Clarus Microservices is a Web API for the Capital Markets domain and in particular for firms active in Global Derivatives markets.
The API can be used from many programming languages and provides a simple interface for ease of use.
You will first need to Register with us and upon approval, you will receive your login details. These will allow you to create a secure API key, which we will authenticate against. It is important that you keep your API keys secure as they carry specific privileges on which services are available to you.
Our goal is to provide useful functionality for Derivative markets, covering pre-trade and post-trade analytics, data, risk management and regulatory compliance.
We make available many Microservices covering:
- Portfolio margin for Cleared Swaps
- Portfolio margin for Bi-lateral Derivatives using ISDA SIMM
- XVA analytics for Margin Valuation Adjustment (MVA)
- Basel Capital regulations, FRTB SA and IMA
- Portfolio risk management and hedging analytics
- Trade level analytics, compliance and format conversion
- SDR, for price and volume transparency from trade repositories
Code examples for Python, Perl, R and Julia show the Microservices in action and a Sandbox area, which allows you to try directly within your browser.
You will first need to register to request an account.