Trade Transform

Parameter Description Default Options
trades
Required
Input trades. Can be QuickTrade, FPML5, LCH, CME or SDR format. If not specified then must specify either portfolios or whatifTrades parameters
format
Optional
Format ClarusDescription , FPML5 , LCH , CME , ClarusFx , ASX , FPML , SWDML , Clarus
valueDate
Optional
The value date in YYYY-MM-DD format.
dayFirst
Optional
Day First
iborCessationDate
Optional
IBOR Cessation Date 2021-12-31
request
Optional
Request Transform Transform , Split , SplitAndTransform
currency
Optional
Currency AED , ARS , AUD , BRL , CAD , CHF , CLP , CNH , CNY , COP , CZK , DKK , EGP , EUR , GBP , GHS , HKD , HUF , IDR , ILS , INR , JPY , KRW , KZT , LBP , LKR , MXN , MYR , NGN , NOK , NZD , PEN , PHP , PKR , PLN , RUB , SAR , SEK , SGD , THB , TWD , USD , VEB , VNG , ZAR
tenors
Optional
Array of tenor points to calculate risk at (over-rides any ladder specified) Tenors are specified in format XXD, XXM, XXY e.g. 7D, 2M, 5Y,10Y
import clarus

response = clarus.trade.transform(trades='USD 10Y 100m pay 1.1%')
print (response)
import com.clarusft.api.model.trade.TransformRequest
import com.clarusft.api.model.trade.TransformResponse

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

response = Clarus.Trade.transform(trades="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('trade', 'Transform', 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', 'Transform', 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 = 'Transform';
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', 'Transform', params)
ca = toCellArray(r);

ca

Request Body

Submit to generate...
Response

Submit to generate...

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