Loading Your Own Instruments

whilst mantarisk provides a default pricing data source, you may find it desirable to load your own instruments and / or pricing data into the system use cases include ensuring consistency of analytics across the organisation as pricing data sources may have discrepancies; inputing custom instruments or price curves for the purpose of analytics; creating docid\ mkmwkmblvvwrktytmj6ah ; handling private assets through a proxy instrument; or changing certain properties of a known (proxy) instrument e g its cfi classification as a client, you retain ownership of any proprietary data uploaded to the platform and can delete it at any point in time mantarisk ensures strict confidentiality and does not use nor share your data with any third parties 1 choosing the correct json object four json types are provided the cfi asset class of the instrument you are loading will determin which json type to use json type cfi instrument derivative o de ds eyb, eyc, eyd, eye, eym r ex rf f j instrument equity e ex eyb, eyc, eyd, eye, eym instrument fixed income d ex de, ds instrument fund c, eya, rf instrument generic other cfi codes 2 history when providing historical data, the following needs to be taken into consideration the data must be adjusted for dividends and splits where relevant for fixed income instruments the historical data is assumed to be the "clean" data i e without interest payments as these are specified in the instrument object for best results, we recommend the history to be populated with 5 years worth of data less than 40 data points may trigger exceptions depending on the analytics calculated fixed income instruments are an exception if no data is specified for a fixed income instrument then the mantarisk will reprice it based on the reference data provided 3 proxy if a proxy instrument is specified then the history object is ignored the proxy has different behaviours depending on the asset class this is to allow users to use mantarisk's historical data but change certain aspects of the instrument's reference data for instance the cfi code the concept of proxy can also be used to model private assets once a proxy is specified, the proxy's historical data is used for this instrument mantarisk updates that data automatically, there is no action required from our users user class proxy class field behaviour all all all a user instrument cannot be used as a proxy all all currency currency must be identical between the user and proxy all all history history is always taken from the proxy all all cfi the cfi code (asset class) is taken from the user all all identifiers the user's identifiers are used all all exchange (mic) the user's mic is used if specified all all margin data the user's margin data is used all all fees the user's fees are used all all dealing rules the user's dealing rules are used derivative all all derivatives are already pegged to an underlying instrument therefore the concept of proxy does not apply to derivatives all derivative all a derivative cannot be used as a proxy or underlying instrument fixed income fixed income expiration date face value redemption payment redemption currency coupon price type these fields are taken from the proxy fixed income fixed income classification this field is taken from the proxy fixed income others all a fixed income instrument cannot be proxied by anything other than a fixed income instrument fixed income none history if a fixed income instrument is specified without its price history, we will reprice it using the provided reference data others fixed income all a fixed income instrument can only be proxy to a fixed income instrument equity equity classification classification data (sectory, industry, primary country) is taken from the user if specified and from the proxy if not equity others classification classification data is taken from the user fund fund breakdown the fund's breakdown (percentage allocation to sectors, geographies etc) is taken from the user if specified and from the proxy if not fund others breakdown the exposure is calculated using the standard factor methodology based on the provided proxy 4 loading & using the data to load the data, a call to the https //app swaggerhub com/apis docs/mantarisk/rest/0 1#/price%20history%20management/put history must be made the history will be loaded into mantarisk for future use to use your data in other api calls, you will also need an apiid this can be obtained by making a call to https //app swaggerhub com/apis docs/mantarisk/rest/0 1#/price%20history%20management/get history api and noting the apiid corresponding to "api name" "user feed"