ODSL Types Reference

ODSL Variable Types Reference

This document provides detailed documentation for all built-in variable types in OpenDataDSL.

Scalar

Description: A scalar is a single value of either string, boolean (true/false) or numeric

Construction:

Properties:

links - Gets linked items

Methods:

isZero() - Checks to see if the value is zero - returns: Boolean
setPrecisionScale(scale) - Set the number of decimal places to round to - returns: Scalar
- scale (Integer) - The number of decimal places to round to
setPrecisionRoundingMode(mode) - Set the rounding mode for numbers - returns: Scalar
- mode (String) - The rounding mode for numbers, can be one of: [UP, DOWN, CEILING, FLOOR, HALF_UP, HALF_DOWN, HALF_EVEN, UNNECESSARY]
isMissing() - Checks to see if the value is null or missing - returns: Boolean
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Date

Description: A date variable is a representation of a Date or a Date and Time in the UTC timezone

Construction:

Date(date, format)
Date(date)
Date()

Properties:

timezone - The timezone of this date
year - Get the year
hour - Get the hour of the day from 0 to 23
minute - Get the minute of the hour from 0 to 59
second - Get the second of the minute from 0 to 59
week - Get the week of the year
month - Get the month of the year from 1 to 12
millis - in millis
day - Get the day of the month
hourlyTenor - Get the absolute hourly tenor from this date
halfHourlyTenor - Get the absolute half hourly tenor from this date
dow - Get the name of the day of the week, e.g. Monday
iSOYear - Get the ISO week based year
quarter - Get the quarter
weekOfMonth - Get the week of the year
monthName - Get the name of the month, e.g. JANUARY
quarterHourlyTenor - Get the absolute quarter hourly tenor from this date
links - Gets linked items

Methods:

next(Calendar) - Returns a new Date as the next day after this one using the supplied calendar - returns: Void
- Calendar (Calendar or Scalar) - The calendar to calculate the next day
next() - Returns a new Date as the next calendar day after this one - returns: Void
previous() - Returns a new Date as the previous calendar day before this one - returns: Void
previous(Calendar) - Returns a new Date as the previous day before this one using the supplied calendar - returns: Void
- Calendar (Calendar or Scalar) - The calendar to calculate the previous day
dayOfMonth(day, Calendar) - Returns a new Date as the specific day of the month using the supplied calendar - returns: Void
- day (Integer) - The day of the month to use
- Calendar (Calendar or Scalar) - The calendar used, if the day of the month is a holiday, the following non-holiday is used
dayOfMonth(day) - Returns a new Date as the specific day of the month - returns: Void
- day (Integer) - The day of the month to use
isAfter(other) - Returns true if this date is after the supplied date - returns: Void
- other (Date) - The date to compare against
isBefore(other) - Returns true if this date is before the supplied date - returns: Void
- other (Date) - The date to compare against
endOfMonth(Calendar) - Returns a new Date as the end of the month using the supplied calendar - returns: Void
- Calendar (Calendar or Scalar) - The calendar to calculate the end of the month
endOfMonth() - Returns a new Date as the end of the month - returns: Void
startOfMonth() - Returns a new Date as the start of the month - returns: Void
startOfMonth(Calendar) - Returns a new Date as the start of the month using the supplied calendar - returns: Void
- Calendar (Calendar or Scalar) - The calendar to calculate the start of the month
endOfDay() - Returns a new Date as the end of the day - returns: Void
isHoliday(Calendar) - Returns true if this date is a holiday using the supplied calendar - returns: Void
- Calendar (Calendar or Scalar) - The calendar to calculate the holiday
inTimezone(timezone) - Returns this date/time in the supplied timezone - returns: Void
- timezone (String id of timezone) - The timezone to convert this date to
startOfDay() - Returns a new Date as the start of the day - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Duration

Description: A duration variable represents a period of time such as 3 days or 4 and a half minutes in ISO 8601 duration format

Construction:

Duration(dur)
Duration(dur, calendar)

Properties:

seconds - Get the number of seconds in this duration
years - Get the number of years in this duration
months - Get the number of months in this duration
days - Get the number of days in this duration
hours - Get the number of hours in this duration
minutes - Get the number of minutes in this duration
durationCalendar - Get a calendar representing this duration
links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Secret

Description: A secret is a scalar whose value cannot be printed or logged, it only really is useful when used with the Secret Service where secrets can be stored and then retrieved by scripts or workflows. Usually secrets are used to store passwords and database connection information etc.

Construction:

Secret(value)

Properties:

notBefore - Optionally set a date for this secret to start from
expires - Optionally set a date for this secret to expire
enabled - Set this to true to enable this secret, false to diable it
id - Get the name of the secret
links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: secret

Object

Description: An object is a very versatile variable type that allows you to add any other variables to it including Object variable types. This creates a dynamic JSON type structure

Construction:

Object(type)
Object()

Properties:

access - Get the name of the access data role for this object
version - The version information
links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: object

SimpleObject

Description: A simplified object which represents a pure JSON object

Construction:

SimpleObject()

Properties:

links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Calendar

Description: A calendar variable type represents an ODSL Calendar. It is used with timeseries, curves and other time-bound resources

Construction:

Calendar(code)

Properties:

name - Get the name of the underlying ODSL Calendar
rules - Get the rules for this Calendar
code - Get the code of the underlying ODSL Calendar
timezone - Get the timezone of the Calendar - only supported on Intraday calendars
setUseHolidays - Tells this intraday calendar to use holidays as full days, i.e. for off-peak calendars
version - The version information
links - Gets linked items

Methods:

next(date) - Gets the next date after the supplied date - returns: Date
- date (Date) - The date to use
previous(date) - Gets the previous date before the supplied date - returns: Date
- date (Date) - The date to use
addDays(date, days) - Adds the supplied number of days to the supplied date and returns the new date - returns: Date
- date (Date) - The date to use
- days (Integer) - The number of days to add (can also be negative)
addRule(rule) - Add a holiday rule if this is a holiday calendar - returns: Void
- rule (String) - The holiday rule
getHolidaysForYear(year) - Gets a list of holiday dates for the year specified from this calendar - returns: List
- year (Scalar) - year to get holiday dates
includes(date) - Tests to see if the supplied date aligns with this calendar - returns: Boolean
- date (Date) - The date to check
getNextNonWorkingDay(start) - Returns the next non-working day after the supplied date - returns: Void
- start (Date) - The start date to use
getDatesFrom(start, number) - Gets number+1 list of dates from the supplied start date - returns: List
- start (Date) - The start date for the range of dates
- number (Date) - The number of indexes from the start date to retrieve
getNextWorkingDay(start) - Returns the next working day after the supplied date - returns: Void
- start (Date) - The start date to use
getDates(start, end) - Gets a list of dates from this calendar for the supplied date range - returns: List
- start (Date) - The start date for the range of dates
- end (Date) - The end date for the range of dates
getLastWorkingDay(start) - Returns the last working day of the week after the supplied date - returns: Void
- start (Date) - The start date to use
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: calendar

ExpiryCalendar

Description: An expiry calendar variable type represents an Expiry Calendar which is a special type of calendar that uses rules to calculate when trading stops for a future price for a particular commodity

Construction:

ExpiryCalendar(code)
ExpiryCalendar(holiday)
ExpiryCalendar(holiday, delivery)

Properties:

name - Get the name of the underlying ODSL Calendar
version - The version information
links - Gets linked items

Methods:

addRule(rule) - Adds an expiry rule to this expiry calendar - returns: Void
- rule (Scalar(String)) - The rule to add
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: expiry

TimeSeries

Description: Time-indexes data series with associated calendar

Construction:

TimeSeries(calendar, dataType)
TimeSeries(calendar)
TimeSeries(start, Calendar, value)
TimeSeries(start, Calendar, value, dataType)
TimeSeries(start, end, Calendar, value, dataType)
TimeSeries(start, Calendar, intervalPositions, value, dataType, positionCalendar)

Properties:

name - The name of the timeseries
start - The starting date/time of the timeseries
calendar - The calendar that this timeseries uses
valueType - The value type of the timeseries (TRACKED or BASIC)
observed - The observed setting of the timeseries used for aggregating
precision - The precision configuration for this timeseries
source - The source of this timeseries
units - The ISO units of this timeseries
currency - The ISO currency of this timeseries
values - The list of time observations for this timeseries, returned as a list of TimeValues
timezone - The timezone of this timeseries, defaults to UTC
localValues - The list of time observations for this timeseries, returned as a list of TimeValues in the local timezone of this TimeSeries
observations - The list of values for this timeseries, returned as a list of Vars
tenor - The tenor of this timeseries
observed - How the data was measured, can be beginning, end, summed, averaged, high or low
description - The description of this timeseries
version - The version information
links - Gets linked items

Methods:

add(start, values) - Adds an array of values to the timeseries - returns: Void
- start (Date) - The start date/time of the values to add
- values (Array) - The values to add
add(index, value, status) - Adds a new value to the timeseries - returns: Void
- index (Date) - The date/time of the value to add
- value (Any) - The value to add
- status (String or array) - The status of the value to add
add(index, value) - Adds a new value to the timeseries - returns: Void
- index (Date) - The date/time of the value to add
- value (Any) - The value or values to add
add(other) - Adds a timeseries to this timeseries, each value of the passed in timeseries is applied to this - returns: Void
- other (TimeSeries) - The other timeseries to add to this
convert(currency, units) - Convert this timeseries using currency and units - returns: Void
- currency (String) - The currency to convert to
- units (String) - The units to convert to
last(n) - Creates a new TimeSeries using the last n values from this TimeSeries - returns: Void
- n (Integer) - The number of observations to extract
from(start) - Creates a new TimeSeries from a specified start date - returns: Void
- start (Date) - The start date for the new Timeseries
range(start, end) - Creates a new TimeSeries from a range of values from this TimeSeries - returns: Void
- start (Date) - The date/time of the start of the range to extract
- end (Date) - The date/time of the end of the range to extract
getLast(date) - Get the value at the supplied date or the latest value before that date - returns: Var
- date (Date) - The index date to use
addValue(value) - Adds a new value to the end of the timeseries using the calendar - returns: Void
- value (Scalar) - The value or values to add
getLastNValues(n) - Returns a list of the last N values from this TimeSeries - returns: Void
- n (Integer) - The number of observations to return, must be 1 or greater
addCheck(check) - Add a quality check directly to this Timeseries - returns: Void
- check (String) - The text for the check, e.g. 'missing'
withRange(start, end) - Changes this timeseries to match the provided date range - returns: Void
- start (Date) - The date/time of the start of the range to extract
- end (Date) - The date/time of the end of the range to extract
applyPrecision() - Apply the precision defined to all the observations of this timeseries - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

SmartTimeSeries

Description: A Smart TimeSeries is an expression that is used to build TimeSeries on demand

Construction:

SmartTimeSeries(expression)
SmartTimeSeries(start, calendar, expression)
SmartTimeSeries(base, expression)

Properties:

source - The source of this timeseries
units - The ISO units of this timeseries
currency - The ISO currency of this timeseries
values - The list of time observations for this timeseries, returned as a list of TimeValues
timezone - The timezone of this timeseries, defaults to UTC
localValues - The list of time observations for this timeseries, returned as a list of TimeValues in the local timezone of this TimeSeries
observations - The list of values for this timeseries, returned as a list of Vars
tenor - The tenor of this timeseries
observed - How the data was measured, can be beginning, end, summed, averaged, high or low
description - The description of this timeseries
version - The version information
links - Gets linked items

Methods:

build() - Builds this Smart TimeSeries - returns: TimeSeries
add(start, values) - Adds an array of values to the timeseries - returns: Void
- start (Date) - The start date/time of the values to add
- values (Array) - The values to add
add(index, value, status) - Adds a new value to the timeseries - returns: Void
- index (Date) - The date/time of the value to add
- value (Any) - The value to add
- status (String or array) - The status of the value to add
add(index, value) - Adds a new value to the timeseries - returns: Void
- index (Date) - The date/time of the value to add
- value (Any) - The value or values to add
add(other) - Adds a timeseries to this timeseries, each value of the passed in timeseries is applied to this - returns: Void
- other (TimeSeries) - The other timeseries to add to this
convert(currency, units) - Convert this timeseries using currency and units - returns: Void
- currency (String) - The currency to convert to
- units (String) - The units to convert to
last(n) - Creates a new TimeSeries using the last n values from this TimeSeries - returns: Void
- n (Integer) - The number of observations to extract
from(start) - Creates a new TimeSeries from a specified start date - returns: Void
- start (Date) - The start date for the new Timeseries
range(start, end) - Creates a new TimeSeries from a range of values from this TimeSeries - returns: Void
- start (Date) - The date/time of the start of the range to extract
- end (Date) - The date/time of the end of the range to extract
getLast(date) - Get the value at the supplied date or the latest value before that date - returns: Var
- date (Date) - The index date to use
addValue(value) - Adds a new value to the end of the timeseries using the calendar - returns: Void
- value (Scalar) - The value or values to add
getLastNValues(n) - Returns a list of the last N values from this TimeSeries - returns: Void
- n (Integer) - The number of observations to return, must be 1 or greater
addCheck(check) - Add a quality check directly to this Timeseries - returns: Void
- check (String) - The text for the check, e.g. 'missing'
withRange(start, end) - Changes this timeseries to match the provided date range - returns: Void
- start (Date) - The date/time of the start of the range to extract
- end (Date) - The date/time of the end of the range to extract
applyPrecision() - Apply the precision defined to all the observations of this timeseries - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

EventTimeSeries

Description: A TimeSeries that is dynamically built from events

Construction:

EventTimeSeries(eventlist, property)

Properties:

event - The name of the eventlist that this TimeSeries uses (in the form objectId:eventListId)
property - The name of the property in the event that this TimeSeries uses as the value
filter - Optional filter used to filter the events used to build this TimeSeries
index - Optional date field to use for the index used to build this TimeSeries, defaults to start
source - The source of this timeseries
units - The ISO units of this timeseries
currency - The ISO currency of this timeseries
values - The list of time observations for this timeseries, returned as a list of TimeValues
timezone - The timezone of this timeseries, defaults to UTC
localValues - The list of time observations for this timeseries, returned as a list of TimeValues in the local timezone of this TimeSeries
observations - The list of values for this timeseries, returned as a list of Vars
tenor - The tenor of this timeseries
observed - How the data was measured, can be beginning, end, summed, averaged, high or low
description - The description of this timeseries
version - The version information
links - Gets linked items

Methods:

build() - Builds this Event TimeSeries - returns: TimeSeries
add(start, values) - Adds an array of values to the timeseries - returns: Void
- start (Date) - The start date/time of the values to add
- values (Array) - The values to add
add(index, value, status) - Adds a new value to the timeseries - returns: Void
- index (Date) - The date/time of the value to add
- value (Any) - The value to add
- status (String or array) - The status of the value to add
add(index, value) - Adds a new value to the timeseries - returns: Void
- index (Date) - The date/time of the value to add
- value (Any) - The value or values to add
add(other) - Adds a timeseries to this timeseries, each value of the passed in timeseries is applied to this - returns: Void
- other (TimeSeries) - The other timeseries to add to this
convert(currency, units) - Convert this timeseries using currency and units - returns: Void
- currency (String) - The currency to convert to
- units (String) - The units to convert to
last(n) - Creates a new TimeSeries using the last n values from this TimeSeries - returns: Void
- n (Integer) - The number of observations to extract
from(start) - Creates a new TimeSeries from a specified start date - returns: Void
- start (Date) - The start date for the new Timeseries
range(start, end) - Creates a new TimeSeries from a range of values from this TimeSeries - returns: Void
- start (Date) - The date/time of the start of the range to extract
- end (Date) - The date/time of the end of the range to extract
getLast(date) - Get the value at the supplied date or the latest value before that date - returns: Var
- date (Date) - The index date to use
addValue(value) - Adds a new value to the end of the timeseries using the calendar - returns: Void
- value (Scalar) - The value or values to add
getLastNValues(n) - Returns a list of the last N values from this TimeSeries - returns: Void
- n (Integer) - The number of observations to return, must be 1 or greater
addCheck(check) - Add a quality check directly to this Timeseries - returns: Void
- check (String) - The text for the check, e.g. 'missing'
withRange(start, end) - Changes this timeseries to match the provided date range - returns: Void
- start (Date) - The date/time of the start of the range to extract
- end (Date) - The date/time of the end of the range to extract
applyPrecision() - Apply the precision defined to all the observations of this timeseries - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

Curve

Description: A structure that represents a forward curve with forward contracted delivery periods

Construction:

Curve(ondate)

Properties:

name - The name of the curve
description - A description of the curve
precision - The precision configuration for this curve
size - The number of contracts on this curve
units - The units of measure for this curve
currency - The currency of this curve
contracts - Get the forward contracts on this curve
timezone - The timezone for this curve
ondate - The date for which this curve corresponds to
ondate - The date for which this curve corresponds to
version - The version information
links - Gets linked items

Methods:

add(tenor, value) - Adds a new contract to this curve - returns: Void
- tenor (String) - The tenor of the contract to add
- value (Number) - The value of the contract to add
add(contract) - Adds the supplied contract to this curve - returns: Void
- contract (Contract) - The contract to add
add(tenor, value) - Adds a new contract to this curve - returns: Void
- tenor (String) - The tenor of the contract to add
- value (Number) - The value of the contract to add
add(contracts) - Adds the supplied contracts to this curve - returns: Void
- contracts (Contracts) - The contracts to add
convert(currency, units) - Convert this curve using currency and units - returns: Void
- currency (String) - The currency to convert to
- units (String) - The units to convert to
contains(tenor) - Checks to see if this curve contains the supplied relative tenor - returns: Boolean
- tenor (String) - The relative tenor to check
addNew(contracts) - Adds the supplied contracts to this curve only if the tenor doesn't already exist on this curve - returns: Void
- contracts (Contracts) - The contracts to add
addNew(contract) - Adds the supplied contract to this curve only if the tenor doesn't already exist on this curve - returns: Void
- contract (Contract) - The contract to add
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

SmartCurve

Description: A Smart Curve is an expression that is used to build curves on demand

Construction:

SmartCurve()
SmartCurve(base, expression)

Properties:

name - The name of the curve
description - A description of the curve
category - The category to place this curve in
commodity - The commodity for this curve
market - The market to place this curve in
product - The product category for this curve
priority - The build priority, 1=high, 2=medium, 3=low
precision - The precision configuration for this curve
script - The name of the script to use, if empty will use the default #CurveScript script
units - The units of this curve
currency - The currency of this curve
baseCurve - The base curve, referred to as BASE in the formula - it is also used to determine the ondates for this curve formula
cacheOptions - The options used to cache this smart curve
timezone - The timezone for this curve
expression - The formula expression to generate this curve
version - The version information
links - Gets linked items

Methods:

build(ondate) - Builds this Smart Curve for the supplied date - returns: Curve
- ondate (Date) - The date to build this Smart Curve for
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

EventCurve

Description: A curve that is dynamically built from events

Construction:

EventCurve(eventlist, calendar, property, tenor)

Properties:

event - The name of the eventlist that this Curve uses (in the form objectId:eventListId)
property - The name of the property in the event that this Curve uses as the value
tenor - The name of the property in the event that this Curve uses as the tenor/maturity code
calendar - The expiry calendar for this Curve
holidayCalendar - The holiday calendar for this Curve - this is used to determine what dates this curve should be published on
filter - Optional filter used to filter the events used to build this Curve
source - Optional source of the events used to build this Curve
valueTransformation - Optional value transformation expression to change all values in the curve
size - The number of contracts on this curve
units - The units of measure for this curve
currency - The currency of this curve
contracts - Get the forward contracts on this curve
timezone - The timezone for this curve
ondate - The date for which this curve corresponds to
ondate - The date for which this curve corresponds to
version - The version information
links - Gets linked items

Methods:

build() - Builds this Event Curve - returns: Curve
add(tenor, value) - Adds a new contract to this curve - returns: Void
- tenor (String) - The tenor of the contract to add
- value (Number) - The value of the contract to add
add(contract) - Adds the supplied contract to this curve - returns: Void
- contract (Contract) - The contract to add
add(tenor, value) - Adds a new contract to this curve - returns: Void
- tenor (String) - The tenor of the contract to add
- value (Number) - The value of the contract to add
add(contracts) - Adds the supplied contracts to this curve - returns: Void
- contracts (Contracts) - The contracts to add
convert(currency, units) - Convert this curve using currency and units - returns: Void
- currency (String) - The currency to convert to
- units (String) - The units to convert to
contains(tenor) - Checks to see if this curve contains the supplied relative tenor - returns: Boolean
- tenor (String) - The relative tenor to check
addNew(contracts) - Adds the supplied contracts to this curve only if the tenor doesn't already exist on this curve - returns: Void
- contracts (Contracts) - The contracts to add
addNew(contract) - Adds the supplied contract to this curve only if the tenor doesn't already exist on this curve - returns: Void
- contract (Contract) - The contract to add
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

Contracts

Description: Contracts are used on a curve as a set of contract objects that represent the future periods and values

Construction:

Properties:

links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

Contract

Description: A contract is a single future period in time that represents a tradable future contract or a forecasted value on a curve

Construction:

Contract(ondate, tenor, value, start, end)
Contract(ondate, tenor, value)
Contract(ondate, tenor, value, absolute, start, end, expiry)

Properties:

value - Get the value of this contract
next - Get the contract with the same type that is after this one or null if there isn't one
previous - Get the contract with the same type that is before this one or null if there isn't one
status - The status information for this contract
periodCodeType - Get the Period Code type for this contract
within - Gets a list of contracts that are within this contract
scalarValue - Get the value of this contract including the configured precision
immediatelyAfter - Get the contract with the same type that is immediately after this one or null if there isn't one
immediatelyBefore - Get the contract with the same type that is immediately before this one or null if there isn't one
overlaps - Gets a list of contracts that are overlapping with this contract
ondate - Get the CurveDate for this contract
tenor - Get the relative tenor code for this contract
expiry - The last trading date for this contract
start - The start of delivery for this contract
end - The end of delivery for this contract
links - Gets linked items

Methods:

isImmediatelyAfter(other) - A test to see if the supplied contract is immediately after this one - returns: Void
- other (Contract) - The contract to test against
isOverlapping(other) - A test to see if the this contract is overlapping the supplied contract - returns: Void
- other (Contract) - The contract to test if this contract is overlapping
isWithin(other) - A test to see if the this contract is entirely within the supplied contract - returns: Void
- other (Contract) - The contract to test if this contract is entirely within
isImmediatelyBefore(other) - A test to see if the supplied contract is immediately before this one - returns: Void
- other (Contract) - The contract to test against
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

Event

Description: Event data structure for time-based occurrences

Construction:

Event(time)
Event(ondate, tenor)

Properties:

eventtime - The time of the event message
eventstart - The point in time when the event started/starts - defaults to the time of the event message
eventend - The point in time when the event ended/ends - default to the eventstart
timezone - The timezone of the event message
eventtype - The type of event
event - The identifier for this group of events
eventid - The unique identifier for this specific event
eventlist - The non-object specific name of this group of events
status - The status of this event
source - The source of this event, usually null
version - The version information
links - Gets linked items

Methods:

createId() - Creates a unique id for this event based on the event start and end time - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: event

List

Description: A list represents a list of other variables

Construction:

List()

Properties:

name - The name of this list
description - The description of this list
size - The size of this list
links - Gets linked items

Methods:

add(element) - Adds a new element to the list - returns: Void
- element (Any) - The variable to add to the list
add(index, element) - Adds a new element to the list at the specified position (0 being first) - returns: Void
- index (Integer) - The position where the element should be added to the list
- element (Any) - The variable to add to the list
remove(index) - Removes an element from the list at the specified position (0 being first) - returns: Void
- index (Integer) - The position where the element should be removed from the list
remove(item) - Removes an element from the list - returns: Void
- item (Var) - The item to remove from the list
subList(start, end) - Gets a list from a sublist of this list - returns: Void
- start (Integer) - The first element to get, starting from 0
- end (Integer) - The last element to get, must be at least 1 higher than the start
addAll(elements) - Adds a list to this list returning a new combined list - returns: List
- elements (List) - The list to add to the list
set(index, element) - Replaces the element at the specified position in this list with the specified element - returns: Void
- index (Integer) - The position where the element should be replaced in the list
- element (Any) - The variable to replace in the list
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Matrix

Description: A matrix represents a 2-dimensional array of numeric values

Construction:

Matrix(labels, v)
Matrix(labels)
Matrix(labels, v)
Matrix(x, y)
Matrix(y, x, v)
Matrix(labels)

Properties:

name - The name of the matrix
description - The description of the matrix
ondate - The valuation date for this matrix
xLabels - The column labels
yLabels - The row labels
xSize - The number of columns
ySize - The number of rows
currency - The currency of the values in this matrix
units - The unit of measure for the values in this matrix
timezone - The timezone of this matrix, defaults to UTC
precision - The precision configuration for this matrix
version - The version information
links - Gets linked items

Methods:

getValue(y, x) - Gets the value at the specified column and row - returns: Number
- y (Number) - The row number
- x (Number) - The column number
setValue(x, y, value) - Sets the value at the specified column and row - returns: Matrix
- x (Number) - The column number
- y (Number) - The row number
- value (Number) - The value to set at the specified column and row
setValue(cell, value) - Sets the value at the specified column and row - returns: Matrix
- cell (String) - The cell identifier using row:column notation
- value (Number) - The value to set at the specified column and row
subMatrix(rc1, rc2) - Creates a new matrix as a subset of this matrix - returns: Matrix
- rc1 (String) - The top left row and column using row:column notation
- rc2 (String) - The bottom right row and column using row:column notation
subMatrix(y1, x1, y2, x2) - Creates a new matrix as a subset of this matrix - returns: Matrix
- y1 (Integer) - The top row number
- x1 (Integer) - The left column number
- y2 (Integer) - The bottom row number
- x2 (Integer) - The right column number
setLabels(labels) - Sets the labels for the rows and columns of a symmetrical matrix - returns: Matrix
- labels (List) - The row and column labels
getColumn(col) - Gets the data for a column - returns: List
- col (Integer) - The column number
getValueAt(y, x) - Gets the value at the specified column and row - returns: Number
- y (Number) - The row number
- x (Number) - The column number
getRow(col) - Gets the data for a row - returns: List
- col (Integer) - The row number
setValueAt(xl, yl, value) - Sets the value at the specified column and row - returns: Matrix
- xl (String) - The column label
- yl (String) - The row label
- value (Number) - The value to set at the specified column and row
forwardFill() - Fills null values with the previous value, operates row by row - returns: Void
transpose() - Returns a 90 degree transposed version of this matrix - returns: Matrix
setXLabels(labels) - Sets the labels for the columns of this matrix - returns: Matrix
- labels (List) - The column labels
getColumnForLabel(label) - Gets the column number for the column label of this matrix - returns: Integer
- label (List) - The column label
setColumnData(label, values) - Sets the values for the specified column - returns: Matrix
- label (String) - The column label
- values (List) - The values to set for the specified column
setColumnData(col, values) - Sets the values for the specified column - returns: Matrix
- col (Integer) - The column number
- values (List) - The values to set for the specified column
setYLabels(labels) - Sets the labels for the rows of this matrix - returns: Matrix
- labels (List) - The row labels
getLabelForColumn(col) - Gets the column label for the column number of this matrix (0-based) - returns: String
- col (Integer) - The column number
setRowData(col, values) - Sets the values for the specified row - returns: Matrix
- col (Integer) - The row number
- values (List) - The values to set for the specified row
setRowData(label, values) - Sets the values for the specified row - returns: Matrix
- label (String) - The row label
- values (List) - The values to set for the specified row
getRowForLabel(label) - Gets the row number for the row label of this matrix - returns: Integer
- label (List) - The row label
getGroupForRow(row) - Gets the group name for the row number of this matrix (0-based) - returns: String
- row (Integer) - The group name
getGroupForColumn(col) - Gets the group name for the column number of this matrix (0-based) - returns: String
- col (Integer) - The group name
getLabelForRow(row) - Gets the row label for the row number of this matrix (0-based) - returns: String
- row (Integer) - The row number
isSameDimensions(other) - Checks to see if the passed in matrix has the same dimensions as this matrix - returns: Boolean
- other (Matrix) - The matrix to test against
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: data

Workflow

Description: A workflow represents a set of actions and transitions that form an executable flow diagram

Construction:

Properties:

outputs - Get the list of outputs for this action
exits - Get the list of exit transitions away from this action
inputs - Get the list of inputs for this action
script - The script text
scriptType - The type of this script, e.g. one of [odsl, mustache, py, css, html, js, mjs, cjs]
description - A description of what this script does
category - The category of this script, e.g. ETL
filename - The filename of this script
outputFormat - An optional output format, e.g. application/xml, text/html, text/csv
version - The version information
links - Gets linked items

Methods:

run(input, output) - Runs the workflow - returns: Void
- input (Object) - The input data that this workflow will use
- output (Object) - The output variable that this workflow will update
run(input, output) - Runs an action - returns: Any
- input (Object) - The input variables to the action
- output (Object) - The output variables from this action
run() - Runs this script - returns: Void
run(globalContext) - Runs this script - returns: Void
- globalContext (Boolean) - True to run in the global context, default is false
loadFrom(file) - Load the script from a local file - returns: Void
- file (String) - The fully qualified path and name of the file to load the script from
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: workflow

Action

Description: An action variable is the definition of an action that can be used in a workflow

Construction:

Properties:

outputs - Get the list of outputs for this action
exits - Get the list of exit transitions away from this action
inputs - Get the list of inputs for this action
script - The script text
scriptType - The type of this script, e.g. one of [odsl, mustache, py, css, html, js, mjs, cjs]
description - A description of what this script does
category - The category of this script, e.g. ETL
filename - The filename of this script
outputFormat - An optional output format, e.g. application/xml, text/html, text/csv
version - The version information
links - Gets linked items

Methods:

run(input, output) - Runs an action - returns: Any
- input (Object) - The input variables to the action
- output (Object) - The output variables from this action
run() - Runs this script - returns: Void
run(globalContext) - Runs this script - returns: Void
- globalContext (Boolean) - True to run in the global context, default is false
loadFrom(file) - Load the script from a local file - returns: Void
- file (String) - The fully qualified path and name of the file to load the script from
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: action

Arg

Description: An arg variable is a configuration of an input or output argument of a workflow action

Construction:

Properties:

links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: workflow

Transition

Description: A transition variable is the definition of a transition that is used in a workflow

Construction:

Properties:

links - Gets linked items

Methods:

add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: workflow

Process

Description: A process variable contains all the information to configure and run a process

Construction:

Process()

Properties:

dataPackage - Sets this to be a deployable data packages
properties - Object user definable properties
input - This is the Object input variable used in a workflow
workflow - This is the id of the workflow to run
processType - This is the type of process, it can be either Ristretto (reduced) or Lungo (long)
settings - Settings are a list of variables that are available to the workflow or script when the process is run
version - The version information
links - Gets linked items

Methods:

run() - Run this process - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: process

Batch

Description: A batch variable is a custom list variable that contains variables and supplemental information needed to update into the object repository

Construction:

Batch()

Properties:

service - The name of the service for this batch
name - The name of this batch
loader - The loader for this batch
history - Indicates that this batch is loading history
size - The size of this list
links - Gets linked items

Methods:

add(element) - Adds a new element to the list - returns: Void
- element (Any) - The variable to add to the list
add(index, element) - Adds a new element to the list at the specified position (0 being first) - returns: Void
- index (Integer) - The position where the element should be added to the list
- element (Any) - The variable to add to the list
remove(index) - Removes an element from the list at the specified position (0 being first) - returns: Void
- index (Integer) - The position where the element should be removed from the list
remove(item) - Removes an element from the list - returns: Void
- item (Var) - The item to remove from the list
subList(start, end) - Gets a list from a sublist of this list - returns: Void
- start (Integer) - The first element to get, starting from 0
- end (Integer) - The last element to get, must be at least 1 higher than the start
addAll(elements) - Adds a list to this list returning a new combined list - returns: List
- elements (List) - The list to add to the list
set(index, element) - Replaces the element at the specified position in this list with the specified element - returns: Void
- index (Integer) - The position where the element should be replaced in the list
- element (Any) - The variable to replace in the list
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: batch

Script

Description: A script variable is a wrapper for an ODSL script. It is used by the script service and can also run the script

Construction:

Script()

Properties:

script - The script text
scriptType - The type of this script, e.g. one of [odsl, mustache, py, css, html, js, mjs, cjs]
description - A description of what this script does
category - The category of this script, e.g. ETL
filename - The filename of this script
outputFormat - An optional output format, e.g. application/xml, text/html, text/csv
version - The version information
links - Gets linked items

Methods:

run() - Runs this script - returns: Void
run(globalContext) - Runs this script - returns: Void
- globalContext (Boolean) - True to run in the global context, default is false
loadFrom(file) - Load the script from a local file - returns: Void
- file (String) - The fully qualified path and name of the file to load the script from
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: script

Report

Description: A report is a configuration containing an expression that can be run to produce a user definable report

Construction:

Report()

Properties:

data - The data produced in this report
scriptVersion - The version of the script that was used to produce this report
errorMessage - The error message if this report failed
start - The start date used to generate this report
end - The end date used to generate this report
ondate - The report publish date
version - The version information
links - Gets linked items

Methods:

build() - Builds this Report - returns: Report
build() - Builds this Report - returns: Report
build() - Builds this Report - returns: Report
build() - Builds this Report - returns: Report
withFilterOnDateGenerator(service, source, filter, projection) - Use a filter to generate the dates for this report - returns: Void
- service (String) - The service to use with this ondate generator
- source (String) - The source of data to use with this ondate generator
- filter (String) - The filter to use
- projection (String) - The projection to use
withAggregationOnDateGenerator(service, source, aggregation) - Use an aggregation pipeline to generate the dates for this report - returns: Void
- service (String) - The service to use with this ondate generator
- source (String) - The source of data to use with this ondate generator
- aggregation (String) - The aggregation pipeline
withDistinctOnDateGenerator(service, source, field) - Use a distinct find query to generate the dates for this report - returns: Void
- service (String) - The service to use with this ondate generator
- source (String) - The source of data to use with this ondate generator
- field (String) - The distinct field to use
withDistinctOnDateGenerator(service, source, field, filter) - Use a distinct find query to generate the dates for this report - returns: Void
- service (String) - The service to use with this ondate generator
- source (String) - The source of data to use with this ondate generator
- field (String) - The distinct field to use
- filter (String) - The filter to use
withMatrixOnDateGenerator(id) - Use the dates of a matrix to generate the dates for this report - returns: Void
- id (String) - The id of the matrix to use for the ondates for this report
withCalendarOnDateGenerator(calendar, start) - Use a calendar to generate the dates for this report - returns: Void
- calendar (String) - The calendar to use to generate the dates, must be minimum daily
- start (String) - The start date for the list of dates
withCurveOnDateGenerator(id) - Use the dates of a curve to generate the dates for this report - returns: Void
- id (String) - The id of the curve to use for the ondates for this report
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: report

SecurityPolicy

Description: A security policy variable allows you to restrict access to data within any service

Construction:

Properties:

links - Gets linked items

Methods:

removeMember(name) - Remove a member from this policy - returns: Void
- name (String) - The email address or security group id to remove
removeMember(name) - Remove a member from this policy - returns: Void
- name (String) - The email address or security group id to remove
setFullAccess() - Set this policy to have full access - returns: Void
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: policy

FeaturePolicy

Description: A feature policy determines what a user can see in the web portal

Construction:

FeaturePolicy()

Properties:

features - The features this policy applies to
links - Gets linked items

Methods:

addMember(name) - Add a member to this policy - returns: Void
- name (String) - The email address or security group id to add
removeMember(name) - Remove a member from this policy - returns: Void
- name (String) - The email address or security group id to remove
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: policy

Transformer

Description: A wrapper for a data transformer, used with the transformer service

Construction:

Properties:

script - The script text
scriptType - The type of this script, e.g. one of [odsl, mustache, py, css, html, js, mjs, cjs]
description - A description of what this script does
category - The category of this script, e.g. ETL
filename - The filename of this script
outputFormat - An optional output format, e.g. application/xml, text/html, text/csv
version - The version information
links - Gets linked items

Methods:

run() - Runs this script - returns: Void
run(globalContext) - Runs this script - returns: Void
- globalContext (Boolean) - True to run in the global context, default is false
loadFrom(file) - Load the script from a local file - returns: Void
- file (String) - The fully qualified path and name of the file to load the script from
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: transformer

Extractor

Description: A wrapper for an extractor, used by the extractor service

Construction:

Properties:

script - The script text
scriptType - The type of this script, e.g. one of [odsl, mustache, py, css, html, js, mjs, cjs]
description - A description of what this script does
category - The category of this script, e.g. ETL
filename - The filename of this script
outputFormat - An optional output format, e.g. application/xml, text/html, text/csv
version - The version information
links - Gets linked items

Methods:

run() - Runs this script - returns: Void
run(globalContext) - Runs this script - returns: Void
- globalContext (Boolean) - True to run in the global context, default is false
loadFrom(file) - Load the script from a local file - returns: Void
- file (String) - The fully qualified path and name of the file to load the script from
add(name, reference) - Adds a linked item - returns: Void
- name (String) - The name of the link (must be unique for this item)
- reference (Reference) - The item to link to

Service where this type is used: extractor

ODSL Variable Types Reference​

Scalar​

Date​

Duration​

Secret​

Object​

SimpleObject​

Calendar​

ExpiryCalendar​

TimeSeries​

SmartTimeSeries​

EventTimeSeries​

Curve​

SmartCurve​

EventCurve​

Contracts​

Contract​

Event​

List​

Matrix​

Workflow​

Action​

Arg​

Transition​

Process​

Batch​

Script​

Report​

SecurityPolicy​

FeaturePolicy​

Transformer​

Extractor​

ODSL Variable Types Reference

Scalar

Date

Duration

Secret

Object

SimpleObject

Calendar

ExpiryCalendar

TimeSeries

SmartTimeSeries

EventTimeSeries

Curve

SmartCurve

EventCurve

Contracts

Contract

Event

List

Matrix

Workflow

Action

Arg

Transition

Process

Batch

Script

Report

SecurityPolicy

FeaturePolicy

Transformer

Extractor