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Exposure

The Exposure worker calculates the delta-adjusted notional exposure of each security, converted to the base currency of the portfolio. 

Parameters

The Exposure worker must receive specific parameters in order to execute properly.

Portfolio

Select the portfolio to be calculated using Fixed Portfolio, Get Latest, Get List or Upstream Data variants.

Workspace

Set the research workspace of the portfolio to be calculated using Fixed Workspace variant

Filter

Select the filter to be applied in the calculation using Select variant.

Aggregation

Select the aggregation to be applied in the calculation using Select variant.

Result

Once the worker finishes its executions successfully, it will return a result object containing the merged portfolio to the workflow, which can be used by downstream workers. Below you can see an example of the Exposure's result object hierarchy.

  • Portfolio Level (object)
  • NLV (number)
  • Net Exposure (number)
  • Gross Exposure (number)
  • Aggregation Level (object)
  • Aggregation ID (string)
  • Net Exposure (number)
  • Gross Exposure (number)