Retrieve the portfolio PnL series for a VaR report.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core",
  "confidence_level": 0.99,
  "row_query": {
    "$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>"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries"

payload = {
    "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core",
    "confidence_level": 0.99,
    "row_query": {
        "$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>"
}
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.ApiVarReportQueryPortfolioPnlSeriesRequest, 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>'
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, 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>'
  ]),
  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/PortfolioPnlSeries"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$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}")

	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/PortfolioPnlSeries")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$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}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries")

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  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$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}"

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

{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "price_histories_count": 123,
  "chart_points": [
    {
      "$type": "Derivitec.Web.Core.VarReportQuery.ChartPoint, Derivitec.Web.Core",
      "id": "<string>",
      "color": "<string>",
      "x_value_date_time": "2023-11-07T05:31:56Z",
      "x_value_double": 123,
      "y_value": 123
    }
  ],
  "rolling_betas": [
    {
      "$type": "Derivitec.Web.Core.VarReportQuery.RollingBetas, Derivitec.Web.Core",
      "rolling_beta_benchmark_description": "<string>",
      "rolling_beta_window_description": "<string>",
      "rolling_beta_series": [
        {
          "$type": "Derivitec.Web.Core.VarReportQuery.ChartPoint, Derivitec.Web.Core",
          "id": "<string>",
          "color": "<string>",
          "x_value_date_time": "2023-11-07T05:31:56Z",
          "x_value_double": 123,
          "y_value": 123
        }
      ]
    }
  ],
  "time_series_group_by_property_list": [
    "<string>"
  ]
}

POST

api

VarReportQuery

PortfolioPnlSeries

Retrieve the portfolio PnL series for a VaR report.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core",
  "confidence_level": 0.99,
  "row_query": {
    "$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>"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries"

payload = {
    "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core",
    "confidence_level": 0.99,
    "row_query": {
        "$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>"
}
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.ApiVarReportQueryPortfolioPnlSeriesRequest, 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>'
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, 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>'
  ]),
  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/PortfolioPnlSeries"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$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}")

	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/PortfolioPnlSeries")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$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}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/VarReportQuery/PortfolioPnlSeries")

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  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$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}"

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

{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "price_histories_count": 123,
  "chart_points": [
    {
      "$type": "Derivitec.Web.Core.VarReportQuery.ChartPoint, Derivitec.Web.Core",
      "id": "<string>",
      "color": "<string>",
      "x_value_date_time": "2023-11-07T05:31:56Z",
      "x_value_double": 123,
      "y_value": 123
    }
  ],
  "rolling_betas": [
    {
      "$type": "Derivitec.Web.Core.VarReportQuery.RollingBetas, Derivitec.Web.Core",
      "rolling_beta_benchmark_description": "<string>",
      "rolling_beta_window_description": "<string>",
      "rolling_beta_series": [
        {
          "$type": "Derivitec.Web.Core.VarReportQuery.ChartPoint, Derivitec.Web.Core",
          "id": "<string>",
          "color": "<string>",
          "x_value_date_time": "2023-11-07T05:31:56Z",
          "x_value_double": 123,
          "y_value": 123
        }
      ]
    }
  ],
  "time_series_group_by_property_list": [
    "<string>"
  ]
}

Authorizations

Authorization

string

header

required

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

Body

The body containing the opaque ReportId and optional PortfolioType, ConfidenceLevel, RowQuery, and WeightingVarDefinition.

Requests the portfolio P&L series and configured rolling-beta series for a VaR report.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesRequest, Derivitec.Web.Core

confidence_level

number<double> | null

Optional VaR confidence-level override expressed as a decimal fraction; null retains the report's configured level.

Example:

0.99

row_query

object

Base selection criterion for a named report-data field.

Option 1
Option 2
Option 3
Option 4

Show child attributes

weighting_var_definition

object

Configuration used to select VaR weighting behaviour.

Show child attributes

row_restriction_filter

object

Base selection criterion for a named report-data field.

Option 1
Option 2
Option 3
Option 4

Show child attributes

full_report_filter

object

Nested filter group that combines child criteria with a logical operator.

Show child attributes

report_configuration

object

Optional named overrides used when querying or exporting a historical VaR report.

Show child attributes

report_id

string | null

Opaque identifier of the report run to retrieve or query. The value must not be null or empty.

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

Response

Returns the portfolio PnL series and its available grouping properties.

Returns portfolio P&L chart points, rolling betas, and time-series grouping metadata.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryPortfolioPnlSeriesResponse, 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.

price_histories_count

integer<int32>

Number of position price histories used to produce the query result.

chart_points

object[] | null

Portfolio P&L points whose date coordinate identifies the historical observation and whose y-coordinate is P&L.

Show child attributes

rolling_betas

object[] | null

Rolling-beta series configured for the report; empty when none are available.

Show child attributes

time_series_group_by_property_list

string[] | null

Position property names configured for grouping report time series.

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve the portfolio PnL series for a VaR report.

Authorizations

Body

Response