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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