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TODO_AP2_EXPORT_REVIEW

CSDR Cash-Penalty Calculator

Flagship. Computes the CSDR cash penalty for a settlement fail: selects the asset-class daily rate (incl. Oct-2025 RTS increases: equities 1 bp/day, SSA bonds 0.50 bp/day, non-SSA bonds 0.50 bp/day), applies fail duration and reference price/notional, credits partial settlement, and projects forward penalty exposure over an open-fails set.

Tool URL: https://ainumbers.co/chaingraph/art-78-csdr-penalty-calculator.html

post/v1/tools/calculate_csdr_penalty

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/calculate_csdr_penalty
  • Auth: none declared

Request body

failunknown
open_failsunknown
rate_table_versionunknown

Response

Successful tool execution result

asset_classstring
batch_detailstring
batch_total_exposureinteger
daily_rate_bpsinteger
fail_daysinteger
notestring
notionalinteger
partial_creditinteger
partial_settled_pctinteger
penalty_amountinteger
penalty_typestring
rate_table_versionstring
reference_priceinteger

Changes

No recorded changes to this operation across all 1 revision of this API.