POST
/
margin
/
submit_job
/
historical
/
{data_format}

Authorizations

x-api-key
string
header
required

Server authentication header of the form x-api-key: <api-key>, where <api-key> is your auth token

Path Parameters

data_format
enum<string>
required

Format of the portfolio data

Available options:
fpml,
csv,
json,
xml,
yaml

Body

application/json
ewmaDecayFactor
number

The lambda decay factor for computing the exponentially weighted moving average

marginDate
string

The current date to run the margin calculation for

numScenarios
integer

The number of simulated scenarios to run

portfolio
object

Your portfolio of positions

settings
object

The Historical settings of the simulation

timeHorizonDays
integer

The number of days forward to simulate in each scenario

volatilityLookbackDays
number

The number of lookback days to use for volatility calibration

volatilityMultiplier
number

The multiplier factor to apply to the calibrated volatilities

Response

200 - text/csv

The response is of type file.