StatPro Revolution Web API


The Compliance Validation History Resource


Overview

The Compliance Validation History resource represents the historic set of compliance validation results for a portfolio that has been activated for compliance. It will contain total level results only.

See annotated representations below for further details of the results output by this resource.


Media types

The Compliance Validation History resource is exposed via XML and JSON representations, which have the following media type names:-

application/vnd.statpro.revolution.api.compliance-validation-history+json

application/vnd.statpro.revolution.api.compliance-validation-history+xml

When a response is received from the web service with status 200 (= OK), the fact that the response contains a Compliance Validation History resource representation is indicated by the presence of one of these two response headers:-

Content-Type: application/vnd.statpro.revolution.api.compliance-validation-history+json; charset=utf-8

Content-Type: application/vnd.statpro.revolution.api.compliance-validation-history+xml; charset=utf-8


Related resources

The Compliance Validation History resource always links to the Service and Porfolios resources (and to itself). To access these resources use the link relations:-

  • self
  • service
  • portfolios-query

The self link relation identifies the link to the current Compliance Validation History resource.

The service link relation identifies the Service resource link.

The portfolios-query link relation identifies the link that allows a new query for portfolios to be made.


Update history

  • Initial Version - June 2017

Annotated Representation (JSON)

Legend

{
  "complianceValidationHistory": {
    "links": {
      "service": {
        "rel": "service",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.service+json"
      },
      "portfoliosQuery": {
        "rel": "portfolios-query",
        "href": "...?$filter={filter}&$orderby={orderby}&$skip={skip}&$top={top}&includePublishedPortfolios=false&portfolioClassifierCode=",
        "type": "application/vnd.statpro.revolution.api.portfolios+json"
      },
      "self": {
        "rel": "self",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.compliance-validation-history+json"
      }
    },
    "complianceValidations": [
      {
        "valuationDate": "2017-05-11",
        "holdingsDate": "2014-09-26",
        "calculationValidity": "AutoValidation",
        "numberOfComments": 1,
        "valueAtRisk": 9.92033611538856,
        "relativeVarRatio": null,
        "UCITSFlagVaR": "Pass",
        "liquidityRiskPc": 0.371274736596378,
        "UCITSFlagLiquidityRisk": "Pass",
        "UCITSFlagStressTests": "Pass",
        "commitmentLeverage": null,
        "grossLeverage": 116.589971066365,
        "commitmentLeverageFlag": null,
        "grossLeverageFlag": "Pass",
        "riskFactorHistory": 730,
        "portfolioComments": {
          "rel": "portfolio-comments",
          "href": "...",
          "type": "application/vnd.statpro.revolution.api.portfolio-comments+json"
        }
      },
      {
        "valuationDate": "2017-05-10",
        "holdingsDate": "2014-09-26",
        "calculationValidity": "AutoValidation",
        "numberOfComments": 0,
        "valueAtRisk": 9.92033611538856,
        "relativeVarRatio": null,
        "UCITSFlagVaR": "Pass",
        "liquidityRiskPc": 0.371274736596378,
        "UCITSFlagLiquidityRisk": "Pass",
        "UCITSFlagStressTests": "Pass",
        "commitmentLeverage": null,
        "grossLeverage": 116.589971066365,
        "commitmentLeverageFlag": null,
        "grossLeverageFlag": "Pass",
        "riskFactorHistory": 730
      }
    ]
  }
}


Annotated Representation (XML)

Legend

<?xml version="1.0" encoding="utf-8"?>
<complianceValidationHistory xmlns="http://statpro.com/2012/Revolution">
  <link rel="service"
        href="..."
        type="application/vnd.statpro.revolution.api.service+xml" />
  <link rel="portfolios-query"
        href="...?$filter={filter}&amp;$orderby={orderby}&amp;$skip={skip}&amp;$top={top}&amp;includePublishedPortfolios=false&amp;portfolioClassifierCode="
        type="application/vnd.statpro.revolution.api.portfolios+xml" />
  <link rel="self"
        href="..."
        type="application/vnd.statpro.revolution.api.compliance-validation-history+xml" />
  <complianceValidations>
    <dp valuationDate="2017-05-11">
      <holdingsDate>2014-09-26</holdingsDate>
      <calculationValidity>AutoValidation</calculationValidity>
      <numberOfComments>1</numberOfComments>
      <valueAtRisk>9.92033611538856</valueAtRisk>
      <relativeVarRatio />
      <UCITSFlagVaR>Pass</UCITSFlagVaR>
      <liquidityRiskPc>0.371274736596378</liquidityRiskPc>
      <UCITSFlagLiquidityRisk>Pass</UCITSFlagLiquidityRisk>
      <UCITSFlagStressTests>Pass</UCITSFlagStressTests>
      <commitmentLeverage />
      <grossLeverage>116.589971066365</grossLeverage>
      <commitmentLeverageFlag />
      <grossLeverageFlag>Pass</grossLeverageFlag>
      <riskFactorHistory>730</riskFactorHistory>
      <link rel="portfolio-comments"
            href="..."
            type="application/vnd.statpro.revolution.api.portfolio-comments+xml" />
    </dp>
    <dp valuationDate="2017-05-10">
      <holdingsDate>2014-09-26</holdingsDate>
      <calculationValidity>AutoValidation</calculationValidity>
      <numberOfComments>0</numberOfComments>
      <valueAtRisk>9.92033611538856</valueAtRisk>
      <relativeVarRatio />
      <UCITSFlagVaR>Pass</UCITSFlagVaR>
      <liquidityRiskPc>0.371274736596378</liquidityRiskPc>
      <UCITSFlagLiquidityRisk>Pass</UCITSFlagLiquidityRisk>
      <UCITSFlagStressTests>Pass</UCITSFlagStressTests>
      <commitmentLeverage />
      <grossLeverage>116.589971066365</grossLeverage>
      <commitmentLeverageFlag />
      <grossLeverageFlag>Pass</grossLeverageFlag>
      <riskFactorHistory>730</riskFactorHistory>
    </dp>
  </complianceValidations>
</complianceValidationHistory>


Last updated: June 2017


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