---
title: "Derivatives Margin Workbench"
method: POST
path: "/v1/tools/compute_derivatives_margin_workbench"
tags: ["margin health", "liquidation price", "cross margin efficiency", "event market pnl", "derivatives", "perp margin", "venue margin model"]
---

# Derivatives Margin Workbench

`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

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

## Request body

- object
  - `event_market` object, required
  - `margin` object, required
  - `cross_margin` object

## Response `200`

Successful tool execution result

- object
  - `event_market` object: settlement_delta, pnl, settlement_in_range.
  - `margin` object: unrealized_pnl, margin_balance, maintenance_threshold, buffer, buffer_pct, liquidation_price, leverage_ratio, health (GREEN/AMBER/RED).
  - `cross_margin` object, nullable: siloed_margin, shared_margin, efficiency_ratio, capital_saved, benefit (SIGNIFICANT/MODERATE/MINIMAL/NONE). null unless a second position was supplied.
  - `warnings` unknown[]: Reader-facing mirror of the raised compliance_flags, one message per flag.
    - unknown

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)