TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

Multilateral FX Netting Calculator

Multilateral FX netting across up to 8 currencies: nets each currency's payable/receivable exposures in FCY, converts to USD at a caller-supplied spot-plus-forward-points effective rate, and returns gross volume, net volume, netting efficiency, estimated settlement savings, and per-currency residual position with an approximate 95%-confidence VaR. Ports the calculation from tools/105-fx-netting-simulator.html into a provable kernel. Spot rates, forward points, and 30-day volatility are caller-supplied reference data, never vendored.

Tool URL: https://ainumbers.co/chaingraph/art-368-compute-fx-netting-positions.html

post/v1/tools/compute_fx_netting_positions

Request

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

Request body

Response

Successful tool execution result

currency_countinteger
estimated_settlement_savings_usdinteger
gross_volume_usdinteger
net_volume_usdinteger
netting_efficiency_pctnumber
regulatory_basisstring

Changes

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