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POST
Calculate requested risk measures for contracts.

Authorizations

Authorization
string
header
required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

JSON request with non-empty Contracts, non-null RiskMeasures (an empty list is not explicitly rejected), meaningful PricingDate and MarketDate, reporting currency, optional scenarios, overrides, model choice, realtime flags, index decomposition, pricing-environment identifier, and one unambiguous market-data environment selection.

Requests risk measures for supplied contract definitions.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForContractsRequest, Derivitec.Web.Core
provider_id
string | null

Opaque identifier of a single market-data provider to use instead of either environment-name option.

entity_access_type
enum<string>

Access classification associated with the selected market-data environment.

Available options:
view,
edit,
owner,
blocked
market_data_environment_names
string[] | null

Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.

market_data_environment_name
string | null

Single market-data environment name to use instead of market_data_environment_names or provider_id.

Example:

"Example market data"

risk_measures
object[] | null

Risk-measure definitions to evaluate for each requested tradable.

Common role for a named risk measure exposed through calculation and report contracts.

risk_scenarios
object[] | null

Additional scenarios under which the requested measures are evaluated; defaults to an empty list.

Names and describes a scenario supplied to a risk calculation.

pricing_date
string<date-time>

Valuation date for the requested risk measures.

market_date
string<date-time>

Date of the market data used by the calculation.

market_data_override
object

Optional market-data substitutions supplied with pricing, risk, or report calculations.

reporting_currency
string | null

Currency in which currency-denominated risk results are reported.

exclude_historically_derived_vol_surfaces
boolean

Whether historically derived volatility surfaces are excluded from the selected market data; defaults to false.

Example:

false

use_real_time_eq_spot
boolean

Whether real-time equity spot inputs are requested; defaults to false.

Example:

false

use_real_time_fx_spot
boolean

Whether real-time foreign-exchange spot inputs are requested; defaults to false.

Example:

false

consolidate_error_messages
boolean

Whether repeated calculation errors are consolidated in the response; defaults to true.

Example:

true

pricing_model_manager
object

Pricing-model configuration role accepted by calculation requests.

equity_indices_to_decompose
object[] | null

Equity-index identifiers paired with flags that control whether each index is decomposed for this calculation.

pricing_environment_name
string | null

Optional accessible pricing-environment name; when supplied, it selects the environment in place of pricing_environment_id.

pricing_environment_id
string | null

Optional identifier of the pricing environment; used when no name is supplied.

contracts
object[] | null

Contract definitions for which risk is calculated.

Polymorphic base role shared by public contract definitions.

include_contract_data_in_response
boolean

Whether each returned risk row includes its contract definition; defaults to true.

Example:

true

Response

Returns risk results and global or contract-specific errors. Any error sets aggregate IsSuccess to false.

Returns risk results and calculation diagnostics.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.RiskEngine.ApiCalculateRiskResponse, Derivitec.Web.Core
is_success
boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages
string[] | null

Messages explaining operation-level failures. The collection is empty by default.

result
object

Collects risk rows and diagnostics for one risk-calculation request.