Start a VaR report run for a portfolio.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReport/RunReport \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core",
  "id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
  "report_id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
  "run_date": "2023-11-07T05:31:56Z",
  "pricing_date": "2023-11-07T05:31:56Z",
  "market_date": "2023-11-07T05:31:56Z",
  "portfolio_date_time": "2023-11-07T05:31:56Z",
  "real_time_mkt_data": true,
  "run_date_is_today": true,
  "position_filter_name": "<string>",
  "position_filter": {
    "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
    "field": "<string>",
    "type": "<string>"
  },
  "report_name": "Daily risk overview",
  "reporting_currency": "USD",
  "market_data_environment_names": [
    "<string>"
  ],
  "portfolio_name": "Example portfolio",
  "confidence_level": 123,
  "first_observation_date": "2023-11-07T05:31:56Z",
  "historical_start_date_rule": "<string>",
  "last_observation_date": "2023-11-07T05:31:56Z",
  "historical_end_date_rule": "<string>",
  "horizon": 123
}
'

import requests

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

payload = {
    "$type": "Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core",
    "id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
    "report_id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
    "run_date": "2023-11-07T05:31:56Z",
    "pricing_date": "2023-11-07T05:31:56Z",
    "market_date": "2023-11-07T05:31:56Z",
    "portfolio_date_time": "2023-11-07T05:31:56Z",
    "real_time_mkt_data": True,
    "run_date_is_today": True,
    "position_filter_name": "<string>",
    "position_filter": {
        "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
        "field": "<string>",
        "type": "<string>"
    },
    "report_name": "Daily risk overview",
    "reporting_currency": "USD",
    "market_data_environment_names": ["<string>"],
    "portfolio_name": "Example portfolio",
    "confidence_level": 123,
    "first_observation_date": "2023-11-07T05:31:56Z",
    "historical_start_date_rule": "<string>",
    "last_observation_date": "2023-11-07T05:31:56Z",
    "historical_end_date_rule": "<string>",
    "horizon": 123
}
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.ApiVarReportJobRequest, Derivitec.Web.Core',
    id: '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    report_id: '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    run_date: '2023-11-07T05:31:56Z',
    pricing_date: '2023-11-07T05:31:56Z',
    market_date: '2023-11-07T05:31:56Z',
    portfolio_date_time: '2023-11-07T05:31:56Z',
    real_time_mkt_data: true,
    run_date_is_today: true,
    position_filter_name: '<string>',
    position_filter: {
      $type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
      field: '<string>',
      type: '<string>'
    },
    report_name: 'Daily risk overview',
    reporting_currency: 'USD',
    market_data_environment_names: ['<string>'],
    portfolio_name: 'Example portfolio',
    confidence_level: 123,
    first_observation_date: '2023-11-07T05:31:56Z',
    historical_start_date_rule: '<string>',
    last_observation_date: '2023-11-07T05:31:56Z',
    historical_end_date_rule: '<string>',
    horizon: 123
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReport/RunReport",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core',
    'id' => '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    'report_id' => '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    'run_date' => '2023-11-07T05:31:56Z',
    'pricing_date' => '2023-11-07T05:31:56Z',
    'market_date' => '2023-11-07T05:31:56Z',
    'portfolio_date_time' => '2023-11-07T05:31:56Z',
    'real_time_mkt_data' => true,
    'run_date_is_today' => true,
    'position_filter_name' => '<string>',
    'position_filter' => [
        '$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
        'field' => '<string>',
        'type' => '<string>'
    ],
    'report_name' => 'Daily risk overview',
    'reporting_currency' => 'USD',
    'market_data_environment_names' => [
        '<string>'
    ],
    'portfolio_name' => 'Example portfolio',
    'confidence_level' => 123,
    'first_observation_date' => '2023-11-07T05:31:56Z',
    'historical_start_date_rule' => '<string>',
    'last_observation_date' => '2023-11-07T05:31:56Z',
    'historical_end_date_rule' => '<string>',
    'horizon' => 123
  ]),
  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/RunReport"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core\",\n  \"id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"report_id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"run_date\": \"2023-11-07T05:31:56Z\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_date_time\": \"2023-11-07T05:31:56Z\",\n  \"real_time_mkt_data\": true,\n  \"run_date_is_today\": true,\n  \"position_filter_name\": \"<string>\",\n  \"position_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"confidence_level\": 123,\n  \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_start_date_rule\": \"<string>\",\n  \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_end_date_rule\": \"<string>\",\n  \"horizon\": 123\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/RunReport")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core\",\n  \"id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"report_id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"run_date\": \"2023-11-07T05:31:56Z\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_date_time\": \"2023-11-07T05:31:56Z\",\n  \"real_time_mkt_data\": true,\n  \"run_date_is_today\": true,\n  \"position_filter_name\": \"<string>\",\n  \"position_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"confidence_level\": 123,\n  \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_start_date_rule\": \"<string>\",\n  \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_end_date_rule\": \"<string>\",\n  \"horizon\": 123\n}")
  .asString();

require 'uri'
require 'net/http'

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

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  \"$type\": \"Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core\",\n  \"id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"report_id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"run_date\": \"2023-11-07T05:31:56Z\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_date_time\": \"2023-11-07T05:31:56Z\",\n  \"real_time_mkt_data\": true,\n  \"run_date_is_today\": true,\n  \"position_filter_name\": \"<string>\",\n  \"position_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"confidence_level\": 123,\n  \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_start_date_rule\": \"<string>\",\n  \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_end_date_rule\": \"<string>\",\n  \"horizon\": 123\n}"

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

{
  "$type": "Derivitec.Web.Core.Reports.ApiVarReportJobResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "report_id": "3c90c3cc-0d44-4b50-8888-8dd25736052a"
}

POST

api

VarReport

RunReport

Start a VaR report run for a portfolio.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReport/RunReport \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core",
  "id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
  "report_id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
  "run_date": "2023-11-07T05:31:56Z",
  "pricing_date": "2023-11-07T05:31:56Z",
  "market_date": "2023-11-07T05:31:56Z",
  "portfolio_date_time": "2023-11-07T05:31:56Z",
  "real_time_mkt_data": true,
  "run_date_is_today": true,
  "position_filter_name": "<string>",
  "position_filter": {
    "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
    "field": "<string>",
    "type": "<string>"
  },
  "report_name": "Daily risk overview",
  "reporting_currency": "USD",
  "market_data_environment_names": [
    "<string>"
  ],
  "portfolio_name": "Example portfolio",
  "confidence_level": 123,
  "first_observation_date": "2023-11-07T05:31:56Z",
  "historical_start_date_rule": "<string>",
  "last_observation_date": "2023-11-07T05:31:56Z",
  "historical_end_date_rule": "<string>",
  "horizon": 123
}
'

import requests

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

payload = {
    "$type": "Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core",
    "id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
    "report_id": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
    "run_date": "2023-11-07T05:31:56Z",
    "pricing_date": "2023-11-07T05:31:56Z",
    "market_date": "2023-11-07T05:31:56Z",
    "portfolio_date_time": "2023-11-07T05:31:56Z",
    "real_time_mkt_data": True,
    "run_date_is_today": True,
    "position_filter_name": "<string>",
    "position_filter": {
        "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
        "field": "<string>",
        "type": "<string>"
    },
    "report_name": "Daily risk overview",
    "reporting_currency": "USD",
    "market_data_environment_names": ["<string>"],
    "portfolio_name": "Example portfolio",
    "confidence_level": 123,
    "first_observation_date": "2023-11-07T05:31:56Z",
    "historical_start_date_rule": "<string>",
    "last_observation_date": "2023-11-07T05:31:56Z",
    "historical_end_date_rule": "<string>",
    "horizon": 123
}
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.ApiVarReportJobRequest, Derivitec.Web.Core',
    id: '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    report_id: '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    run_date: '2023-11-07T05:31:56Z',
    pricing_date: '2023-11-07T05:31:56Z',
    market_date: '2023-11-07T05:31:56Z',
    portfolio_date_time: '2023-11-07T05:31:56Z',
    real_time_mkt_data: true,
    run_date_is_today: true,
    position_filter_name: '<string>',
    position_filter: {
      $type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
      field: '<string>',
      type: '<string>'
    },
    report_name: 'Daily risk overview',
    reporting_currency: 'USD',
    market_data_environment_names: ['<string>'],
    portfolio_name: 'Example portfolio',
    confidence_level: 123,
    first_observation_date: '2023-11-07T05:31:56Z',
    historical_start_date_rule: '<string>',
    last_observation_date: '2023-11-07T05:31:56Z',
    historical_end_date_rule: '<string>',
    horizon: 123
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReport/RunReport",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core',
    'id' => '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    'report_id' => '3c90c3cc-0d44-4b50-8888-8dd25736052a',
    'run_date' => '2023-11-07T05:31:56Z',
    'pricing_date' => '2023-11-07T05:31:56Z',
    'market_date' => '2023-11-07T05:31:56Z',
    'portfolio_date_time' => '2023-11-07T05:31:56Z',
    'real_time_mkt_data' => true,
    'run_date_is_today' => true,
    'position_filter_name' => '<string>',
    'position_filter' => [
        '$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
        'field' => '<string>',
        'type' => '<string>'
    ],
    'report_name' => 'Daily risk overview',
    'reporting_currency' => 'USD',
    'market_data_environment_names' => [
        '<string>'
    ],
    'portfolio_name' => 'Example portfolio',
    'confidence_level' => 123,
    'first_observation_date' => '2023-11-07T05:31:56Z',
    'historical_start_date_rule' => '<string>',
    'last_observation_date' => '2023-11-07T05:31:56Z',
    'historical_end_date_rule' => '<string>',
    'horizon' => 123
  ]),
  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/RunReport"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core\",\n  \"id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"report_id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"run_date\": \"2023-11-07T05:31:56Z\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_date_time\": \"2023-11-07T05:31:56Z\",\n  \"real_time_mkt_data\": true,\n  \"run_date_is_today\": true,\n  \"position_filter_name\": \"<string>\",\n  \"position_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"confidence_level\": 123,\n  \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_start_date_rule\": \"<string>\",\n  \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_end_date_rule\": \"<string>\",\n  \"horizon\": 123\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/RunReport")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core\",\n  \"id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"report_id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"run_date\": \"2023-11-07T05:31:56Z\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_date_time\": \"2023-11-07T05:31:56Z\",\n  \"real_time_mkt_data\": true,\n  \"run_date_is_today\": true,\n  \"position_filter_name\": \"<string>\",\n  \"position_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"confidence_level\": 123,\n  \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_start_date_rule\": \"<string>\",\n  \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_end_date_rule\": \"<string>\",\n  \"horizon\": 123\n}")
  .asString();

require 'uri'
require 'net/http'

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

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  \"$type\": \"Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core\",\n  \"id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"report_id\": \"3c90c3cc-0d44-4b50-8888-8dd25736052a\",\n  \"run_date\": \"2023-11-07T05:31:56Z\",\n  \"pricing_date\": \"2023-11-07T05:31:56Z\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"portfolio_date_time\": \"2023-11-07T05:31:56Z\",\n  \"real_time_mkt_data\": true,\n  \"run_date_is_today\": true,\n  \"position_filter_name\": \"<string>\",\n  \"position_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_name\": \"Daily risk overview\",\n  \"reporting_currency\": \"USD\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"portfolio_name\": \"Example portfolio\",\n  \"confidence_level\": 123,\n  \"first_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_start_date_rule\": \"<string>\",\n  \"last_observation_date\": \"2023-11-07T05:31:56Z\",\n  \"historical_end_date_rule\": \"<string>\",\n  \"horizon\": 123\n}"

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

{
  "$type": "Derivitec.Web.Core.Reports.ApiVarReportJobResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "report_id": "3c90c3cc-0d44-4b50-8888-8dd25736052a"
}

Authorizations

Authorization

string

header

required

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

Body

The body containing client selections for PortfolioName (non-empty), optional PortfolioType, ReportName (default Historical VaR Report), optional reporting currency, market-data environment names (empty by default), market-data override and real-time flags, report-run and position-filter fields, ConfidenceLevel, Horizon, optional WeightingVarDefinition, and date-time selections for observations, run, pricing, market, portfolio, and historical date rules. Opaque Id and ReportId values are generated when omitted. Report-definition, restriction, report-row-filter, report-type, portfolio identifier and access, provider identifiers and access context, caller, organisation, and UseRealTimeMarketDate fields are server-managed and must not be supplied as independent selections. Supported historical-date rules are required when the corresponding explicit observation date is absent; explicit first and last observation dates must be on or after 2008-07-01. No confidence scale, horizon unit, or numeric range is declared.

Historical-observation and VaR configuration selections for submitting a VaR report run.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.Reports.ApiVarReportJobRequest, Derivitec.Web.Core

string<uuid>

Opaque submission identifier; it is distinct from the companion ReportId.

report_id

string<uuid>

Opaque identifier reserved for the report run produced by this submission; it is distinct from the client request identifier.

run_date

string<date-time>

Requested or recorded report-run date; where RunDateIsToday is present and true, that companion flag takes precedence.

pricing_date

string<date-time> | null

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

market_date

string<date-time> | null

Market-data date used or recorded for the report run.

portfolio_date_time

string<date-time> | null

Portfolio snapshot date and time used or recorded for the report; no time-zone convention is established here.

market_data_override

object

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

Show child attributes

real_time_mkt_data

boolean

Whether the report run uses the exposed real-time market-data selection.

run_date_is_today

boolean

Whether the current day is selected instead of the supplied run date.

report_run_type

enum<string>

How the report run was initiated: on demand, scheduled, or live.

Available options:

on_demand,

scheduled,

live

position_filter_name

string | null

Name of the saved position filter.

position_filter

object

Base selection criterion for a named report-data field.

Option 1
Option 2
Option 3
Option 4

Show child attributes

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

confidence_level

number<double>

Confidence level associated with the VaR report; no scale is established here.

first_observation_date

string<date-time> | null

Explicit first historical observation date, when supplied or recorded.

historical_start_date_rule

string | null

Rule selected for resolving the first historical observation date.

last_observation_date

string<date-time> | null

Explicit last historical observation date, when supplied or recorded.

historical_end_date_rule

string | null

Rule selected for resolving the last historical observation date.

horizon

integer<int32>

Horizon selected for the VaR report; no unit is established here.

weighting_var_definition

object

Configuration used to select VaR weighting behaviour.

Show child attributes

Response

Returns the opaque identifier for the started VaR report run in the standard response envelope.

Response envelope for a VaR report-run submission.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.Reports.ApiVarReportJobResponse, 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_id

string<uuid>

Opaque report-run identifier assigned when submission succeeds; otherwise the empty GUID.

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Start a VaR report run for a portfolio.

Authorizations

Body

Response