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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

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The following properties are from the numerix class.

Defines the path for DATADIRECTORYPATH, specified as a character vector. 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:

SetAccesspublic
GetAccesspublic

RepositoryPath defines the path location for the repository folder in a file system, specified as a character vector.

Attributes:

SetAccesspublic
GetAccesspublic

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

Attributes:

SetAccesspublic
GetAccesspublic

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

Attributes:

SetAccesspublic
GetAccesspublic

Defines the path for the numeric instruments data types, specified as a character vector.

Attributes:

SetAccesspublic
GetAccesspublic

Defines a path for the logical schema for naming all the market data, specified as a character vector. 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:

SetAccesspublic
GetAccesspublic

Defines the path for the schema for naming historical fixing data for rates and prices, specified as a character vector.

Attributes:

SetAccesspublic
GetAccesspublic

Defines the path to the trade instrument definitions, specified as a character vector.

Attributes:

SetAccesspublic
GetAccesspublic

Defines the calculation parameters and market data, if available, specified as a vector.

Attributes:

SetAccesspublic
GetAccesspublic

Methods

Copy Semantics

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

Examples

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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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Version History

Introduced in R2013b