What-If REST endpoints

Supported What-If Operations

Endpoint: /whatif/supported
Method : GET
Example endpoint: http://localhost:10010/mr-application/services/rest/v3/whatif/supported

Result is a serialized array of SupportedWhatIfOperationDTOs

Example Result:

{
    "status": "success",
    "data": [
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenarios].[Scenario]",
                    "name": "Scenario",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Offset",
                    "type": "int",
                    "optional": true,
                    "main": false
                },
                {
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "Roll over",
            "type": "PNL_VECTOR_ROLLOVER",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-vector-substitution"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "PnL Scaling",
            "type": "PNL_VECTOR_SCALING",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-vector-scaling"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenarios].[Scenario]",
                    "name": "Scenario",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "PnL Scenario Scaling",
            "type": "PNL_VECTOR_SCENARIO_SCALING",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-scenario-scaling"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Books].[Book]",
                    "name": "Book",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "PnL Book Scaling",
            "type": "PNL_VECTOR_BOOK_SCALING",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-book-scaling"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Books].[Book]",
                    "name": "Book",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "Delta Book Scaling",
            "type": "DELTA_BOOK_SCALING",
            "cube": "Sensitivity Cube",
            "stores": [
                "TradeSensitivities"
            ],
            "endpoint": "whatif/delta-book-scaling"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Books].[Book]",
                    "name": "Book",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "Delta Book Addon",
            "type": "DELTA_BOOK_ADDON",
            "cube": "Sensitivity Cube",
            "stores": [
                "TradeSensitivities"
            ],
            "endpoint": "whatif/delta-book-addon"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "Roll over",
            "type": "DELTA_ROLLOVER",
            "cube": "Sensitivity Cube",
            "stores": [
                "TradeSensitivities"
            ],
            "endpoint": "whatif/delta-vector-substitution"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "Delta Scaling",
            "type": "DELTA_SCALING",
            "cube": "Sensitivity Cube",
            "stores": [
                "TradeSensitivities"
            ],
            "endpoint": "whatif/delta-vector-addon"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenarios].[Scenario]",
                    "name": "Scenario",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "PnL Scenario Addon",
            "type": "PNL_VECTOR_SCENARIO_ADDON",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-scenario-addon"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "Delta Addon",
            "type": "DELTA_ADD_ON",
            "cube": "Sensitivity Cube",
            "stores": [
                "TradeSensitivities"
            ],
            "endpoint": "whatif/delta-vector-addon"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Books].[Book]",
                    "name": "Book",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "PnL Book Addon",
            "type": "PNL_VECTOR_BOOK_ADDON",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-book-addon"
        },
        {
            "filters": [
                {
                    "levelPath": "[Epoch].[Epoch].[Branch]",
                    "name": "Branch",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Risk Factors].[RiskFactor]",
                    "name": "RiskFactorId",
                    "type": "string",
                    "optional": true,
                    "main": true
                },
                {
                    "levelPath": "[Dates].[Date].[AsOfDate]",
                    "name": "AsOfDate",
                    "type": "localDate[yyyy-MM-dd]",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[CalculationIds].[CalculationId]",
                    "name": "CalculationId",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Risk].[Scenario Sets].[Scenario Set]",
                    "name": "Scenario Set",
                    "type": "string",
                    "optional": false,
                    "main": true
                },
                {
                    "levelPath": "[Booking].[Trades].[TradeId]",
                    "name": "TradeId",
                    "type": "string",
                    "optional": false,
                    "main": true
                }
            ],
            "input": [
                {
                    "name": "Values",
                    "type": "double",
                    "optional": false,
                    "main": true
                }
            ],
            "name": "PnL Addon",
            "type": "PNL_VECTOR_ADDON",
            "cube": "VaR-ES Cube",
            "stores": [
                "TradePnLs"
            ],
            "endpoint": "whatif/pnl-vector-addon"
        }
    ]
}

What-If Execution Services

VaR-ES Cube Scenario Add-on

  • URL: whatif/pnl-scenario-addon
  • Sample input:
{
  "key" : "DELTA_BOOK_ADDON",
  "user" : "User",
  "filters" : [ {
    "name" : "CalculationId",
    "value" : "calculationId"
  }, {
    "name" : "Scenario",
    "value" : "scenario1"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "20.0"
  } ],
  "toBranch" : "branch1"
}

VaR-ES Cube Scenario Scaling

  • URL: whatif/pnl-scenario-scaling
  • Sample input:
{
  "key" : "DELTA_BOOK_SCALING",
  "user" : "User",
  "filters" : [ {
    "name" : "CalculationId",
    "value" : "calculationId"
  }, {
    "name" : "Scenario",
    "value" : "scenario1"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "1.1"
  } ],
  "toBranch" : "branch1"
}

VaR-ES Cube Book Add-on

  • URL: whatif/pnl-book-addon
  • Sample input:
{
  "key" : "PNL_VECTOR_BOOK_ADDON",
  "user" : "User",
  "filters" : [ {
    "name" : "Book",
    "value" : "Book"
  }, {
    "name" : "CalculationId",
    "value" : "calculation"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "20.0"
  } ],
  "toBranch" : "branch1"
}

VaR-ES Cube Book Scaling

  • URL: whatif/pnl-book-scaling
  • Sample input:
{
  "key" : "PNL_VECTOR_BOOK_SCALING",
  "user" : "User",
  "filters" : [ {
    "name" : "Book",
    "value" : "Book"
  }, {
    "name" : "CalculationId",
    "value" : "calculation"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "1.1"
  } ],
  "toBranch" : "branch1"
}

VaR-ES Cube Trade Add-on

  • URL: whatif/pnl-vector-addon
  • Sample input:
{
  "key" : "PNL_VECTOR_ADDON",
  "user" : "User",
  "filters" : [ {
    "name" : "CalculationId",
    "value" : "calculation"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "20.0"
  } ],
  "toBranch" : "branch1"
}

VaR-ES Cube Trade Scaling

  • URL: whatif/pnl-vector-scaling
  • Sample input:
{
  "key" : "PNL_VECTOR_SCALING",
  "user" : "User",
  "filters" : [ {
    "name" : "CalculationId",
    "value" : "calculation"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "1.1"
  } ],
  "toBranch" : "branch1"
}

VaR-ES Cube Roll-over

  • URL: whatif/pnl-vector-substitution
  • Sample input:
{
  "key" : "PNL_VECTOR_ROLLOVER",
  "user" : "User",
  "filters" : [ {
    "name" : "CalculationId",
    "value" : "calculationId"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "Scenario Set",
    "value" : "Historical"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "AsOfDate",
    "value" : "2018-01-29"
  }, {
    "name" : "Offset",
    "value" : "0"
  } ],
  "toBranch" : "branch1"
}

Sensitivity Cube Delta Book Add-on

  • URL: whatif/delta-book-addon
  • Sample input:
{
  "key" : "DELTA_BOOK_ADDON",
  "user" : "User",
  "filters" : [ {
    "name" : "Book",
    "value" : "book"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "20.0"
  } ],
  "toBranch" : "branch1"
}

Sensitivity Cube Delta Book Scaling

  • URL: whatif/delta-book-scaling
  • Sample input:
{
  "key" : "DELTA_BOOK_SCALING",
  "user" : "User",
  "filters" : [ {
    "name" : "Book",
    "value" : "book"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "1.1"
  } ],
  "toBranch" : "branch1"
}

Sensitivity Cube Delta Add-on

  • URL: whatif/delta-vector-addon
  • Sample input:
{
  "key" : "DELTA_ADD_ON",
  "user" : "User",
  "filters" : [ {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "20.0"
  } ],
  "toBranch" : "branch1"
}

Sensitivity Cube Delta Scaling

  • URL: whatif/delta-vector-scaling
  • Sample input:
{
  "key" : "DELTA_SCALING",
  "user" : "User",
  "filters" : [ {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "Values",
    "value" : "1.1"
  } ],
  "toBranch" : "branch1"
}

Sensitivity Cube Delta Roll-over

  • URL: whatif/delta-vector-substitution
  • Sample input:
{
  "key" : "DELTA_ROLLOVER",
  "user" : "user",
  "filters" : [ {
    "name" : "TradeId",
    "value" : "trade1"
  }, {
    "name" : "Branch",
    "value" : "master"
  }, {
    "name" : "AsOfDate",
    "value" : "2018-01-30"
  }, {
    "name" : "RiskFactorId",
    "value" : "riskFactor"
  } ],
  "input" : [ {
    "name" : "AsOfDate",
    "value" : "2018-01-29"
  } ],
  "toBranch" : "branch1"
}