Util ShiftSetGenerator

Shift set generator

Parameter Description Default Options
valueDate
Optional
The value date in YYYY-MM-DD format.
observationPeriod
Optional
Observation Period 1M 1W , 1M , 3M , 6M , 12M , 15M , 18M , 21M , 2Y , 30M , 3Y , 4Y , 5Y , 6Y , 7Y , 8Y , 9Y , 10Y
obsPeriodStartDate
Optional
Observation Period StartDate
obsPeriodEndDate
Optional
Observation Period EndDate
returnPeriod
Optional
Return Period 1D 1D , 2D , 3D , 4D , 5D , 6D , 7D , 8D , 9D , 10D
baseCurrency
Optional
Base Currency AUD 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
marketDataType
Optional
Market Data Type FX EquityIndex , FX , RateCurves , FxOptionVol , Equity , SwaptionVol , InflationCurves
quoteCodeFilter
Optional
Quote Code Filter
target
Optional
Target Summary Summary , Prices , QuoteMapping , Outliers , Missing , Returns
outlierAlgorithm
Optional
Outlier Algorithm MAD4N MAD2N , MAD3N , MAD4N , MAD5N , IQR1_5 , IQR2 , IQR3
view
Optional
View Wide Long , Wide
includeFxInverses
Optional
Include Fx Inverses true
useSecondaryQuoteMapping
Optional
Use Secondary Quote Mapping true
applyStockSplits
Optional
Apply Stock Splits false
tradesOnly
Optional
Trades Only false
ignoreCurveBuildQuoteMapping
Optional
Ignore Curve Build Quote Mapping false
import clarus

response = clarus.util.shiftsetgenerator()
print (response)
import com.clarusft.api.model.util.ShiftSetGeneratorRequest
import com.clarusft.api.model.util.ShiftSetGeneratorResponse

ApiClient clarus = ApiClient.getDefault();
ShiftSetGeneratorResponse response = clarus.request(new ShiftSetGeneratorRequest());
System.out.println(response);
import Clarus

response = Clarus.Util.shiftsetgenerator()
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('util', 'ShiftSetGenerator')
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('util', 'ShiftSetGenerator')
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 = ();

my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'util/';
my $name = 'ShiftSetGenerator';
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 = {}

r = request('util', 'ShiftSetGenerator', params)
ca = toCellArray(r);

ca

Request Body

Submit to generate...
Response

Submit to generate...

{ }