Clarus API Reference

Trade Cashflows

Given a trade in any of the supported format types e.g. natural language or FpML 5, constructs the economic parameters from market convention defaults and generates cashflows on the correct unadjusted days.

Parameter	Description	Options
trades Optional	Input trades. Can be QuickTrade, Clarus, FPML5, LCH, CME or SDR format.	If not specified then must specify either portfolios or whatifTrades parameters
valueDate Optional	The value date in YYYY-MM-DD format.
dayFirst Optional	Day First
allowEmptyColumns Optional	Allow Empty Columns

import clarus

response = clarus.trade.cashflows(trades='USD 10Y 100m pay 1.1%')
print (response)


Submit to generate...

import com.clarusft.api.model.trade.CashflowsRequest
import com.clarusft.api.model.trade.CashflowsResponse

ApiClient clarus = ApiClient.getDefault();
CashflowsResponse response = clarus.request(new CashflowsRequest().withTrades("USD 10Y 100m pay 1.1%"));
System.out.println(response);


Submit to generate...

import Clarus

response = Clarus.Trade.cashflows(trades="USD 10Y 100m pay 1.1%")
print(response)


Submit to generate...


##
##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('trade', 'Cashflows', trades='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('trade', 'Cashflows', trades='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 = ('trades' => 'USD 10Y 100m pay 1.1%');

my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'trade/';
my $name = 'Cashflows';
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 = {'trades', 'USD 10Y 100m pay 1.1%'}

r = request('trade', 'Cashflows', params)
ca = toCellArray(r);

ca



Example of REST API query URL (GET)

CSV
https://apieval.clarusft.com/api/rest/v1/trade/cashflows.csv?trades=USD 10Y 100m pay 1.1%&

TSV
https://apieval.clarusft.com/api/rest/v1/trade/cashflows.tsv?trades=USD 10Y 100m pay 1.1%&

JSON
https://apieval.clarusft.com/api/rest/v1/trade/cashflows.json?trades=USD 10Y 100m pay 1.1%&

HTML
https://apieval.clarusft.com/api/rest/v1/trade/cashflows.html?trades=USD 10Y 100m pay 1.1%&

Request Body


Submit to generate...

Response


Submit to generate...


{
  "trades" : "USD 10Y 100m pay 1.1%"
}