API Reference

Get marginal EP metrics

get
https://{host}/platform/riskdata/v1/analyses//marginal-ep

Returns exceedance probability (EP) metrics for the specified ELT-based or PLT-based marginal impact analysis.

The operation returns both standard EP metrics and smoothed EP metrics. To learn more, see Calculate Marginal Impact.

This operation supports a variety of query parameters for filtering the marginal EP metrics returned: epMetrics, perspectiveCode, granularity.

EP Metric Type

The optional epType query parameter filters EP metrics by exceedence probability metric type. One of AEP (aggregate EP), CEP (stochastic conditional EP), OEP (occurence EP), TCE_AEP (tail conditional expectation AEP), TCE_OEP (tail conditional expectation OEP).

Return Periods

This operation now returns up to 50 EP return periods. If the request does not filter by returnPeriod, each curve includes the standard 12 EP points per curve: 2, 5, 10, 25, 50, 100, 200, 250, 500, 1000, 5000, 10000, 50000.

The EP return periods returned depend on the analysis type.

  • ELT-based marginal impact: Values are drawn from the same EP return-period catalog as Get EP metrics for this analysis, i.e. the full set has 10,004 points; If filtered by returnPeriod, the response returns up to 50 EP return periods per curve.
  • PLT-based marginal impact: Values are drawn from the Condensed EP point set for this analysis, i.e. the same availability as condensed EP); If filtered by returnPeriod, the response returns up to 50 EP return periods per curve.
Path Params
int64
required
≥ 1

ID of marginal impact analysis result.

Query Params
perspectiveCode
array of strings
required

Financial perspective that determines how losses are calculated. See Financial Perspectives

perspectiveCode*
granularity
array of strings
required

Level of detail of metrics returned. One of ACCOUNT or POLICY

granularity*
string
enum

Filters EP metrics by metric type.

One of AEP (aggregate EP), CEP (stochastic conditional EP), OEP (occurence EP), TCE-AEP (tail conditional expectation AEP), TCE-OEP (tail conditional expectation OEP).

Allowed:
string

Query string to filter response data by property values.

PropertyData TypeComparisonList
epTypestring=IN
returnPeriodint64=IN

The epType parameter supports filtering by a single EP metric type.

The returnPeriod filter specifies the EP return periods to return per curve. Up to 50 return periods can be specified. If unspecified, the response returns the default 12 return periods per curve.

string

Comma-delimited list of properties. Response is sorted by each property. Sort order defined by one ofASC or DESC.

Supported properties: ep, epType, policyId, policyNumber, position, positionValue. See Response Pagination.

int32
≤ 1000
Defaults to 100

Number of records returned per page. See Response Pagination. maximum is 1000

int32
Defaults to 0

Number of the page displaying the returned records, starting at 0

Responses

Updated 17 days ago

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Updated 17 days ago