In [1]:
import requests
import pandas as pd
from pandas.io import json
URL_SERVER = 'http://localhost:8090'
HELLO_PATH = '/'
PRISMA_EUREX_PATH = '/PrismaEurex'
def etd_margin():
r = requests.get(URL_SERVER + PRISMA_EUREX_PATH + '/etdMargin')
return r.text
print(etd_margin())
PV results:
+---------------------------------+---------------------------------------------------------------------------------------+
| Security id | DefaultTradeMeasure{type=PV, currency=TRADE, valuationDate=CURRENT, scenario=VM Base} |
+---------------------------------+---------------------------------------------------------------------------------------+
| Bundle[EUREX~VVU2015060C23.5] | [EUR 100000.0] |
| Bundle[EUREX~OGB12015060C151.5] | [EUR -210000.0] |
| Bundle[EUREX~ORDX2022120P500] | [USD -1180000.0] |
+---------------------------------+---------------------------------------------------------------------------------------+
Portfolio results:
+-------+-----------------------------------------------------------------------------------------------+------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+---------------------------------------------------------------------+-----------------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------+--------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-------------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------+----------------------------------------------------------------------------------------+---------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------------------------------------+------------------------------------------------------------+-----------------------------------------------------------------------------------------+
| | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_2 CMA} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2_1 CMA} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_3 CMA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_0 CBA} | DefaultPortfolioMeasure{type=WORST_LOSSES, name=PFI01_HP2_T0-99999} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999 liquidity etd} | DefaultPortfolioMeasure{type=IM, name=PFI01} | DefaultPortfolioMeasure{type=IM, name=PFI01_HP2_T0-99999} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_1 CBA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_3 CMA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999 liquidity} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2_0} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2_1} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2_1 CBA} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_3} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_2} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_1} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_3 CBA} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_0} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_2 CMA} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_2 CBA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_1 CMA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_0 CMA} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2_1 CMA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_1 CBA} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999 LOC} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2_0 CBA} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_0 CBA} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2_0 CMA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999 liquidity etd} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2_1 CBA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_0 CMA} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2_0} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999 liquidity} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_1} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_2 CBA} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2_1} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_2} | DefaultPortfolioMeasure{type=IM, name=PEQ01_HP4_T0-99999} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_3} | DefaultPortfolioMeasure{type=WORST_LOSSES, name=PEQ01_HP4_T0-99999} | DefaultPortfolioMeasure{type=VAR, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_0} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~FILTERED_HISTORICAL_VAR_2_0 CBA} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999 LOC} | DefaultPortfolioMeasure{type=IM, name=PEQ01} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~FILTERED_HISTORICAL_VAR_4_1 CMA} | DefaultPortfolioMeasure{type=IM, name=Total} | DefaultPortfolioMeasure{type=ADD_ON, name=PFI01_HP2_T0-99999~SIMPLE_STRESS_VAR_2_0 CMA} | DefaultPortfolioMeasure{type=VAR, name=PFI01_HP2_T0-99999} | DefaultPortfolioMeasure{type=ADD_ON, name=PEQ01_HP4_T0-99999~SIMPLE_STRESS_VAR_4_3 CBA} |
+-------+-----------------------------------------------------------------------------------------------+------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+---------------------------------------------------------------------+-----------------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------+--------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-------------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------+----------------------------------------------------------------------------------------+---------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------------------------------------+------------------------------------------------------------+-----------------------------------------------------------------------------------------+
| Total | [EUR -27502.057422077414] | [EUR -877274.438801302] | [EUR -79323.58213899999] | [EUR -877274.438801302] | [EUR -28018.26492183549] | [EUR 0.0] | [EUR -4382313.999999999] | [EUR -1268224.923254678] | [EUR -3368066.3600688195] | [EUR -3368066.3600688195] | [EUR 0.0] | [EUR -199997.97164780297] | [EUR -510157.5769470013] | [EUR -2334210.952499999] | [EUR -2213876.624999999] | [EUR 0.0] | [EUR -1129726.4237139123] | [EUR -857865.8522442515] | [EUR -865204.8648589128] | [EUR -317455.4943250967] | [EUR -868071.0967752523] | [EUR -2099841.4368141415] | [EUR -199358.98557570556] | [EUR -677914.597305845] | [EUR -328605.01740031043] | [EUR -199154.9492845548] | [EUR -200050.50460524153] | [EUR -86762.752363] | [EUR -252764.75159401036] | [EUR 0.0] | [EUR 0.0] | [EUR -1529360.6161502495] | [EUR -234602.8514321908] | [EUR -89301.862513] | [EUR -510157.5769470013] | [EUR -181395.36453274885] | [EUR -29429.201527263198] | [EUR -1811964.9599999988] | [EUR -1268224.923254678] | [EUR -550585.8710009864] | [EUR 0.0] | [EUR -1647354.1874999995] | [EUR -522329.84381235257] | [EUR -1387432.0157483034] | [EUR -594862.3022585327] | [EUR -1469773.8607919815] | [EUR -593084.3457144166] | [EUR -382903.74671953544] | [EUR 0.0] | [EUR -1387432.0157483034] | [EUR -29857.753796135148] | [EUR -4755498.375817123] | [EUR -78313.813131] | [EUR -2099841.4368141415] | [EUR 0.0] |
+-------+-----------------------------------------------------------------------------------------------+------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+---------------------------------------------------------------------+-----------------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+----------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------+--------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-------------------------------------------------------------------+-----------------------------------------------------------------------------------------+--------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------+----------------------------------------------------------------------------------------+---------------------------------------------------------------------+----------------------------------------------------------------------------------------+-----------------------------------------------------------------------------------------------+-------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------------------------------------------+----------------------------------------------+-----------------------------------------------------------------------------------------+------------------------------------------------------------+-----------------------------------------------------------------------------------------+
IM result: SuccessResult{value=[EUR -4755498.375817123]}Historical VAR result: SuccessResult{value=[EUR -2099841.4368141415]}
In [ ]:
Content source: gmarchal/easymargining
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