OpenAPI Specification
openapi: 3.1.0
info:
title: Murex MX.3 Market Data Accounting Collateral API
description: Real-time and historical market data API providing quotes, yield curves, volatility surfaces, and reference data for pricing and valuation on the Murex MX.3 platform.
version: '1.0'
contact:
name: Murex Support
url: https://www.murex.com/en/support
termsOfService: https://www.murex.com/en/legal/terms
servers:
- url: https://api.murex.com/v1/marketdata
description: Murex MX.3 Market Data API
security:
- bearerAuth: []
tags:
- name: Collateral
description: Collateral management and margin operations
paths:
/collateral/agreements:
get:
operationId: listCollateralAgreements
summary: Murex List collateral agreements
description: Retrieve CSA and collateral agreements with margin call status.
tags:
- Collateral
parameters:
- name: counterpartyId
in: query
description: Filter by counterparty
schema:
type: string
- name: status
in: query
description: Filter by agreement status
schema:
type: string
enum:
- Active
- Suspended
- Terminated
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/offset'
responses:
'200':
description: List of collateral agreements
content:
application/json:
schema:
type: object
properties:
items:
type: array
items:
$ref: '#/components/schemas/CollateralAgreement'
totalCount:
type: integer
'401':
description: Unauthorized
/collateral/margin-calls:
get:
operationId: listMarginCalls
summary: Murex List margin calls
description: Retrieve margin call calculations and their settlement status.
tags:
- Collateral
parameters:
- name: agreementId
in: query
description: Filter by collateral agreement
schema:
type: string
- name: status
in: query
description: Filter by margin call status
schema:
type: string
enum:
- Calculated
- Issued
- Agreed
- Disputed
- Settled
- name: asOfDate
in: query
description: Margin call date
schema:
type: string
format: date
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/offset'
responses:
'200':
description: List of margin calls
content:
application/json:
schema:
type: object
properties:
items:
type: array
items:
$ref: '#/components/schemas/MarginCall'
totalCount:
type: integer
'401':
description: Unauthorized
components:
schemas:
CollateralAgreement:
type: object
properties:
agreementId:
type: string
description: Unique agreement identifier
agreementType:
type: string
enum:
- CSA
- ISDA
- GMRA
- GMSLA
description: Agreement type
counterpartyId:
type: string
description: Counterparty identifier
counterpartyName:
type: string
description: Counterparty name
status:
type: string
enum:
- Active
- Suspended
- Terminated
description: Agreement status
baseCurrency:
type: string
description: Agreement base currency
threshold:
type: number
description: Threshold amount
minimumTransferAmount:
type: number
description: Minimum transfer amount
independentAmount:
type: number
description: Independent amount
currentExposure:
type: number
description: Current credit exposure
collateralHeld:
type: number
description: Collateral held value
collateralPosted:
type: number
description: Collateral posted value
MarginCall:
type: object
properties:
marginCallId:
type: string
description: Unique margin call identifier
agreementId:
type: string
description: Associated collateral agreement
counterpartyId:
type: string
description: Counterparty identifier
direction:
type: string
enum:
- Deliver
- Return
description: Margin call direction
callAmount:
type: number
description: Margin call amount
currency:
type: string
description: Margin call currency
exposure:
type: number
description: Current exposure amount
status:
type: string
enum:
- Calculated
- Issued
- Agreed
- Disputed
- Settled
description: Margin call status
callDate:
type: string
format: date
description: Margin call date
settlementDate:
type: string
format: date
description: Expected settlement date
issuedAt:
type: string
format: date-time
description: When the margin call was issued
parameters:
offset:
name: offset
in: query
description: Number of results to skip for pagination
schema:
type: integer
default: 0
limit:
name: limit
in: query
description: Maximum number of results to return
schema:
type: integer
default: 50
maximum: 500
securitySchemes:
bearerAuth:
type: http
scheme: bearer
bearerFormat: JWT
description: OAuth 2.0 bearer token for MX.3 API access
externalDocs:
description: Murex MX.3 Market Data API Documentation
url: https://docs.murex.com/mx3/marketdata-api