Derivatives Margin Workbench

Computes event-market linear PnL (settlement vs strike, scalar payoff), margin health (unrealized PnL, buffer, liquidation price, leverage) against a caller-declared venue margin model (regulated-DCM or offshore-perp class, with its own initial/maintenance margin rates rather than an internal per-venue lookup table), and, when a second position is supplied, two-position correlation-VaR cross-margin efficiency (siloed vs shared capital requirement). Closed-form pedagogical approximations of the same computations live risk engines run, not a stress-grid or SPAN-style margin system, and not financial advice.

Tool URL: https://ainumbers.co/tools/656-derivatives-margin-workbench.html AP2/Policy Mandate export: yes

post/v1/tools/compute_derivatives_margin_workbench

Request

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

Request body

event_marketobject required

marginobject required

cross_marginobject

Response

Successful tool execution result

event_marketobject

settlement_delta, pnl, settlement_in_range.

marginobject

unrealized_pnl, margin_balance, maintenance_threshold, buffer, buffer_pct, liquidation_price, leverage_ratio, health (GREEN/AMBER/RED).

cross_marginobject nullable

siloed_margin, shared_margin, efficiency_ratio, capital_saved, benefit (SIGNIFICANT/MODERATE/MINIMAL/NONE). null unless a second position was supplied.

Changes

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