Retrieve marginal VaR charts grouped by report or requested fields.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core",
"confidence_level": 0.99,
"row_query": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"row_restriction_filter": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"report_id": "<string>",
"custom_bar_chart_definitions": [
{
"$type": "Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core",
"id": "chart-1",
"title": "<string>",
"group_property": "<string>",
"statistic_property": "<string>"
}
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup"
payload = {
"$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core",
"confidence_level": 0.99,
"row_query": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"row_restriction_filter": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"report_id": "<string>",
"custom_bar_chart_definitions": [
{
"$type": "Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core",
"id": "chart-1",
"title": "<string>",
"group_property": "<string>",
"statistic_property": "<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.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core',
confidence_level: 0.99,
row_query: {
$type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
field: '<string>',
type: '<string>'
},
row_restriction_filter: {
$type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
field: '<string>',
type: '<string>'
},
report_id: '<string>',
custom_bar_chart_definitions: [
{
$type: 'Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core',
id: 'chart-1',
title: '<string>',
group_property: '<string>',
statistic_property: '<string>'
}
]
})
};
fetch('https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup', 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/VarReportQuery/MarginalVarByGroup",
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([
'$type' => 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core',
'confidence_level' => 0.99,
'row_query' => [
'$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
'field' => '<string>',
'type' => '<string>'
],
'row_restriction_filter' => [
'$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
'field' => '<string>',
'type' => '<string>'
],
'report_id' => '<string>',
'custom_bar_chart_definitions' => [
[
'$type' => 'Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core',
'id' => 'chart-1',
'title' => '<string>',
'group_property' => '<string>',
'statistic_property' => '<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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core\",\n \"confidence_level\": 0.99,\n \"row_query\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"row_restriction_filter\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"report_id\": \"<string>\",\n \"custom_bar_chart_definitions\": [\n {\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core\",\n \"id\": \"chart-1\",\n \"title\": \"<string>\",\n \"group_property\": \"<string>\",\n \"statistic_property\": \"<string>\"\n }\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core\",\n \"confidence_level\": 0.99,\n \"row_query\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"row_restriction_filter\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"report_id\": \"<string>\",\n \"custom_bar_chart_definitions\": [\n {\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core\",\n \"id\": \"chart-1\",\n \"title\": \"<string>\",\n \"group_property\": \"<string>\",\n \"statistic_property\": \"<string>\"\n }\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core\",\n \"confidence_level\": 0.99,\n \"row_query\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"row_restriction_filter\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"report_id\": \"<string>\",\n \"custom_bar_chart_definitions\": [\n {\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core\",\n \"id\": \"chart-1\",\n \"title\": \"<string>\",\n \"group_property\": \"<string>\",\n \"statistic_property\": \"<string>\"\n }\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"price_histories_count": 123,
"bar_charts": [
{
"$type": "Derivitec.Web.Core.VarReportQuery.BarChart, Derivitec.Web.Core",
"categories": [
"<string>"
],
"id": "<string>",
"statistic_property": "<string>",
"format": "<string>",
"title": "<string>",
"values": [
123
],
"group_name_property": "<string>",
"take_n": 123
}
]
}Retrieve marginal VaR charts grouped by report or requested fields.
Returns the report-defined charts and any supplied custom bar-chart selections. No fixed catalog of accepted grouping or statistic property names is declared by this action.
POST
/
api
/
VarReportQuery
/
MarginalVarByGroup
Retrieve marginal VaR charts grouped by report or requested fields.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core",
"confidence_level": 0.99,
"row_query": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"row_restriction_filter": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"report_id": "<string>",
"custom_bar_chart_definitions": [
{
"$type": "Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core",
"id": "chart-1",
"title": "<string>",
"group_property": "<string>",
"statistic_property": "<string>"
}
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup"
payload = {
"$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core",
"confidence_level": 0.99,
"row_query": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"row_restriction_filter": {
"$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
"field": "<string>",
"type": "<string>"
},
"report_id": "<string>",
"custom_bar_chart_definitions": [
{
"$type": "Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core",
"id": "chart-1",
"title": "<string>",
"group_property": "<string>",
"statistic_property": "<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.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core',
confidence_level: 0.99,
row_query: {
$type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
field: '<string>',
type: '<string>'
},
row_restriction_filter: {
$type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
field: '<string>',
type: '<string>'
},
report_id: '<string>',
custom_bar_chart_definitions: [
{
$type: 'Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core',
id: 'chart-1',
title: '<string>',
group_property: '<string>',
statistic_property: '<string>'
}
]
})
};
fetch('https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup', 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/VarReportQuery/MarginalVarByGroup",
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([
'$type' => 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core',
'confidence_level' => 0.99,
'row_query' => [
'$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
'field' => '<string>',
'type' => '<string>'
],
'row_restriction_filter' => [
'$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
'field' => '<string>',
'type' => '<string>'
],
'report_id' => '<string>',
'custom_bar_chart_definitions' => [
[
'$type' => 'Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core',
'id' => 'chart-1',
'title' => '<string>',
'group_property' => '<string>',
'statistic_property' => '<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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core\",\n \"confidence_level\": 0.99,\n \"row_query\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"row_restriction_filter\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"report_id\": \"<string>\",\n \"custom_bar_chart_definitions\": [\n {\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core\",\n \"id\": \"chart-1\",\n \"title\": \"<string>\",\n \"group_property\": \"<string>\",\n \"statistic_property\": \"<string>\"\n }\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core\",\n \"confidence_level\": 0.99,\n \"row_query\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"row_restriction_filter\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"report_id\": \"<string>\",\n \"custom_bar_chart_definitions\": [\n {\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core\",\n \"id\": \"chart-1\",\n \"title\": \"<string>\",\n \"group_property\": \"<string>\",\n \"statistic_property\": \"<string>\"\n }\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/VarReportQuery/MarginalVarByGroup")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core\",\n \"confidence_level\": 0.99,\n \"row_query\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"row_restriction_filter\": {\n \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n \"field\": \"<string>\",\n \"type\": \"<string>\"\n },\n \"report_id\": \"<string>\",\n \"custom_bar_chart_definitions\": [\n {\n \"$type\": \"Derivitec.Web.Core.VarReportQuery.CustomBarChartDefinition, Derivitec.Web.Core\",\n \"id\": \"chart-1\",\n \"title\": \"<string>\",\n \"group_property\": \"<string>\",\n \"statistic_property\": \"<string>\"\n }\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"price_histories_count": 123,
"bar_charts": [
{
"$type": "Derivitec.Web.Core.VarReportQuery.BarChart, Derivitec.Web.Core",
"categories": [
"<string>"
],
"id": "<string>",
"statistic_property": "<string>",
"format": "<string>",
"title": "<string>",
"values": [
123
],
"group_name_property": "<string>",
"take_n": 123
}
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
The body containing the opaque ReportId, optional VaR selection fields, and optional CustomBarChartDefinitions; each definition can supply Id, Title, GroupProperty, and StatisticProperty.
Requests marginal-VaR bar charts using saved and optional custom grouping definitions.
Available options:
Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupRequest, Derivitec.Web.Core Optional VaR confidence-level override expressed as a decimal fraction; null retains the report's configured level.
Example:
0.99
Base selection criterion for a named report-data field.
- Option 1
- Option 2
- Option 3
- Option 4
Show child attributes
Show child attributes
Configuration used to select VaR weighting behaviour.
Show child attributes
Show child attributes
Base selection criterion for a named report-data field.
- Option 1
- Option 2
- Option 3
- Option 4
Show child attributes
Show child attributes
Nested filter group that combines child criteria with a logical operator.
Show child attributes
Show child attributes
Optional named overrides used when querying or exporting a historical VaR report.
Show child attributes
Show child attributes
Opaque identifier of the report run to retrieve or query. The value must not be null or empty.
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 Optional additional chart definitions evaluated alongside the report's saved group charts.
Show child attributes
Show child attributes
Response
Returns marginal VaR bar charts for the report-defined and requested groupings.
Returns marginal-VaR values grouped into bar charts.
Available options:
Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryMarginalVarByGroupResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
Example:
true
Messages explaining operation-level failures. The collection is empty by default.
Number of position price histories used to produce the query result.
Bar charts produced from the report's saved and requested custom grouping definitions.
Show child attributes
Show child attributes
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