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Real time marign over the API requests are supported by Schema 1.4.
Features of the margin matrix:
- IRS- Vanilla & OIS
- Displays pay and receive margin requirements for standard swap tenors
- Displays FX and Par Rates (ATM rates)
- Margin requirements in local currency and USDE.
- IRS- Swaptions (Buy, Sell, and Straddle)
- Displays buy, sell, and straddle margin reuirements requirements for stnadard standard swaption tenors
- Displays the benefits of clearing a swaption and swap portfolio
- Individual margin requirement for a swaption and swap used to delta hedge the swaption
- Combined margin requirement for the combined swap and swaption portfolio
- Savings percentage of the combined portfolio vs the sum of the individual margins of the swaption and swap
- Margin as a percentage of notional (straddle margin matrix only)
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