curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": [
"<string>"
],
"market_data_environment_name": "Example market data",
"risk_measures": [
{
"$type": "Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core",
"tenors": [
"<string>"
],
"shock_size": 123,
"use_proportional_shocks": true,
"use_forward_rate_bumps": true,
"use_contract_currency": true
}
],
"risk_scenarios": [
{
"$type": "Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core",
"scenario_description": "<string>",
"scenario_name": "<string>"
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"market_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"exclude_historically_derived_vol_surfaces": false,
"use_real_time_eq_spot": false,
"use_real_time_fx_spot": false,
"consolidate_error_messages": true,
"pricing_model_manager": {
"$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core"
},
"equity_indices_to_decompose": [
{
"key": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"value": true
}
],
"pricing_environment_name": "<string>",
"pricing_environment_id": "<string>",
"tradable_ids": [
"<string>"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds"
payload = {
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": ["<string>"],
"market_data_environment_name": "Example market data",
"risk_measures": [
{
"$type": "Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core",
"tenors": ["<string>"],
"shock_size": 123,
"use_proportional_shocks": True,
"use_forward_rate_bumps": True,
"use_contract_currency": True
}
],
"risk_scenarios": [
{
"$type": "Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core",
"scenario_description": "<string>",
"scenario_name": "<string>"
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"market_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"exclude_historically_derived_vol_surfaces": False,
"use_real_time_eq_spot": False,
"use_real_time_fx_spot": False,
"consolidate_error_messages": True,
"pricing_model_manager": { "$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core" },
"equity_indices_to_decompose": [
{
"key": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"value": True
}
],
"pricing_environment_name": "<string>",
"pricing_environment_id": "<string>",
"tradable_ids": ["<string>"]
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core',
provider_id: '<string>',
market_data_environment_names: ['<string>'],
market_data_environment_name: 'Example market data',
risk_measures: [
{
$type: 'Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core',
tenors: ['<string>'],
shock_size: 123,
use_proportional_shocks: true,
use_forward_rate_bumps: true,
use_contract_currency: true
}
],
risk_scenarios: [
{
$type: 'Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core',
scenario_description: '<string>',
scenario_name: '<string>'
}
],
pricing_date: '2023-11-07T05:31:56Z',
market_date: '2023-11-07T05:31:56Z',
reporting_currency: '<string>',
exclude_historically_derived_vol_surfaces: false,
use_real_time_eq_spot: false,
use_real_time_fx_spot: false,
consolidate_error_messages: true,
pricing_model_manager: {$type: 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'},
equity_indices_to_decompose: [
{
key: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
value: true
}
],
pricing_environment_name: '<string>',
pricing_environment_id: '<string>',
tradable_ids: ['<string>']
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core',
'provider_id' => '<string>',
'market_data_environment_names' => [
'<string>'
],
'market_data_environment_name' => 'Example market data',
'risk_measures' => [
[
'$type' => 'Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core',
'tenors' => [
'<string>'
],
'shock_size' => 123,
'use_proportional_shocks' => true,
'use_forward_rate_bumps' => true,
'use_contract_currency' => true
]
],
'risk_scenarios' => [
[
'$type' => 'Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core',
'scenario_description' => '<string>',
'scenario_name' => '<string>'
]
],
'pricing_date' => '2023-11-07T05:31:56Z',
'market_date' => '2023-11-07T05:31:56Z',
'reporting_currency' => '<string>',
'exclude_historically_derived_vol_surfaces' => false,
'use_real_time_eq_spot' => false,
'use_real_time_fx_spot' => false,
'consolidate_error_messages' => true,
'pricing_model_manager' => [
'$type' => 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'
],
'equity_indices_to_decompose' => [
[
'key' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'value' => true
]
],
'pricing_environment_name' => '<string>',
'pricing_environment_id' => '<string>',
'tradable_ids' => [
'<string>'
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"risk_measures\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core\",\n \"tenors\": [\n \"<string>\"\n ],\n \"shock_size\": 123,\n \"use_proportional_shocks\": true,\n \"use_forward_rate_bumps\": true,\n \"use_contract_currency\": true\n }\n ],\n \"risk_scenarios\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core\",\n \"scenario_description\": \"<string>\",\n \"scenario_name\": \"<string>\"\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"exclude_historically_derived_vol_surfaces\": false,\n \"use_real_time_eq_spot\": false,\n \"use_real_time_fx_spot\": false,\n \"consolidate_error_messages\": true,\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"equity_indices_to_decompose\": [\n {\n \"key\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"value\": true\n }\n ],\n \"pricing_environment_name\": \"<string>\",\n \"pricing_environment_id\": \"<string>\",\n \"tradable_ids\": [\n \"<string>\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"risk_measures\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core\",\n \"tenors\": [\n \"<string>\"\n ],\n \"shock_size\": 123,\n \"use_proportional_shocks\": true,\n \"use_forward_rate_bumps\": true,\n \"use_contract_currency\": true\n }\n ],\n \"risk_scenarios\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core\",\n \"scenario_description\": \"<string>\",\n \"scenario_name\": \"<string>\"\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"exclude_historically_derived_vol_surfaces\": false,\n \"use_real_time_eq_spot\": false,\n \"use_real_time_fx_spot\": false,\n \"consolidate_error_messages\": true,\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"equity_indices_to_decompose\": [\n {\n \"key\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"value\": true\n }\n ],\n \"pricing_environment_name\": \"<string>\",\n \"pricing_environment_id\": \"<string>\",\n \"tradable_ids\": [\n \"<string>\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"risk_measures\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core\",\n \"tenors\": [\n \"<string>\"\n ],\n \"shock_size\": 123,\n \"use_proportional_shocks\": true,\n \"use_forward_rate_bumps\": true,\n \"use_contract_currency\": true\n }\n ],\n \"risk_scenarios\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core\",\n \"scenario_description\": \"<string>\",\n \"scenario_name\": \"<string>\"\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"exclude_historically_derived_vol_surfaces\": false,\n \"use_real_time_eq_spot\": false,\n \"use_real_time_fx_spot\": false,\n \"consolidate_error_messages\": true,\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"equity_indices_to_decompose\": [\n {\n \"key\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"value\": true\n }\n ],\n \"pricing_environment_name\": \"<string>\",\n \"pricing_environment_id\": \"<string>\",\n \"tradable_ids\": [\n \"<string>\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateRiskResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"result": {
"$type": "Derivitec.Web.Core.RiskEngine.RiskCalculationResult, Derivitec.Web.Core",
"error_message": "<string>",
"error_messages": [
"<string>"
],
"error_messages_by_security_id": {},
"market_data_error_summary": {
"$type": "Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core",
"bond_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"bond_short_name": "<string>"
}
],
"bond_yield_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"issuer_id": "<string>",
"debt_type": "<string>",
"issuer_name": "<string>"
}
],
"bond_yield_curve_spread_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveSpreadError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"isin": "<string>"
}
],
"credit_event_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"default_date": "<string>"
}
],
"calendar_errors": [
"<string>"
],
"cmdty_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"commodity_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"credit_index_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"index_id": "<string>",
"index_name": "<string>"
}
],
"credit_swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"credit_id": "<string>",
"name": "<string>"
}
],
"discount_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>"
}
],
"equity_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>",
"asset_x_ignite_code": "<string>",
"asset_edi_code": "<string>",
"notes": "<string>"
}
],
"equity_equity_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset1_id": "<string>",
"asset1_name": "<string>",
"asset2_id": "<string>",
"asset2_name": "<string>"
}
],
"equity_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_asset_id": "<string>",
"eq_asset_name": "<string>",
"fx_cross_id": "<string>"
}
],
"eq_ir_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EqIRCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>",
"equity_name": "<string>",
"fixing_instrument_id": "<string>"
}
],
"fx_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross1_id": "<string>",
"fx_cross1_name": "<string>",
"fx_cross2_id": "<string>",
"fx_cross2_name": "<string>"
}
],
"equity_vol_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_name": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>"
}
],
"equity_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_of_var_index_id": "<string>",
"eq_vol_of_var_index_ric": "<string>"
}
],
"dividend_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_name": "<string>",
"dividend_index_ric": "<string>"
}
],
"dividend_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_ric": "<string>",
"futures_expiry_code": "<string>"
}
],
"fx_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_vol_of_var_index_id": "<string>",
"fx_vol_of_var_index_ric": "<string>"
}
],
"fx_cross_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"fx_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"andersen_buffum_parameters_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>"
}
],
"ir_futures_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"name": "<string>"
}
],
"rate_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core",
"message": "<string>",
"rate_asset_id": "<string>",
"reference_date": "<string>"
}
],
"recovery_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>",
"debt_type": "<string>"
}
],
"probability_of_default_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.ProbabilityOfDefaultError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"amortisation_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AmortisationRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"survival_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"debt_type": "<string>",
"default_type": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>"
}
],
"swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"rate_asset_id": "<string>"
}
]
},
"risk_results": [
{
"$type": "Derivitec.Web.Core.RiskEngine.RiskResult, Derivitec.Web.Core",
"bond_issuer": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"contract": {
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"business_day_convention": "actual",
"calendar_name": "<string>",
"coupon_rate": 123,
"day_count_convention": "actual_actual_icma",
"end_stub": "none",
"end_to_end": true,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"start_stub": "none",
"initial_fx_rate": 123
},
"currency": "<string>",
"curve_name": "<string>",
"equity_asset": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"error_message": "<string>",
"fx_pair": "<string>",
"measure_id": "<string>",
"rate_asset_id": "<string>",
"scenario_key": "<string>",
"tenor": "<string>",
"tenor_name": "<string>",
"tradable_id": "<string>",
"unit_value": "<string>",
"unit_value_currency": "<string>",
"unit_value_is_valid": true
}
]
}
}Calculate risk for tradable identifiers.
Calculates requested measures and scenarios for existing tradable identifiers. Global and identifier-specific errors use the same payload conventions as the contract-risk operation. This synchronous, read-only operation has a configurable RiskCalculationRequest:Timeout deadline: 165 seconds by default and at most 170 seconds. If the deadline expires, HTTP 200 contains IsSuccess = false and the error “Risk calculation exceeded the application deadline. Reduce the request size and retry.”
curl --request POST \
--url https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": [
"<string>"
],
"market_data_environment_name": "Example market data",
"risk_measures": [
{
"$type": "Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core",
"tenors": [
"<string>"
],
"shock_size": 123,
"use_proportional_shocks": true,
"use_forward_rate_bumps": true,
"use_contract_currency": true
}
],
"risk_scenarios": [
{
"$type": "Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core",
"scenario_description": "<string>",
"scenario_name": "<string>"
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"market_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"exclude_historically_derived_vol_surfaces": false,
"use_real_time_eq_spot": false,
"use_real_time_fx_spot": false,
"consolidate_error_messages": true,
"pricing_model_manager": {
"$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core"
},
"equity_indices_to_decompose": [
{
"key": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"value": true
}
],
"pricing_environment_name": "<string>",
"pricing_environment_id": "<string>",
"tradable_ids": [
"<string>"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds"
payload = {
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": ["<string>"],
"market_data_environment_name": "Example market data",
"risk_measures": [
{
"$type": "Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core",
"tenors": ["<string>"],
"shock_size": 123,
"use_proportional_shocks": True,
"use_forward_rate_bumps": True,
"use_contract_currency": True
}
],
"risk_scenarios": [
{
"$type": "Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core",
"scenario_description": "<string>",
"scenario_name": "<string>"
}
],
"pricing_date": "2023-11-07T05:31:56Z",
"market_date": "2023-11-07T05:31:56Z",
"reporting_currency": "<string>",
"exclude_historically_derived_vol_surfaces": False,
"use_real_time_eq_spot": False,
"use_real_time_fx_spot": False,
"consolidate_error_messages": True,
"pricing_model_manager": { "$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core" },
"equity_indices_to_decompose": [
{
"key": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"value": True
}
],
"pricing_environment_name": "<string>",
"pricing_environment_id": "<string>",
"tradable_ids": ["<string>"]
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core',
provider_id: '<string>',
market_data_environment_names: ['<string>'],
market_data_environment_name: 'Example market data',
risk_measures: [
{
$type: 'Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core',
tenors: ['<string>'],
shock_size: 123,
use_proportional_shocks: true,
use_forward_rate_bumps: true,
use_contract_currency: true
}
],
risk_scenarios: [
{
$type: 'Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core',
scenario_description: '<string>',
scenario_name: '<string>'
}
],
pricing_date: '2023-11-07T05:31:56Z',
market_date: '2023-11-07T05:31:56Z',
reporting_currency: '<string>',
exclude_historically_derived_vol_surfaces: false,
use_real_time_eq_spot: false,
use_real_time_fx_spot: false,
consolidate_error_messages: true,
pricing_model_manager: {$type: 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'},
equity_indices_to_decompose: [
{
key: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
value: true
}
],
pricing_environment_name: '<string>',
pricing_environment_id: '<string>',
tradable_ids: ['<string>']
})
};
fetch('https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core',
'provider_id' => '<string>',
'market_data_environment_names' => [
'<string>'
],
'market_data_environment_name' => 'Example market data',
'risk_measures' => [
[
'$type' => 'Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core',
'tenors' => [
'<string>'
],
'shock_size' => 123,
'use_proportional_shocks' => true,
'use_forward_rate_bumps' => true,
'use_contract_currency' => true
]
],
'risk_scenarios' => [
[
'$type' => 'Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core',
'scenario_description' => '<string>',
'scenario_name' => '<string>'
]
],
'pricing_date' => '2023-11-07T05:31:56Z',
'market_date' => '2023-11-07T05:31:56Z',
'reporting_currency' => '<string>',
'exclude_historically_derived_vol_surfaces' => false,
'use_real_time_eq_spot' => false,
'use_real_time_fx_spot' => false,
'consolidate_error_messages' => true,
'pricing_model_manager' => [
'$type' => 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'
],
'equity_indices_to_decompose' => [
[
'key' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'value' => true
]
],
'pricing_environment_name' => '<string>',
'pricing_environment_id' => '<string>',
'tradable_ids' => [
'<string>'
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"risk_measures\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core\",\n \"tenors\": [\n \"<string>\"\n ],\n \"shock_size\": 123,\n \"use_proportional_shocks\": true,\n \"use_forward_rate_bumps\": true,\n \"use_contract_currency\": true\n }\n ],\n \"risk_scenarios\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core\",\n \"scenario_description\": \"<string>\",\n \"scenario_name\": \"<string>\"\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"exclude_historically_derived_vol_surfaces\": false,\n \"use_real_time_eq_spot\": false,\n \"use_real_time_fx_spot\": false,\n \"consolidate_error_messages\": true,\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"equity_indices_to_decompose\": [\n {\n \"key\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"value\": true\n }\n ],\n \"pricing_environment_name\": \"<string>\",\n \"pricing_environment_id\": \"<string>\",\n \"tradable_ids\": [\n \"<string>\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"risk_measures\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core\",\n \"tenors\": [\n \"<string>\"\n ],\n \"shock_size\": 123,\n \"use_proportional_shocks\": true,\n \"use_forward_rate_bumps\": true,\n \"use_contract_currency\": true\n }\n ],\n \"risk_scenarios\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core\",\n \"scenario_description\": \"<string>\",\n \"scenario_name\": \"<string>\"\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"exclude_historically_derived_vol_surfaces\": false,\n \"use_real_time_eq_spot\": false,\n \"use_real_time_fx_spot\": false,\n \"consolidate_error_messages\": true,\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"equity_indices_to_decompose\": [\n {\n \"key\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"value\": true\n }\n ],\n \"pricing_environment_name\": \"<string>\",\n \"pricing_environment_id\": \"<string>\",\n \"tradable_ids\": [\n \"<string>\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/Tradable/CalculateRiskForTradableIds")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"risk_measures\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.BorrowCurveDelta, Derivitec.Web.Core\",\n \"tenors\": [\n \"<string>\"\n ],\n \"shock_size\": 123,\n \"use_proportional_shocks\": true,\n \"use_forward_rate_bumps\": true,\n \"use_contract_currency\": true\n }\n ],\n \"risk_scenarios\": [\n {\n \"$type\": \"Derivitec.Web.Core.RiskEngine.RiskScenario, Derivitec.Web.Core\",\n \"scenario_description\": \"<string>\",\n \"scenario_name\": \"<string>\"\n }\n ],\n \"pricing_date\": \"2023-11-07T05:31:56Z\",\n \"market_date\": \"2023-11-07T05:31:56Z\",\n \"reporting_currency\": \"<string>\",\n \"exclude_historically_derived_vol_surfaces\": false,\n \"use_real_time_eq_spot\": false,\n \"use_real_time_fx_spot\": false,\n \"consolidate_error_messages\": true,\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"equity_indices_to_decompose\": [\n {\n \"key\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"value\": true\n }\n ],\n \"pricing_environment_name\": \"<string>\",\n \"pricing_environment_id\": \"<string>\",\n \"tradable_ids\": [\n \"<string>\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.RiskEngine.ApiCalculateRiskResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"result": {
"$type": "Derivitec.Web.Core.RiskEngine.RiskCalculationResult, Derivitec.Web.Core",
"error_message": "<string>",
"error_messages": [
"<string>"
],
"error_messages_by_security_id": {},
"market_data_error_summary": {
"$type": "Derivitec.Web.Core.MarketData.MarketDataErrorSummary, Derivitec.Web.Core",
"bond_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"bond_short_name": "<string>"
}
],
"bond_yield_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"issuer_id": "<string>",
"debt_type": "<string>",
"issuer_name": "<string>"
}
],
"bond_yield_curve_spread_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurveSpreadError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"isin": "<string>"
}
],
"credit_event_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEventError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"default_date": "<string>"
}
],
"calendar_errors": [
"<string>"
],
"cmdty_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"commodity_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"commodity_id": "<string>",
"commodity_name": "<string>"
}
],
"credit_index_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditIndexCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"index_id": "<string>",
"index_name": "<string>"
}
],
"credit_swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"credit_id": "<string>",
"name": "<string>"
}
],
"discount_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>"
}
],
"equity_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityAssetError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>",
"asset_x_ignite_code": "<string>",
"asset_edi_code": "<string>",
"notes": "<string>"
}
],
"equity_equity_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset1_id": "<string>",
"asset1_name": "<string>",
"asset2_id": "<string>",
"asset2_name": "<string>"
}
],
"equity_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_asset_id": "<string>",
"eq_asset_name": "<string>",
"fx_cross_id": "<string>"
}
],
"eq_ir_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EqIRCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>",
"equity_name": "<string>",
"fixing_instrument_id": "<string>"
}
],
"fx_fx_correlation_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxFxCorrelationError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross1_id": "<string>",
"fx_cross1_name": "<string>",
"fx_cross2_id": "<string>",
"fx_cross2_name": "<string>"
}
],
"equity_vol_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_name": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_index_id": "<string>",
"eq_vol_index_ric": "<string>"
}
],
"equity_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>",
"asset_ric": "<string>"
}
],
"equity_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"eq_vol_of_var_index_id": "<string>",
"eq_vol_of_var_index_ric": "<string>"
}
],
"dividend_index_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_name": "<string>",
"dividend_index_ric": "<string>"
}
],
"dividend_index_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"dividend_index_id": "<string>",
"dividend_index_ric": "<string>",
"futures_expiry_code": "<string>"
}
],
"fx_vol_of_var_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_vol_of_var_index_id": "<string>",
"fx_vol_of_var_index_ric": "<string>"
}
],
"fx_cross_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCrossError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"fx_vol_surface_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurfaceError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"fx_cross_id": "<string>"
}
],
"andersen_buffum_parameters_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AndersenBuffumParametersError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"equity_id": "<string>"
}
],
"ir_futures_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"futures_market_id": "<string>",
"name": "<string>"
}
],
"rate_asset_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAssetError, Derivitec.Web.Core",
"message": "<string>",
"rate_asset_id": "<string>",
"reference_date": "<string>"
}
],
"recovery_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.RecoveryRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"bond_id": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>",
"debt_type": "<string>"
}
],
"probability_of_default_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.ProbabilityOfDefaultError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"amortisation_rate_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.AmortisationRateError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"asset_id": "<string>"
}
],
"survival_curve_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurveError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"currency": "<string>",
"debt_type": "<string>",
"default_type": "<string>",
"issuer_id": "<string>",
"issuer_name": "<string>"
}
],
"swaption_vol_cube_errors": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCubeError, Derivitec.Web.Core",
"message": "<string>",
"reference_date": "<string>",
"rate_asset_id": "<string>"
}
]
},
"risk_results": [
{
"$type": "Derivitec.Web.Core.RiskEngine.RiskResult, Derivitec.Web.Core",
"bond_issuer": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"contract": {
"$type": "Derivitec.Web.Core.Tradables.Ascot, Derivitec.Web.Core",
"identifier": "<string>",
"currency": "<string>",
"expiration_date": "2023-11-07T05:31:56Z",
"asset_swap_spread": 123,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"business_day_convention": "actual",
"calendar_name": "<string>",
"coupon_rate": 123,
"day_count_convention": "actual_actual_icma",
"end_stub": "none",
"end_to_end": true,
"notional": 123,
"payment_lag": 123,
"period_str": "<string>",
"rate_asset_name": "<string>",
"roll_date": "2023-11-07T05:31:56Z",
"start_date": "2023-11-07T05:31:56Z",
"start_stub": "none",
"initial_fx_rate": 123
},
"currency": "<string>",
"curve_name": "<string>",
"equity_asset": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"error_message": "<string>",
"fx_pair": "<string>",
"measure_id": "<string>",
"rate_asset_id": "<string>",
"scenario_key": "<string>",
"tenor": "<string>",
"tenor_name": "<string>",
"tradable_id": "<string>",
"unit_value": "<string>",
"unit_value_currency": "<string>",
"unit_value_is_valid": true
}
]
}
}Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
JSON request with non-empty TradableIds and RiskMeasures, meaningful PricingDate and MarketDate, reporting currency, optional scenarios, overrides, model/realtime/index-decomposition/pricing-environment fields, and one unambiguous market-data environment selection.
Requests risk measures for previously stored tradables.
Derivitec.Web.Core.RiskEngine.ApiCalculateRiskForTradableIdsRequest, Derivitec.Web.Core Opaque identifier of a single market-data provider to use instead of either environment-name option.
Access classification associated with the selected market-data environment.
view, edit, owner, blocked Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.
Single market-data environment name to use instead of market_data_environment_names or provider_id.
"Example market data"
Risk-measure definitions to evaluate for each requested tradable.
Common role for a named risk measure exposed through calculation and report contracts.
- Option 1
- Option 2
- Option 3
- Option 4
- Option 5
- Option 6
- Option 7
- Option 8
- Option 9
- Option 10
- Option 11
- Option 12
- Option 13
- Option 14
- Option 15
- Option 16
- Option 17
- Option 18
- Option 19
- Option 20
- Option 21
- Option 22
- Option 23
- Option 24
- Option 25
- Option 26
- Option 27
- Option 28
- Option 29
- Option 30
- Option 31
- Option 32
- Option 33
- Option 34
- Option 35
- Option 36
- Option 37
- Option 38
- Option 39
- Option 40
- Option 41
- Option 42
- Option 43
- Option 44
- Option 45
- Option 46
- Option 47
- Option 48
- Option 49
- Option 50
- Option 51
- Option 52
- Option 53
- Option 54
- Option 55
- Option 56
- Option 57
- Option 58
- Option 59
- Option 60
- Option 61
- Option 62
- Option 63
- Option 64
- Option 65
- Option 66
- Option 67
- Option 68
- Option 69
Show child attributes
Show child attributes
Additional scenarios under which the requested measures are evaluated; defaults to an empty list.
Names and describes a scenario supplied to a risk calculation.
- Option 1
- Option 2
- Option 3
- Option 4
- Option 5
- Option 6
- Option 7
- Option 8
- Option 9
- Option 10
- Option 11
- Option 12
- Option 13
- Option 14
- Option 15
- Option 16
- Option 17
- Option 18
- Option 19
- Option 20
- Option 21
- Option 22
- Option 23
Show child attributes
Show child attributes
Valuation date for the requested risk measures.
Date of the market data used by the calculation.
Optional market-data substitutions supplied with pricing, risk, or report calculations.
Show child attributes
Show child attributes
Currency in which currency-denominated risk results are reported.
Whether historically derived volatility surfaces are excluded from the selected market data; defaults to false.
false
Whether real-time equity spot inputs are requested; defaults to false.
false
Whether real-time foreign-exchange spot inputs are requested; defaults to false.
false
Whether repeated calculation errors are consolidated in the response; defaults to true.
true
Pricing-model configuration role accepted by calculation requests.
- Option 1
- Option 2
Show child attributes
Show child attributes
Equity-index identifiers paired with flags that control whether each index is decomposed for this calculation.
Show child attributes
Show child attributes
Optional accessible pricing-environment name; when supplied, it selects the environment in place of pricing_environment_id.
Optional identifier of the pricing environment; used when no name is supplied.
Identifiers of the stored tradables to calculate.
Response
Returns risk results and global or identifier-specific errors.
Returns risk results and calculation diagnostics.
Derivitec.Web.Core.RiskEngine.ApiCalculateRiskResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Collects risk rows and diagnostics for one risk-calculation request.
Show child attributes
Show child attributes
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