the dependency path to collect the needed information and produces the output specified by the template.

Documentation

numerix class

Description

Construction

Properties

Methods

Copy Semantics

Examples

Construct a Numerix Object

More About

CrossAsset Integration Layer (CAIL)

See Also

Topics

External Websites

Financial Instruments Toolbox Documentation

Support