{ "opencollection": "1.0.0", "info": { "name": "Murex MX.3 Market Data Accounting Sensitivities API", "version": "1.0" }, "request": { "auth": { "type": "bearer", "token": "{{bearerToken}}" } }, "items": [ { "info": { "name": "Sensitivities", "type": "folder" }, "items": [ { "info": { "name": "Murex Get risk sensitivities", "type": "http" }, "http": { "method": "GET", "url": "https://api.murex.com/v1/marketdata/sensitivities", "params": [ { "name": "portfolioId", "value": "", "type": "query", "description": "Portfolio or book identifier" }, { "name": "deskId", "value": "", "type": "query", "description": "Trading desk identifier" }, { "name": "assetClass", "value": "", "type": "query", "description": "Filter by asset class" }, { "name": "greeks", "value": "", "type": "query", "description": "Comma-separated list of Greeks to compute" }, { "name": "asOfDate", "value": "", "type": "query", "description": "Calculation date" } ] }, "docs": "Retrieve Greek calculations and risk sensitivities for portfolios including delta, gamma, vega, theta, and rho." }, { "info": { "name": "Murex Get PV01 sensitivities", "type": "http" }, "http": { "method": "GET", "url": "https://api.murex.com/v1/marketdata/sensitivities/pv01", "params": [ { "name": "portfolioId", "value": "", "type": "query", "description": "Portfolio or book identifier" }, { "name": "deskId", "value": "", "type": "query", "description": "Trading desk identifier" }, { "name": "currency", "value": "", "type": "query", "description": "Filter by currency" }, { "name": "asOfDate", "value": "", "type": "query", "description": "Calculation date" } ] }, "docs": "Retrieve PV01 (price value of a basis point) sensitivities by currency and tenor bucket." } ] } ], "bundled": true }