@factset/sdk-openrisk v1.3.0
Open:Risk client library for JavaScript
Service to calculate parametric linear risk statistics and generate risk model asset identifier mappings.
This TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:
- API version: 1.24.0
- Package version: 1.3.0
- Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen
For more information, please visit https://developer.factset.com/contact
Requirements
- Node.js >= 14
Installation
npm
npm install @factset/sdk-utils @factset/sdk-openrisk@1.3.0
yarn
yarn add @factset/sdk-utils @factset/sdk-openrisk@1.3.0
Usage
- Generate authentication credentials.
Setup Node.js environment
Install and activate Node.js >=14. If you're using nvm:
nvm install 16 nvm use 16
(optional) Install yarn.
- Run the following:
!IMPORTANT The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.
Example Code
const { ApiClient, AboutApi } = require('@factset/sdk-openrisk');
const { ConfidentialClient } = require('@factset/sdk-utils');
const apiClient = ApiClient.instance;
// Examples for each supported authentication method are below,
// choose one that satisfies your use case.
// (Preferred) OAuth 2.0: FactSetOAuth2
// See https://github.com/FactSet/enterprise-sdk#oauth-20
// for information on how to create the app-config.json file
//
// The confidential client instance should be reused in production environments.
// See https://github.com/FactSet/enterprise-sdk-utils-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new ConfidentialClient('/path/to/app-config.json');
// Basic authentication: FactSetApiKey
// See https://github.com/FactSet/enterprise-sdk#api-key
// for information how to create an API key
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';
const apiInstance = new AboutApi();
const version = v1; // String | Semantic version number. See [this link here](https://regexr.com/47b7t) to test validate patterns.
// Call api endpoint
apiInstance.healthStatus(version).then(
data => {
console.log('API called successfully. Returned data:');
console.log(data);
},
error => {
console.error(error);
},
);
Documentation for API Endpoints
All URIs are relative to https://api.factset.com/analytics/openrisk
Class | Method | HTTP request | Description |
---|---|---|---|
openrisk.AboutApi | healthStatus | GET /linear/{version}/health | Get health of service |
openrisk.AboutApi | listRiskModels | GET /linear/{version}/riskmodels | Get available risk models |
openrisk.AboutApi | riskModelMetadata | GET /linear/{version}/riskmodels/{modelCode} | Get risk model details |
openrisk.AboutApi | stats | GET /linear/{version}/stats | Get available risk statistics details |
openrisk.AboutApi | statsNamesOnly | GET /linear/{version}/stats-names-only | Get available risk statistics names |
openrisk.OperationsApi | calculateFromHoldings | POST /linear/{version}/calculate/from-holdings | Calculate risk statistics |
openrisk.OperationsApi | generateIdMapping | POST /linear/{version}/generate/id-mapping | Generate risk model ID mapping |
Documentation for Models
- openrisk.AdditionalCalculationInputs
- openrisk.AdditionalCalculationInputsMarketExcess
- openrisk.CalculateFromHoldingsRequestBody
- openrisk.CalculateFromHoldingsRequestData
- openrisk.CovarianceDateFormatConvention
- openrisk.ErrorItem
- openrisk.ErrorResponse
- openrisk.ExposureDateFormatConvention
- openrisk.FactorGroup
- openrisk.FactorGroupNodes
- openrisk.FactorsVisible
- openrisk.GenerateIDMappingRequestBody
- openrisk.GenerateIDMappingRequestData
- openrisk.GroupsLabels
- openrisk.Holding
- openrisk.HoldingAllOf
- openrisk.Holdings
- openrisk.IDsAndMarketValues
- openrisk.InlineResponse200
- openrisk.InlineResponse2001
- openrisk.InlineResponse2001Data
- openrisk.InlineResponse2001DataFactors
- openrisk.InlineResponse2001DataRiskModelAppendFormat
- openrisk.InlineResponse2002
- openrisk.InlineResponse2003
- openrisk.InlineResponse2004
- openrisk.InlineResponse200Data
- openrisk.InlineResponse403
- openrisk.InlineResponse404
- openrisk.InputToResultSecurityIndexMapping
- openrisk.Labels
- openrisk.LabelsFactor
- openrisk.LabelsSecurity
- openrisk.LaggingDates
- openrisk.MappedSecurityInfo
- openrisk.ModelDate
- openrisk.RemoveCurrencyRisk
- openrisk.RequiresFactorReturns
- openrisk.ResolvedDates
- openrisk.ResultToInputSecurityIndexMapping
- openrisk.RiskExclusionInfo
- openrisk.RiskExclusionInfoExclusionInfo
- openrisk.RiskMappingEntry
- openrisk.RiskModelAppendData
- openrisk.RiskModelAppendDataValue
- openrisk.RiskModelFactor
- openrisk.SecurityGroup
- openrisk.SecurityIndexMapping
- openrisk.SecurityOnlyLabels
- openrisk.SecurityOnlyLabelsSecurity
- openrisk.SecurityOnlySuccessResponseMeta
- openrisk.Stat
- openrisk.StatCalculationLevel
- openrisk.StatCalculationSettings
- openrisk.StatResultValue
- openrisk.StatResultValueSparseMatrix
- openrisk.SuccessResponseMeta
- openrisk.SupportedStats
- openrisk.SupportedStatsData
- openrisk.SupportedStatsLevels
- openrisk.SupportedStatsNamesOnly
- openrisk.SupportedStatsSecurityGroupMethod
- openrisk.WarningItem
Documentation for Authorization
FactSetApiKey
- Type: HTTP basic authentication
FactSetOAuth2
- Type: OAuth
- Flow: application
- Authorization URL:
- Scopes: N/A
Contributing
Please refer to the contributing guide.
Copyright
Copyright 2022 FactSet Research Systems Inc
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.