Microservices: ISDA SIMM™ in R

The Clarus API has a function to compute ISDA SIMM™ from a CRIF file contain portfolio sensitivities. What-if analysis can be performed in addition to the portfolio margin calculation. The function is very easy to call from many popular languages, including R, Python, C++, Java and Julia. What is R? R is a language and […]

Microservices: A SIMM Sensitivities Calculator

The Clarus API has a function to compute SIMM sensitivities from many trade description formats, including FpML and CSV trade lists. Results are in ISDA SIMM™ CRIF file format. The function is easily called from popular languages, e.g. Python, R, Julia, C++, and Java. Many related functions are available, see our API documentation. Calling directly […]

Microservices: FRTB Modellable Risk Factors

FRTB regulations specify that non-modellable risk factors are subject to stressed capital add-ons For a risk factor to be modellable it must pass a specific test for continuously available real prices The Clarus API provides functions for the risk factor modellability test for OTC Derivatives These functions are very easy to call from many popular languages, […]

Microservices: An FpML Cashflow Generator

The Clarus API has a function to generate cashflows from an FpML description of a trade. The function is very easy to call from many popular languages, including Python, R, Julia, C++, and Java. Many related functions are available, see our API documentation. Calling directly in the browser To appreciate the ease with which the […]

Microservices and the Amazon Cloud

Capital Markets have been at the leading edge of adopting software technology to gain advantage and increase automation, but in the recent past have fallen behind the curve compared to the infrastructure, practices and technologies used by the Tech sector. Background I remember like it was yesterday (actually 1990 🙂 ) using Cobol on an IBM Mainframe while […]

SDR Data via Microservices

SDR Prices can be retrieved directly from Clarus using very simple code This allows our users to efficiently bring the data into any suitable environment This means that SDR data is available via an API This API is also simple to implement and simple to access. As I said last time, I’m not a coder. Fortunately, our developers help me […]

SDR Prices, Python and plotly

We supply simple code to retrieve SDR Prices into Python And create a streaming chart of swap prices and volumes The code was written by an ex-trader with no prior experience of Python Showing how easy it is to use the Clarus API Clarus continue to make swaps data more accessible than ever Is this a Stupid Thing to […]