Portfolio - Atoti Hub

Download sample file: portfolio.tsv This file provides Portfolio attributes. Portfolios are used as netting sets in the calculations.

Field	Key	Nullable	Type	Description	Example
AsOfDate	Y	N	String with format ‘YYYY-MM-DD’	Risk value date	2019-12-05
PortfolioId	Y	N	String	Unique netting set identifier	CSA_US_JP_33948
BaseCcy	N	Y	ISO currency code for the netting set’s base currency	Trade date	USD
PostCalculationCcy	N	Y	String	ISO currency code for the netting set’s post risk currency - fx delta will be filtered out	USD
CollectCalculationCcy	N	Y	String	ISO currency code for the netting set’s post risk currency - fx delta will be filtered out	USD

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