EventCurve
An EventCurve is a curve that is dynamically built from events.
Introduction
An EventCurve is a very flexible and dynamic way of expressing point-in-time based future values, both real and forecasted from events that are stored in your private database, the common database and the public database.
Construction
To construct a new EventCurve, you use the EventCurve function as shown in the syntax below:
curve = EventCurve(event, calendar, property, tenor)
An example of constructing a new EventCurve:
curve = EventCurve("AAA:EVENTS", "#REOMHENG", "price", "absolute")
Properties
An EventCurve has the following properties:
| Name | Description | Type |
|---|---|---|
| event | The name of the eventlist that this Curve uses (in the form objectId:eventListId) | String |
| property | The name of the property in the event that this Curve uses as the value | String |
| tenor | The name of the property in the event that this Curve uses as the tenor/maturity code | String |
| calendar | The expiry calendar for this Curve | String |
| holidayCalendar | The holiday calendar for this Curve - this is used to determine what dates this curve should be published on | String |
| filter | Optional filter used to filter the events used to build this Curve | String |
| source | Optional source of the events used to build this Curve. Can be private, common or public, defaults to private | String |
| valueTransformation | Optional value transformation expression to change all values in the curve, e.g. 'value * 1.1' | String |
| currency | An optional currency code | String |
| units | An optional units code | String |
| properties | Any other properties you want to add onto the curve | Object |
| precision | The precision configuration for this curve | Precision |
| include | Additional properties from an event to add as columns in the curve contracts | String or Array |
Examples
Creating and saving an event curve
EC = EventCurve("AAA:EVENTS", "#REOMHENG", "price", "relative")
EC.precision.scale = 8
AAA = Object()
AAA.EC = EC
save AAA
Using value transformation
EC = EventCurve("AAA:EVENTS", "#REOMHENG", "price", "relative")
EC.valueTransformation = "value * 1.1"
Additional properties
You can include additional columns in the curve from event properties, using the include property, e.g.
EC = EventCurve("AAA:EVENTS", "#REOMHENG", "price", "relative")
EC.include = "vendorId"
To include multiple additional columns use an array, e.g.
EC = EventCurve("AAA:EVENTS", "#REOMHENG", "price", "relative")
EC.include = ["vendorId", "internalId"]