Once the licensing step is complete, the CME Margin Software Support Team will permission you to download the software from CME CORE.
Note that the downloading process is the exact same for Batch and Service modes; they come in the same software package.
To log into CME CORE, a CME Groug Login is required.
If you do not have one, please follow these instructions:
- Go to the CME CORE login screen: https://cmecore.cmegroup.com/core/index.html
- Click on the "Need to Register" link and provide the required information.
- Receive your CME Group Login and activation email
- Please reach to CME.Core@cmegroup.com with any questions about creating a CME Group Login.
Once you have created a CME Group Login, please log into CME CORE and go to the download center
Scroll down to find the software and download the relevant files
Supported OS Platforms
Windows 7 64-bit
Windows 8 64-bit
Red Hat Enterprise v. 6.6 or higher
Minimum Hardware Requirements
Multi Core x64 Workstation or Server
8 GB RAM
Installation
Unpack the Installation Package into a directory of your choice.
Test the Installation
Batch Mode
- Copy "RiskData" file to the MarketData Directory
- Copy a sample upload template "IRSSimpleUpload.csv" from the "/SampleData" directory to the "/Portfolios" Directory
- Run the batch process command IRSBatch.exe to test batch mode processing
Service Mode
Windows Explorer
In the directory the service is installed, place the risk data file (name) from the "SampleData" Directory to the "MarketData" Directory (make sure the risk data file is still zipped)
The service can be started by running irsServiceMode in the installed directory
By default, the service will load the most recent risk data file from the Market Data directory
Upon successful installation, the service will start up and Initialization will complete successfully as seen in the screenshot below:
Linux
Set Permissions on Executable Files:
chmod a+x IrsWebServer
Sample test page
Start service with IRS Risk Data file
Go to the /home directory and open the index web page
Users may enter sample service request into browser which will send the request to the service and process the response
Sample Service Request Messages may be found in /Samples
Troubleshoot
Possible reasons for failed portfolios include the following:
In service mode, any unwanted characters such as extra spaces, can cause error when running margin.
Pay attention to formatting.
Supported Formats
Deployable Margin software supports "csv" and "FIXML" formats. "FPML" is not currently supported.