derivitec.core.client.DerivitecClient.run_risk_report

DerivitecClient.run_risk_report(report_name, portfolio_name, run_date, market_data_override, reporting_currency, market_data_environment_names=None, real_time_market_data=False, portfolio_type=None, pricing_date=None, market_date=None, portfolio_date_time=None, position_filter_name=None, position_filter=None)[source]

Trigger a report run.

Parameters:

  • report_name (str) – The report name.

  • portfolio_name (str) – The portfolio name.

  • run_date (datetime.datetime) – The run date.

  • market_data_override (derivitec.market_data.types.MarketDataOverride) – The market data override.

  • real_time_market_data (bool) – The realtime flag

  • reporting_currency (str) – The reporting currency.

  • market_data_environment_names (list of str) – The market data environment names in order of preference (optional: any items in this list will be followed by Organisation Level then Derivitec Data)

  • portfolio_type (str) – The portfolio type i.e Derivitec or other external portfolio management system name - required if you have a matching portfolio name in more than one provider.

  • pricing_date (datetime.datetime) – The pricing date.

  • market_date (datetime.datetime) – The market_date.

  • portfolio_date_time (datetime.datetime) – The portfolio date time.

  • position_filter_name (str) – Optional - The position filter name - either referencing one saved or supply to tag with the provided position_filter

  • position_filter (FilterBase - can be StringFilter or MultiFilter containing StringFilters) – Optional - The position filter

Return type:

derivitec.reports.response.ApiRiskReportJobResponse

Code See run_report