List VaR run information for a portfolio and pricing date.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core",
  "report_name": "Daily risk overview",
  "reporting_currency": "USD",
  "market_data_environment_names": [
    "<string>"
  ],
  "portfolio_name": "Example portfolio",
  "pricing_date": "2023-11-07T05:31:56Z",
  "portfolio_names": [
    "<string>"
  ],
  "pricing_dates": [
    "2023-11-07T05:31:56Z"
  ],
  "run_by_user_emails": [
    "<string>"
  ]
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos"

payload = {
    "$type": "Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core",
    "report_name": "Daily risk overview",
    "reporting_currency": "USD",
    "market_data_environment_names": ["<string>"],
    "portfolio_name": "Example portfolio",
    "pricing_date": "2023-11-07T05:31:56Z",
    "portfolio_names": ["<string>"],
    "pricing_dates": ["2023-11-07T05:31:56Z"],
    "run_by_user_emails": ["<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.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core',
    report_name: 'Daily risk overview',
    reporting_currency: 'USD',
    market_data_environment_names: ['<string>'],
    portfolio_name: 'Example portfolio',
    pricing_date: '2023-11-07T05:31:56Z',
    portfolio_names: ['<string>'],
    pricing_dates: ['2023-11-07T05:31:56Z'],
    run_by_user_emails: ['<string>']
  })
};

fetch('https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core',
    'report_name' => 'Daily risk overview',
    'reporting_currency' => 'USD',
    'market_data_environment_names' => [
        '<string>'
    ],
    'portfolio_name' => 'Example portfolio',
    'pricing_date' => '2023-11-07T05:31:56Z',
    'portfolio_names' => [
        '<string>'
    ],
    'pricing_dates' => [
        '2023-11-07T05:31:56Z'
    ],
    'run_by_user_emails' => [
        '<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/VarReport/GetReportInfos"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core\",\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_names\": [\n    \"<string>\"\n  ],\n  \"pricing_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"run_by_user_emails\": [\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/VarReport/GetReportInfos")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core\",\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_names\": [\n    \"<string>\"\n  ],\n  \"pricing_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"run_by_user_emails\": [\n    \"<string>\"\n  ]\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos")

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.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core\",\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_names\": [\n    \"<string>\"\n  ],\n  \"pricing_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"run_by_user_emails\": [\n    \"<string>\"\n  ]\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.Reports.ApiGetVarReportInfosResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "report_infos": [
    {
      "$type": "Derivitec.Web.Core.Reports.VarReportInfo, Derivitec.Web.Core",
      "confidence_level": 123,
      "first_observation_date": "2023-11-07T05:31:56Z",
      "historical_start_date_rule": "<string>",
      "id": "<string>",
      "mkt_data_date": "2023-11-07T05:31:56Z",
      "portfolio_id": 123,
      "portfolio_name": "<string>",
      "pricing_date": "2023-11-07T05:31:56Z",
      "real_time_mkt_data": true,
      "reporting_currency": "<string>",
      "report_name": "<string>",
      "report_definition_id": "<string>",
      "status": "none",
      "status_message": "<string>",
      "time_stamp": "2023-11-07T05:31:56Z",
      "var_horizon": 123,
      "portfolio_type": "derivitec",
      "market_data_provider_ids": [
        "<string>"
      ],
      "market_data_environment_names": [
        "<string>"
      ],
      "weighting_var_definition": {
        "$type": "Derivitec.Web.Core.Reports.WeightingVarDefinition, Derivitec.Web.Core",
        "active": true,
        "window_length": 123,
        "decay_period": 123,
        "scheme": "exponentially_weighted"
      },
      "last_observation_date": "2023-11-07T05:31:56Z",
      "historical_end_date_rule": "<string>",
      "portfolio_date_time": "2023-11-07T05:31:56Z"
    }
  ]
}

List VaR run information for a portfolio and pricing date.

Uses PortfolioNames and PricingDates when those lists are non-empty; otherwise it uses the singular portfolio name and pricing date. If every selected portfolio name is empty, the operation returns an unsuccessful response without querying report information. Empty names mixed with valid names are omitted without a warning, and the result reflects only the valid names. Results may contain both run information and messages, with no atomicity or ordering guarantee. This versioned action is deprecated and does not declare a replacement route.

POST

api

VarReport

GetReportInfos

List VaR run information for a portfolio and pricing date.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core",
  "report_name": "Daily risk overview",
  "reporting_currency": "USD",
  "market_data_environment_names": [
    "<string>"
  ],
  "portfolio_name": "Example portfolio",
  "pricing_date": "2023-11-07T05:31:56Z",
  "portfolio_names": [
    "<string>"
  ],
  "pricing_dates": [
    "2023-11-07T05:31:56Z"
  ],
  "run_by_user_emails": [
    "<string>"
  ]
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos"

payload = {
    "$type": "Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core",
    "report_name": "Daily risk overview",
    "reporting_currency": "USD",
    "market_data_environment_names": ["<string>"],
    "portfolio_name": "Example portfolio",
    "pricing_date": "2023-11-07T05:31:56Z",
    "portfolio_names": ["<string>"],
    "pricing_dates": ["2023-11-07T05:31:56Z"],
    "run_by_user_emails": ["<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.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core',
    report_name: 'Daily risk overview',
    reporting_currency: 'USD',
    market_data_environment_names: ['<string>'],
    portfolio_name: 'Example portfolio',
    pricing_date: '2023-11-07T05:31:56Z',
    portfolio_names: ['<string>'],
    pricing_dates: ['2023-11-07T05:31:56Z'],
    run_by_user_emails: ['<string>']
  })
};

fetch('https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core',
    'report_name' => 'Daily risk overview',
    'reporting_currency' => 'USD',
    'market_data_environment_names' => [
        '<string>'
    ],
    'portfolio_name' => 'Example portfolio',
    'pricing_date' => '2023-11-07T05:31:56Z',
    'portfolio_names' => [
        '<string>'
    ],
    'pricing_dates' => [
        '2023-11-07T05:31:56Z'
    ],
    'run_by_user_emails' => [
        '<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/VarReport/GetReportInfos"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core\",\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_names\": [\n    \"<string>\"\n  ],\n  \"pricing_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"run_by_user_emails\": [\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/VarReport/GetReportInfos")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core\",\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_names\": [\n    \"<string>\"\n  ],\n  \"pricing_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"run_by_user_emails\": [\n    \"<string>\"\n  ]\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/VarReport/GetReportInfos")

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.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core\",\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_names\": [\n    \"<string>\"\n  ],\n  \"pricing_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"run_by_user_emails\": [\n    \"<string>\"\n  ]\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.Reports.ApiGetVarReportInfosResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "report_infos": [
    {
      "$type": "Derivitec.Web.Core.Reports.VarReportInfo, Derivitec.Web.Core",
      "confidence_level": 123,
      "first_observation_date": "2023-11-07T05:31:56Z",
      "historical_start_date_rule": "<string>",
      "id": "<string>",
      "mkt_data_date": "2023-11-07T05:31:56Z",
      "portfolio_id": 123,
      "portfolio_name": "<string>",
      "pricing_date": "2023-11-07T05:31:56Z",
      "real_time_mkt_data": true,
      "reporting_currency": "<string>",
      "report_name": "<string>",
      "report_definition_id": "<string>",
      "status": "none",
      "status_message": "<string>",
      "time_stamp": "2023-11-07T05:31:56Z",
      "var_horizon": 123,
      "portfolio_type": "derivitec",
      "market_data_provider_ids": [
        "<string>"
      ],
      "market_data_environment_names": [
        "<string>"
      ],
      "weighting_var_definition": {
        "$type": "Derivitec.Web.Core.Reports.WeightingVarDefinition, Derivitec.Web.Core",
        "active": true,
        "window_length": 123,
        "decay_period": 123,
        "scheme": "exponentially_weighted"
      },
      "last_observation_date": "2023-11-07T05:31:56Z",
      "historical_end_date_rule": "<string>",
      "portfolio_date_time": "2023-11-07T05:31:56Z"
    }
  ]
}

Authorizations

Authorization

string

header

required

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

Body

The body containing singular PortfolioName and PricingDate, legacy PortfolioNames and PricingDates lists (empty by default), optional PortfolioType, and RunByUserEmails (empty by default).

Current singular and legacy plural portfolio and pricing-date selectors, plus run-user selectors, for listing report-run summaries.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.Reports.ApiGetReportInfosRequest, Derivitec.Web.Core

report_name

string | null

Organisation-scoped name of the report definition to use. The value must not be null or empty.

Example:

"Daily risk overview"

reporting_currency

string | null

Currency in which report values are expressed. When null, the service uses the caller's configured reporting currency or USD.

Example:

"USD"

market_data_environment_names

string[] | null

Names of market-data environments to use for the report. The list is empty by default.

portfolio_name

string | null

Name of the portfolio to select. The value must not be null or empty.

Example:

"Example portfolio"

portfolio_type

enum<string> | null

Portfolio category used to resolve the requested portfolio. It may be omitted when the portfolio name resolves unambiguously.

Available options:

derivitec,

enfusion,

orchestrade,

liquidity_book,

maia,

fund_studio,

not_set

pricing_date

string<date-time>

Date used to price positions for the report; no time-zone convention is established by this contract.

portfolio_names

string[] | null

deprecated

Obsolete plural portfolio-name selector retained for compatibility; use the singular PortfolioName selection.

pricing_dates

string<date-time>[] | null

deprecated

Obsolete plural pricing-date selector retained for compatibility; use PricingDate instead.

run_by_user_emails

string[] | null

User email addresses used to select matching report-run summaries.

Response

Returns combined VaR run information and messages for the selected portfolios and pricing dates.

Response envelope containing VaR report-run summaries.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.Reports.ApiGetVarReportInfosResponse, 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.

report_infos

object[] | null

Report-run summaries matching the request selectors.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

List VaR run information for a portfolio and pricing date.

Authorizations

Body

Response