Creates a job that computes a STEP analysis based on the specified event and analysis results.
A STEP (Stochastic Exceedance Probability) analysis is an estimate of probabilistic losses prior to and after an event. Depending on the parameters specified in the settings object, STEP may return a single combined exceedance probability (EP) curve or multiple EP curves and the associated treaty losses.
STEP extracts event loss information from the specified analyses and generates a representative EP curve based on stochastic event expected losses and standard deviations, to calculate an event-specific loss EP curve for a given portfolio analysis based on the specified event weights.
If multiple analyses are specified, the STEP analysis can compute a combined exceedance probability (EP) curve for the specified analyses or multiple EP curves and the the associated treaty losses.
{
"eventSelectionId": 1000042,
"analysisIds": [3430, 3431],
"analysisPrefix": "prefix",
"GroupedResult": true,
"groupCurrency": {
"code": "USD",
"scheme": "RMS",
"asOfDate": "2020-03-01",
"vintage": "RL18"
}
}