Upload a .csv file — one instrument per row. Set product_type to identify the product.

Important CSV rule: The CSV is flexible, but it is not arbitrary. The user can upload a mixed portfolio CSV, but each row must contain all required fields for its own product_type. Columns can be in any order, unused columns can be left empty, but missing required fields will make that row fail or return no valid stress result.

There is no fixed number of columns. The required columns depend on the instrument. For example, a stock needs fewer fields than an option, and an option needs fewer fields than a convertible bond.

Supported product_type values

product_type	Description	Key fields required
eq_stock	Cash equity / stock	spot, quantity
eq_future	Equity index / single-stock future	spot, futures_price, time_to_expiry_years, risk_free_rate, quantity
eq_option	Vanilla call/put (Black-Scholes)	spot, strike, time_to_expiry_years, risk_free_rate, dividend_yield, volatility, option_type, quantity
eq_swap	Equity total-return swap	spot, initial_spot, notional, risk_free_rate, time_to_expiry_years, quantity
eq_variance_swap	Variance swap	realised_vol, variance_strike, vega_notional, quantity
eq_convertible	Convertible bond (simplified)	spot, face_value, coupon_rate, time_to_expiry_years, risk_free_rate, volatility, conversion_ratio, quantity

Shocks — Moderate: spot ±15%, vol ±20%, rate ±50bps  |  Extreme: spot ±35%, vol ±50%, rate ±150bps

Upload a .csv file — one instrument per row. Set product_type to identify the product.

Important CSV rule: The CSV is flexible, but it is not arbitrary. The user can upload a mixed portfolio CSV, but each row must contain all required fields for its own product_type. Columns can be in any order, unused columns can be left empty, but missing required fields will make that row fail or return no valid stress result.

There is no fixed number of columns. The required columns depend on the instrument. For example, a stock needs fewer fields than an option, and an option needs fewer fields than a convertible bond.

Supported product_type values

product_type	Description	Key fields required
fx_spot	FX spot position	spot, notional, quantity
fx_forward	Outright FX forward	spot, rate_domestic, rate_foreign, time_to_expiry_years, forward_rate, notional, quantity
fx_swap	FX swap (near + far legs)	spot, rate_domestic, rate_foreign, near_tenor_years, time_to_expiry_years, near_rate, far_rate, notional, quantity
fx_ndf	Non-deliverable forward	spot, rate_domestic, rate_foreign, time_to_expiry_years, ndf_rate, notional, quantity
fx_option	Vanilla call/put (Garman-Kohlhagen)	spot, strike, time_to_expiry_years, rate_domestic, rate_foreign, volatility, option_type, quantity
fx_barrier	Barrier option (KI/KO)	spot, strike, time_to_expiry_years, rate_domestic, rate_foreign, volatility, option_type, barrier, barrier_type, quantity — barrier_type: down-and-out, up-and-out, down-and-in, up-and-in
fx_digital	Binary cash-or-nothing	spot, strike, time_to_expiry_years, rate_domestic, rate_foreign, volatility, option_type, payout, quantity

Shocks — Moderate: spot ±8%, vol ±15%, rd/rf ±50bps  |  Extreme: spot ±20%, vol ±40%, rd/rf ±150bps

Upload a .csv file — one instrument per row. Set product_type to identify the product.

Important CSV rule: The CSV is flexible, but it is not arbitrary. The user can upload a mixed portfolio CSV, but each row must contain all required fields for its own product_type. Columns can be in any order, unused columns can be left empty, but missing required fields will make that row fail or return no valid stress result.

There is no fixed number of columns. The required columns depend on the instrument. For example, a stock needs fewer fields than an option, and an option needs fewer fields than a convertible bond.

Supported product_type values

product_type	Description	Key fields required
fi_bond	Fixed-rate bullet bond (QuantLib)	face_value, coupon_rate, issue_date, maturity_date, pricing_date, risk_free_rate, spread, frequency, day_count_convention, quantity
fi_frn	Floating-rate note	face_value, current_float_rate, spread, risk_free_rate, frequency, quantity
fi_zcb	Zero-coupon bond	face_value, time_to_expiry_years, risk_free_rate, spread, quantity
fi_bond_future	Bond future (CTD-based)	ctd_clean_price, conversion_factor, accrued_interest, ctd_modified_duration, risk_free_rate, quantity
fi_irs	Interest rate swap (pay fixed)	fixed_rate, current_float_rate, notional, maturity_years, frequency, risk_free_rate, quantity
fi_cds	Credit default swap (protection buyer)	cds_spread, notional, maturity_years, risk_free_rate, recovery_rate, quantity
fi_cap_floor	Interest rate cap or floor	cap_floor_type, notional, strike_rate, maturity_years, volatility, risk_free_rate, frequency, quantity
fi_inflation_bond	Inflation-linked bond	face_value, coupon_rate, time_to_expiry_years, real_yield, inflation_rate, frequency, quantity

Shocks — Moderate: yield ±50bps, spread ±25bps, vol ±20%, infl ±50bps  |  Extreme: yield ±150bps, spread ±75bps, vol ±50%, infl ±150bps