Load Portfolio
Upload a portfolio of trades into private cache. Can choose to group trades by an attribute e.g. account so that we split portfolio into accounts
Parameter | Description | Default | Options |
---|---|---|---|
portfolioId Required |
A unique identifier for the portfolio | ||
portfolios Required |
Input portfolios. Can be trades in QuickTrade, FPML5, LCH, CME or SDR format. Or risk sensitivities in CRIF, LCH or CME format. Or portfolioIds of previously loaded portfolios Or any combination of these |
import clarus response = clarus.load.portfolio(portfolioId='Test1',portfolios='USD 10Y 100m pay 1.1%') print (response)
import com.clarusft.api.model.load.PortfolioRequest import com.clarusft.api.model.load.PortfolioResponse ApiClient clarus = ApiClient.getDefault(); PortfolioResponse response = clarus.request(new PortfolioRequest().withPortfolioId("Test1").withPortfolios("USD 10Y 100m pay 1.1%")); System.out.println(response);
import Clarus response = Clarus.Load.portfolio(portfolioId="Test1",portfolios="USD 10Y 100m pay 1.1%") print(response)
##
##Need to install packages once, if not already installed
##install.packages('httr')
##install.packages('readr')
##
library('httr')
##library('readr')
## Manually edit and set key/secret here ##
apiKey <- '...'
apiSecret <-'...'
request <- function(category, functionName, ...){
restUrl = paste0('https://apieval.clarusft.com/api/rest/v1/', category, '/',functionName, '.csv')
response <- POST(url=restUrl, body=list(...), encode='json', authenticate(apiKey, apiSecret, type='basic'))
if (response$status_code!=200){
stop(paste0('Request to ', category, '/', functionName, ' failed with status code: ', response$status_code))
}
return (response)
}
dataframe <- function(response){
return (read.csv(text=content(response, 'text'), sep=',', head=TRUE))
}
## filename <- file.path('C:', 'Temp', 'myfile.csv')
## myvalue <- <- read_file(filename)
r <- request('load', 'Portfolio', portfolioId='Test1', portfolios='USD 10Y 100m pay 1.1%')
df <- dataframe(r)
print (df)
import requests
import sys
import pandas
import io
#import os
# Example of REST API call to Clarus Microservices #
# Manually edit and set key/secret here #
apiKey = ''
apiSecret = ''
print (sys.version)
def request(category, functionName, **params):
restUrl = 'https://apieval.clarusft.com/api/rest/v1/' + category + '/' + functionName + '.json'
r = requests.post(restUrl, json=params, auth=(apiKey, apiSecret))
r.raise_for_status()
return r.json()
def dataframe(results):
return pandas.DataFrame(results['results'])
# filename = os.path.join('C:\\', 'Temp', 'myfile.csv')
# myvalue = open(filename).read()
r = request('load', 'Portfolio', portfolioId='Test1', portfolios='USD 10Y 100m pay 1.1%')
df = dataframe(r)
print(pandas.DataFrame.head(df))
use strict;
use warnings;
use MIME::Base64;
use JSON;
use REST::Client;
# Example of REST API call to Clarus Microservices #
my $client = REST::Client->new();
$client->addHeader('Content-Type', 'application/json');
# Manually edit and set key/secret here
my $apiKey = '';
my $apiSecret = '';
my $encoded_auth = encode_base64("$apiKey:$apiSecret", '');
$client->addHeader('Authorization', "Basic $encoded_auth");
my %params = ('portfolioId' => 'Test1','portfolios' => 'USD 10Y 100m pay 1.1%');
my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'load/';
my $name = 'Portfolio';
my $outputFormat = '.csv'; #can also be '.json' or '.tsv'
my $fullRESTUrl = $urlBase . $category . $name . $outputFormat;
$client->POST($fullRESTUrl,encode_json(\%params));
print 'Response: ' . $client->responseContent() . "\n";
print 'Response status: ' . $client->responseCode() . "\n";
printf('Example of REST API call to Clarus Microservices\n');
function r = request(category, functionName, params)
# Manually edit and set key/secret here #
apiKey = ''
apiSecret = ''
restUrl = ['https://' apiKey ":" apiSecret "@" 'apieval.clarusft.com/api/rest/v1/' category '/' functionName '.csv'];
[r, status, message] = urlread (restUrl, 'get', params);
if (status!=1)
error(['Failed on ' category '/' functionName ': ' message]);
endif
end
function ca = toCellArray(csvStr)
header_row = textscan (csvStr, "%s", 1, 'delimiter','\n');
headers = strsplit(char(header_row), ",");
numCols = size(headers)(2);
format = repmat('%s ', [1 numCols]);
ca = textscan (csvStr, format, 'delimiter',',', 'endofline',"\n");
end
params = {'portfolioId', 'Test1', ...
'portfolios', 'USD 10Y 100m pay 1.1%'}
r = request('load', 'Portfolio', params)
ca = toCellArray(r);
ca
Example of REST API query URL (GET)
CSV
https://apieval.clarusft.com/api/rest/v1/load/portfolio.csv?portfolioId=Test1&portfolios=USD 10Y 100m pay 1.1%
TSV
https://apieval.clarusft.com/api/rest/v1/load/portfolio.tsv?portfolioId=Test1&portfolios=USD 10Y 100m pay 1.1%
JSON
https://apieval.clarusft.com/api/rest/v1/load/portfolio.json?portfolioId=Test1&portfolios=USD 10Y 100m pay 1.1%
HTML
https://apieval.clarusft.com/api/rest/v1/load/portfolio.html?portfolioId=Test1&portfolios=USD 10Y 100m pay 1.1%
Request Body
Submit to generate...
Response
Submit to generate...
{
"portfolios" : "USD 10Y 100m pay 1.1%",
"portfolioId" : "Test1"
}