> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # Public API > The framework's public level and measure interfaces in the api/cube packages, with their accessors and the types they return. The netting-set analytics framework exposes its public API through the `api/cube/` and `api/cube/measures/` packages. These interfaces allow consuming cubes and downstream code to access levels and measures by type-safe references without depending on internal strings. ## What interfaces are exposed? | Interface | Accessed via | Purpose | | - | - | - | | `INettingSetAnalyticsLevels` | Extended by consuming cube level interfaces | Central levels API grouping all framework-level identifiers | | `ISpecificLevels` | `INettingSetAnalyticsLevels.specific()` | Framework-specific level identifiers (time point, netting set, collateral flags) | | `IExposureMeasures` | Base interface | Base interface for any measure family that provides exposure vectors | | `IExposureVectorMeasures` | `IExposureMeasures.exposureVectorsMeasures()` | Exposure vectors by side (bank and counterparty) | | `IExposureMetrics` | `IExposureAndMetricsMeasures.exposureMetrics()` | Scalar exposure metrics (PFE, EE, ENE, ES, scenario index and name) | | `IGrossMeasures` | Base interface for gross measure families | Combines base gross exposure, exposure vectors, and inframarginal exposure | | `IBaseGrossExposureMeasures` | `IGrossMeasures.baseGrossExposureMeasures()` | Initial MtM, MtF sum, cumulative cashflow, and their scenario-level variants | | `INettedMeasures` | Base interface for netted measure families | Combines exposure vectors and inframarginal exposure for the netted family | | `ICollateralizedMeasures` | Base interface for collateralized measure families | Groups independent amount and per-algorithm exposure measures | | `IIndependentAmountMeasures` | `ICollateralizedMeasures.independentAmountMeasures()` | Independent amount measure | | `INettingSetParametersMeasures` | Exposed by consuming cubes' measures facades | Typed accessors for the built-in netting-agreement (CSA and ISDA) parameters, plus configured additional parameters by name | | `ICollateralizedExposureByAlgoMeasures` | `ICollateralizedMeasures.exposureMeasuresByAlgo(algo)` | Exposure vectors, inframarginal vectors, and tech collateral measures for a specific algorithm | | `ITechCollateralMeasures` | `ICollateralizedExposureByAlgoMeasures.techCollateralMeasures()` | Collateral balance vector, scenario-level balance, and raw data points | | `IInframarginalExposureMeasures` | Base interface | Inframarginal exposure vector accessor | | `IInframarginalExposureAndMetricsMeasures` | Extends `IInframarginalExposureMeasures` | Adds inframarginal exposure metrics and incremental contributions | | `IExposureAndMetricsMeasures` | Extends `IExposureMeasures` | Adds exposure metrics to the exposure vector accessor | ## Accessor reference ### `INettingSetAnalyticsLevels` The central levels API. It groups all framework-level identifiers and delegates to the universal common level APIs. Consuming cubes extend `INettingSetAnalyticsLevels` to add their own cube-specific levels. For example, `IPfeCubeLevels extends INettingSetAnalyticsLevels`. | Accessor | Returns | Notes | | - | - | - | | `dates()` | `IAsOfDateLevels` | As-of date levels | | `confidenceLevels()` | `IConfidenceLevelLevels` | Confidence level simulation dimension | | `trades()` | `ITradeAttributesLevels` | Trade descriptor levels | | `scenarios()` | `IScenariosLevels` | Scenario index and name levels | | `counterparties()` | `ICounterpartiesLevels` | Counterparty hierarchy levels | | `specific()` | `ISpecificLevels` | Framework-specific level identifiers | ### `ISpecificLevels` Provides the framework-specific level identifiers for dimensions unique to the netting-set analytics framework. | Accessor | Returns | Notes | | - | - | - | | `timePoint()` | `LevelIdentifier` | Simulation Dates > Time Point | | `isIncludedInBreakDate()` | `LevelIdentifier` | Is Included In Break Date > Included In Break Date | | `independentAmountCurrency()` | `LevelIdentifier` | Collateral > Independent Amount Currency | | `independentAmountMaturity()` | `LevelIdentifier` | Collateral > Independent Amount Maturity | | `nettingSet()` | `LevelIdentifier` | Netting > Netting Set ID | | `breakDate()` | `LevelIdentifier` | NettingAnalyticsTradeAttributes > Break Date | ### `IExposureMeasures` Base interface for any measure family that provides exposure vectors. | Accessor | Returns | Description | | - | - | - | | `exposureVectorsMeasures()` | `IExposureVectorMeasures` | Access to exposure vectors by side | ### `IExposureVectorMeasures` Provides access to exposure vectors by side. | Accessor | Returns | Description | | - | - | - | | `getExposureVectors(Side side)` | `NamedCopperMeasure` | Exposure vector for the given side | | `getExposureVectorsScenarioLevel(Side side)` | `NamedCopperMeasure` | Scenario-level exposure vector for the given side | | `getBankExposureVector()` | `NamedCopperMeasure` | Convenience method for the bank-side exposure vector | | `getCptyExposureVector()` | `NamedCopperMeasure` | Convenience method for the counterparty-side exposure vector | | `getBankExposureVectorScenarioLevel()` | `NamedCopperMeasure` | Convenience method for the bank-side scenario-level vector | | `getCptyExposureVectorScenarioLevel()` | `NamedCopperMeasure` | Convenience method for the counterparty-side scenario-level vector | ### `IExposureMetrics` Provides access to scalar exposure metrics. | Accessor | Returns | Description | | - | - | - | | `getExposureMetric(ExposureMetric exposureMetric)` | `NamedCopperMeasure` | Metric for the given `ExposureMetric` enum value | | `getPotentialFutureExposure()` | `NamedCopperMeasure` | PFE metric | | `getExpectedExposure()` | `NamedCopperMeasure` | EE metric | | `getExpectedNegativeExposure()` | `NamedCopperMeasure` | ENE metric | | `getExpectedShortfall()` | `NamedCopperMeasure` | ES metric | | `getPfeIndex()` | `NamedCopperMeasure` | PFE Scenario Index metric | | `getPfeScenarioName()` | `NamedCopperMeasure` | PFE Scenario Name metric | All convenience methods return `null` if the underlying metric is not registered. ### `IGrossMeasures` Combines exposure vectors and inframarginal exposure for the gross measure family. `IGrossMeasures` extends `IExposureMeasures` and `IInframarginalExposureMeasures`, providing: * Base gross exposure accessors via `baseGrossExposureMeasures()`. * Exposure vector accessors via the inherited `exposureVectorsMeasures()`. * Inframarginal exposure vector accessors via the inherited `inframarginalExposureVectorsMeasures()`. | Accessor | Returns | Description | | - | - | - | | `baseGrossExposureMeasures()` | `IBaseGrossExposureMeasures` | Initial MtM, MtF sum, cumulative cashflow, and scenario-level variants | ### `IBaseGrossExposureMeasures` Provides the base gross exposure measures. | Accessor | Returns | Description | | - | - | - | | `initialMtm()` | `NamedCopperMeasure` | Initial mark-to-market value | | `mtmSum()` | `NamedCopperMeasure` | Sum of MtF values | | `cumulativeCashflow()` | `NamedCopperMeasure` | Cumulative cashflow | | `mtmSumScenarioLevel()` | `NamedCopperMeasure` | MtF sum at scenario level | | `cumulativeCashflowScenarioLevel()` | `NamedCopperMeasure` | Cumulative cashflow at scenario level | ### `INettedMeasures` Combines exposure vectors and inframarginal exposure for the netted measure family. `INettedMeasures` extends `IExposureMeasures` and `IInframarginalExposureMeasures`, providing: * Exposure vector accessors via the inherited `exposureVectorsMeasures()`. * Inframarginal exposure vector accessors via the inherited `inframarginalExposureVectorsMeasures()`. `INettedMeasures` has no own-method accessors beyond the inherited groups. ### `ICollateralizedMeasures` Groups all collateral-related measures. `ICollateralizedMeasures` is a generic interface where `A` is the per-algorithm measure type. | Accessor | Returns | Description | | - | - | - | | `independentAmountMeasures()` | `IIndependentAmountMeasures` | Independent amount measure | | `collateralizedExposuresByAlgoMeasures()` | `Map` | All per-algorithm exposure measures keyed by algorithm name | | `exposureMeasuresByAlgo(String algo)` | `A` | Collateralized exposure measures for the named algorithm | ### `INettingSetParametersMeasures` Provides typed accessors for the netting-agreement (CSA and ISDA) parameters. The built-in parameters each have a dedicated accessor; configured, non-default parameters are reached by name through `additionalParameters(String)`. | Accessor | Returns | Description | | - | - | - | | `initialCollateral()` | `NamedCopperMeasure` | Initial collateral balance | | `bankThreshold()` / `cptyThreshold()` | `NamedCopperMeasure` | Bank-side / counterparty-side collateral threshold | | `bankMinTransferAmount()` / `cptyMinTransferAmount()` | `NamedCopperMeasure` | Bank-side / counterparty-side minimum transfer amount | | `bankHoldingPeriod()` / `cptyHoldingPeriod()` | `NamedCopperMeasure` | Bank-side / counterparty-side margin period of risk, in days | | `bankIndependentAmount()`, `bankScaleFactor()`, `bankFloor()` | `NamedCopperMeasure` | Bank-side independent amount constant, scale factor, and floor | | `cptyIndependentAmount()`, `cptyScaleFactor()`, `cptyFloor()` | `NamedCopperMeasure` | Counterparty-side independent amount constant, scale factor, and floor | | `hairCut()` | `NamedCopperMeasure` | Haircut scale factor applied to exposure values | | `parametersCurrency()` | `NamedCopperMeasure` | Currency of the CSA threshold and minimum-transfer-amount parameters | | `hasNettingAgreement()` | `NamedCopperMeasure` | Whether the netting set has an actual agreement (`false` for the default `N/A` id) | | `additionalParameters(String name)` | `NamedCopperMeasure` | Measure for a configured, non-default parameter, by its field name; throws `IllegalArgumentException` otherwise | ### `IIndependentAmountMeasures` Provides the independent amount measure. | Accessor | Returns | Description | | - | - | - | | `independentAmount()` | `NamedCopperMeasure` | Independent amount | ### `ICollateralizedExposureByAlgoMeasures` Provides exposure vectors, inframarginal vectors, and technical collateral measures for a specific collateral algorithm. `ICollateralizedExposureByAlgoMeasures` extends `IExposureMeasures` and `IInframarginalExposureMeasures`, providing: * Exposure vector accessors via the inherited `exposureVectorsMeasures()`. * Inframarginal exposure vector accessors via the inherited `inframarginalExposureVectorsMeasures()`. * Technical collateral measures via `techCollateralMeasures()`. | Accessor | Returns | Description | | - | - | - | | `techCollateralMeasures()` | `ITechCollateralMeasures` | Collateral balance vector, scenario-level balance, and raw collateral data points | ### `ITechCollateralMeasures` Provides internal technical collateral measures. | Accessor | Returns | Description | | - | - | - | | `collateralBalance()` | `NamedCopperMeasure` | Collateral balance vector | | `collateralBalanceScenarioLevel()` | `NamedCopperMeasure` | Scenario-level collateral balance | | `collateralDataPoints()` | `NamedCopperMeasure` | Raw collateral data points | ### `IInframarginalExposureMeasures` Base interface providing inframarginal exposure vector access. | Accessor | Returns | Description | | - | - | - | | `inframarginalExposureVectorsMeasures()` | `IExposureVectorMeasures` | Inframarginal exposure vectors | ### `IInframarginalExposureAndMetricsMeasures` Extends `IInframarginalExposureMeasures` with inframarginal metrics and incremental contributions. In addition to the inherited `inframarginalExposureVectorsMeasures()`, it provides: | Accessor | Returns | Description | | - | - | - | | `inframarginalExposureMetrics()` | `IExposureMetrics` | Inframarginal exposure metrics | | `incrementalContributions()` | `IExposureMetrics` | Incremental contribution metrics | ### `IExposureAndMetricsMeasures` Extends `IExposureMeasures` with exposure metrics. In addition to the inherited `exposureVectorsMeasures()`, it provides: | Accessor | Returns | Description | | - | - | - | | `exposureMetrics()` | `IExposureMetrics` | Scalar exposure metrics (PFE, EE, ENE, ES, scenario index and name) | ## Related pages * [Enums](/solutions/enterprise-risk-suite/1.0/libs/netting-set-analytics/reference/enums.md) * [Exposure measures](/solutions/enterprise-risk-suite/1.0/libs/netting-set-analytics/developer-guide/cube/exposure-measures.md) * [Exposure metrics](/solutions/enterprise-risk-suite/1.0/libs/netting-set-analytics/developer-guide/cube/exposure-metrics.md) * [Dimensions](/solutions/enterprise-risk-suite/1.0/libs/netting-set-analytics/developer-guide/cube/dimensions.md)