Margin Service API - Enumerations

   

The Margin Service API defines the following enumerated types.

 


Async Report Status

The async report status enumeration describes the status of a synchronous request.



Value

Description

Value

Description

ERROR

An error occurred while processing the request.

PROCESSING

The request is not yet complete, it is currently processing.

SUCCESS

The request was successful.

Boolean

The boolean enumeration indicates true / false.



Value

Description

Value

Description

true

True.

false

False.

Currency

The currency enumeration specifies valid currencies used for cashflows and margins.



Value

Description

Value

Description

AUD

Australian Dollar

BRL

Brazilian Real

CAD

Canadian Dollar

CHF

Swiss Franc

CHP

Chilean Peso

EUR

Euro

GBP

British Pound

JPY

Japanese Yen

NZD

New Zealand Dollar

NOK

Norwegian Krona

SEK

Swedish Krone

USD

United States Dollar

Entity Modify Action

The entity modify action enumeration is used to define the action to be performed on an entity.



Value

Description

Value

Description

DELETE

The entity should be deleted/removed.

INSERT

The entity is new and should be added.

UPDATE

The entity already exists and should be updated.

Entity Status

The entity status enumeration is used to describe the status of entities in the CORE database.



Value

Description

Value

Description

DELETED

The entity was deleted in the CORE database.

ERROR

An error occurred with the previous request.

INSERTED

The entity was inserted into the CORE database.

UPDATED

The entity was updated in the CORE database.

Processing Mode

The processing mode enumeration is used to indicate the action to take when adding or updating multiple transactions.



Value

Description

Value

Description

COMPLETE

All transactions must pass validation and be added or updated, otherwise none will be added or updated.

PARTIAL

Transactions are processed independently; failure of one or more transactions to validate will not inhibit processing of other transactions within the same message.

Settlement Indicator



Value

Description

Value

Description

N

No

Y

Yes

Settlement Qualifier



Value

Description

Value

Description

COMP

Complete

EARLY

Early

FINAL

Final

Sync Report Status



Value

Description

Value

Description

ERROR

An error occurred while processing the request.

SUCCESS

The request was successfully processed.

SUCCESS_WITH_ERRORS

At least one part of the request was successfully processed, and at least one part of the request failed due to an error.

Transaction Encoding



Value

Description

Value

Description

STRING

String/non-binary

Transaction Format



Value

Description

Value

Description

CSV

Comma Separated Values

FIXML

FIXML

FPML

FpML

RISK_API_JSON

JSON Risk API - for futures and options portfolios in SPAN 2 framework

Transaction Subformat



Value

Description

Value

Description

NONE

Can be used on all trades except for those in csv format.

IRS_TRADE_REG

Trade Register of Interest Rate Swaps

CORE_FX

Foreign Exchange

CORE_IRS

Interest Rate Swaps

Transaction Type



Value

Description

Value

Description

DELTA_LADDER

A delta ladder, which must be represented as a tabular data in a CSV format.

TRADE

Individual trades represented in FIXML or FpML format.






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