SignOff REST endpoints
Supported Adjustments
Endpoint: /adjustments/supported/<_server_name_>
Method : GET
Example endpoint: http://localhost:9090/adjustments/supported/MR
Result is a serialized array of SupportedAdjustmentDTOs
read more about this DTO
Example Result:
[
{
"name": "Add-on",
"type": "SENSI_ADD_ON",
"factLevel": true,
"cube": "Sensitivity Cube",
"stores": [
"TradeSensitivities"
],
"filters": [
{
"name": "RiskFactorId2",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Risk Factors Secondary].[RiskFactor2]"
},
{
"name": "Ccy",
"type": "string",
"optional": false,
"levelPath": "[Currencies].[Currencies].[Ccy]"
},
{
"name": "MaturityLabels",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Maturities].[Maturity]"
},
{
"name": "TenorDates",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Tenor Dates].[Tenor Date]"
},
{
"name": "TenorLabels",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Tenors].[Tenor]"
},
{
"name": "SensitivityName",
"type": "string",
"optional": false,
"levelPath": "[Sensitivities].[Sensitivity].[SensitivityName]"
},
{
"name": "RiskFactorId",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Risk Factors].[RiskFactor]"
},
{
"name": "AsOfDate",
"type": "localDate[yyyy-MM-dd]",
"optional": false,
"levelPath": "[Dates].[Date].[AsOfDate]"
},
{
"name": "Moneyness",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Moneyness].[Moneyness]"
},
{
"name": "TradeId",
"type": "string",
"optional": false,
"levelPath": "[Booking].[Trades].[TradeId]"
},
{
"name": "MaturityDates",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Maturity Dates].[Maturity Date]"
}
],
"measures": [
"CrossGamma Native",
"Cash Native",
"Dividend Quantity",
"Gamma Native",
"Theta Native",
"Delta Native",
"Volga Native",
"Vega Native",
"Vanna Native"
],
"input": [
{
"name": "Values",
"type": "double",
"optional": false,
"main": true
}
]
},
{
"name": "Add-on",
"type": "PNL_ADD_ON",
"factLevel": true,
"cube": "PLCube",
"stores": [
"PnL"
],
"filters": [
{
"name": "Ccy",
"type": "string",
"optional": false,
"levelPath": "[Currencies].[Currencies].[Ccy]"
},
{
"name": "RiskFactor",
"type": "string",
"optional": false,
"levelPath": "[Risk].[Risk Factors].[RiskFactor]"
},
{
"name": "AsOfDate",
"type": "localDate[yyyy-MM-dd]",
"optional": false,
"levelPath": "[Dates].[Date].[AsOfDate]"
},
{
"name": "Type",
"type": "string",
"optional": false,
"levelPath": "[PnL].[Types].[Type]"
},
{
"name": "TradeId",
"type": "string",
"optional": false,
"levelPath": "[Booking].[Trades].[TradeId]"
}
],
"measures": [
"DTD PnL Native"
],
"input": [
{
"name": "Daily",
"type": "double",
"optional": false,
"main": true
}
]
}
]
Adjustment Execution
Endpoint: /adjustments/request
Method : POST
Example endpoint: http://localhost:9090/adjustments/request
Body is a serialized AuditableAdjustmentRequestDTO
read more about this DTO
Example Body:
{
"serverName":"MR",
"type":"PNL_ADD_ON",
"user":"User",
"task":"Task",
"comment":"Test Comment",
"filters":[
{
"name":"AsOfDate",
"value":"2018-09-28"
},
{
"name":"TradeId",
"value":"CDS_Allegheny Energy 3cc00452"
},
{
"name":"Type",
"value":"Actual PL Attributed"
},
{
"name":"RiskFactor",
"value":"Allegheny Energy_Credit spread"
}
],
"measures":[
"DTD PnL Native"
],
"input":[
[
{
"name":"Daily",
"value":"10000.0"
}
]
]
}
Result is the execution ID
Example Result:
"PNL_ADD_ON_0"
Execution Status
Endpoint: /adjustments/status/<_server_name_>/<_execution_Id_>
Method : GET
Example endpoint: http://localhost:9090/adjustments/status/MR/PNL_ADD_ON_0
Result is a Status read more about this DTO
Example Result:
"REQUESTED"