Margin Calculation
Submit MC Margin
Submits a Margin Calculation job
POST
Authorizations
Server authentication header of the form x-api-key: <api-key>
, where <api-key>
is your auth token
Path Parameters
Format of the portfolio data
Available options:
fpml
, csv
, json
, xml
, yaml
Body
application/json
The lambda decay factor for computing the exponentially weighted moving average
The current date to run the margin calculation for
The number of simulated scenarios to run
Your portfolio of positions
The Monte-Carlo settings of the simulation
The number of days forward to simulate in each scenario
The number of lookback days to use for volatility calibration
The multiplier factor to apply to the calibrated volatilities
Response
200 - text/csv
The response is of type file
.