{ "@context": { "@version": 1.1, "murex": "https://docs.murex.com/schemas/", "schema": "https://schema.org/", "xsd": "http://www.w3.org/2001/XMLSchema#", "dcterms": "http://purl.org/dc/terms/", "fibo": "https://spec.edmcouncil.org/fibo/ontology/", "Trade": { "@id": "murex:Trade", "@context": { "tradeId": "murex:tradeId", "externalTradeId": "murex:externalTradeId", "status": "murex:tradeStatus", "side": "murex:tradeSide", "assetClass": "murex:assetClass", "instrumentId": "murex:instrumentId", "instrumentName": "schema:name", "instrumentType": "murex:instrumentType", "quantity": { "@id": "murex:quantity", "@type": "xsd:decimal" }, "price": { "@id": "murex:price", "@type": "xsd:decimal" }, "currency": "murex:currency", "portfolioId": "murex:portfolioId", "counterpartyName": "schema:name", "tradeDate": { "@id": "murex:tradeDate", "@type": "xsd:date" }, "valueDate": { "@id": "murex:valueDate", "@type": "xsd:date" }, "maturityDate": { "@id": "murex:maturityDate", "@type": "xsd:date" }, "createdAt": { "@id": "dcterms:created", "@type": "xsd:dateTime" } } }, "Position": { "@id": "murex:Position", "@context": { "positionId": "murex:positionId", "portfolioId": "murex:portfolioId", "portfolioName": "schema:name", "instrumentId": "murex:instrumentId", "assetClass": "murex:assetClass", "quantity": { "@id": "murex:quantity", "@type": "xsd:decimal" }, "marketValue": { "@id": "murex:marketValue", "@type": "xsd:decimal" }, "unrealizedPnL": { "@id": "murex:unrealizedPnL", "@type": "xsd:decimal" }, "realizedPnL": { "@id": "murex:realizedPnL", "@type": "xsd:decimal" }, "currency": "murex:currency", "asOfDate": { "@id": "murex:asOfDate", "@type": "xsd:date" } } }, "Order": { "@id": "murex:Order", "@context": { "orderId": "murex:orderId", "status": "murex:orderStatus", "side": "murex:tradeSide", "instrumentId": "murex:instrumentId", "quantity": { "@id": "murex:quantity", "@type": "xsd:decimal" }, "price": { "@id": "murex:price", "@type": "xsd:decimal" }, "orderType": "murex:orderType", "timeInForce": "murex:timeInForce", "createdAt": { "@id": "dcterms:created", "@type": "xsd:dateTime" } } }, "Instrument": { "@id": "murex:Instrument", "@context": { "instrumentId": "murex:instrumentId", "name": "schema:name", "assetClass": "murex:assetClass", "instrumentType": "murex:instrumentType", "currency": "murex:currency", "isin": "murex:isin", "ticker": "murex:ticker", "maturityDate": { "@id": "murex:maturityDate", "@type": "xsd:date" } } }, "Portfolio": { "@id": "murex:Portfolio", "@context": { "portfolioId": "murex:portfolioId", "name": "schema:name", "deskId": "murex:deskId", "deskName": "schema:name", "currency": "murex:currency", "entity": "murex:legalEntity" } }, "VaRResult": { "@id": "murex:VaRResult", "@context": { "method": "murex:varMethod", "confidenceLevel": { "@id": "murex:confidenceLevel", "@type": "xsd:decimal" }, "holdingPeriod": { "@id": "murex:holdingPeriod", "@type": "xsd:integer" }, "varAmount": { "@id": "murex:varAmount", "@type": "xsd:decimal" }, "currency": "murex:currency", "asOfDate": { "@id": "murex:asOfDate", "@type": "xsd:date" } } }, "RiskLimit": { "@id": "murex:RiskLimit", "@context": { "limitId": "murex:limitId", "name": "schema:name", "limitType": "murex:limitType", "limitValue": { "@id": "murex:limitValue", "@type": "xsd:decimal" }, "currentUtilization": { "@id": "murex:currentUtilization", "@type": "xsd:decimal" }, "status": "murex:limitStatus" } }, "Settlement": { "@id": "murex:Settlement", "@context": { "settlementId": "murex:settlementId", "tradeId": "murex:tradeId", "status": "murex:settlementStatus", "amount": { "@id": "murex:amount", "@type": "xsd:decimal" }, "currency": "murex:currency", "direction": "murex:direction", "settlementDate": { "@id": "murex:settlementDate", "@type": "xsd:date" }, "paymentMethod": "murex:paymentMethod" } }, "Confirmation": { "@id": "murex:Confirmation", "@context": { "confirmationId": "murex:confirmationId", "tradeId": "murex:tradeId", "status": "murex:confirmationStatus", "confirmationType": "murex:confirmationType", "counterpartyName": "schema:name", "sentAt": { "@id": "murex:sentAt", "@type": "xsd:dateTime" }, "matchedAt": { "@id": "murex:matchedAt", "@type": "xsd:dateTime" } } }, "MarginCall": { "@id": "murex:MarginCall", "@context": { "marginCallId": "murex:marginCallId", "agreementId": "murex:agreementId", "direction": "murex:direction", "callAmount": { "@id": "murex:callAmount", "@type": "xsd:decimal" }, "currency": "murex:currency", "exposure": { "@id": "murex:exposure", "@type": "xsd:decimal" }, "status": "murex:marginCallStatus", "callDate": { "@id": "murex:callDate", "@type": "xsd:date" } } }, "CurveData": { "@id": "murex:CurveData", "@context": { "curveId": "murex:curveId", "name": "schema:name", "currency": "murex:currency", "curveType": "murex:curveType", "asOfDate": { "@id": "murex:asOfDate", "@type": "xsd:date" } } } } }