Portfolio

Download sample file: portfolio.tsv

This file provides Portfolio attributes. Portfolios are used as netting sets in the calculations.

Field Key Null FieldType Description Example
AsOfDate Y N String with format ‘YYYY-MM-DD’ Risk value date 2019-12-05
PortfolioId Y N String Unique netting set identifier CSA_US_JP_33948
BaseCcy N Y ISO currency code for the netting set’s base currency Trade date USD
PostCalculationCcy N Y String ISO currency code for the netting set’s post risk currency - fx delta will be filtered out USD
CollectCalculationCcy N Y String ISO currency code for the netting set’s post risk currency - fx delta will be filtered out USD

See also