OpenAPI Specification
openapi: 3.1.0
info:
title: Murex MX.3 Market Data Accounting P&L 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: P&L
description: Profit and loss calculations and reporting
paths:
/pnl:
get:
operationId: getPnL
summary: Murex Get P&L report
description: Retrieve profit and loss calculations including realized, unrealized, and total P&L with attribution by risk factor.
tags:
- P&L
parameters:
- $ref: '#/components/parameters/portfolioId'
- $ref: '#/components/parameters/deskId'
- name: fromDate
in: query
description: Start date for P&L period
schema:
type: string
format: date
- name: toDate
in: query
description: End date for P&L period
schema:
type: string
format: date
- name: currency
in: query
description: Reporting currency
schema:
type: string
responses:
'200':
description: P&L report
content:
application/json:
schema:
$ref: '#/components/schemas/PnLReport'
'401':
description: Unauthorized
/pnl/explain:
get:
operationId: getPnLExplain
summary: Murex Get P&L explanation
description: Retrieve P&L attribution and explanation decomposed by risk factors including market moves, theta, new deals, and amendments.
tags:
- P&L
parameters:
- $ref: '#/components/parameters/portfolioId'
- name: date
in: query
required: true
description: P&L explanation date
schema:
type: string
format: date
responses:
'200':
description: P&L explanation
content:
application/json:
schema:
$ref: '#/components/schemas/PnLExplain'
'401':
description: Unauthorized
components:
schemas:
PnLExplain:
type: object
properties:
portfolioId:
type: string
date:
type: string
format: date
totalPnL:
type: number
description: Total P&L for the day
currency:
type: string
attribution:
type: object
properties:
marketMoves:
type: number
description: P&L from market movements
theta:
type: number
description: P&L from time decay
newDeals:
type: number
description: P&L from new deal entries
amendments:
type: number
description: P&L from trade amendments
cashflows:
type: number
description: P&L from settled cash flows
fxTranslation:
type: number
description: P&L from FX translation effects
unexplained:
type: number
description: Unexplained residual P&L
PnLReport:
type: object
properties:
portfolioId:
type: string
fromDate:
type: string
format: date
toDate:
type: string
format: date
currency:
type: string
description: Reporting currency
realizedPnL:
type: number
description: Total realized P&L
unrealizedPnL:
type: number
description: Total unrealized P&L
totalPnL:
type: number
description: Total P&L (realized + unrealized)
byAssetClass:
type: array
items:
type: object
properties:
assetClass:
type: string
realizedPnL:
type: number
unrealizedPnL:
type: number
totalPnL:
type: number
parameters:
portfolioId:
name: portfolioId
in: query
description: Portfolio or book identifier
schema:
type: string
deskId:
name: deskId
in: query
description: Trading desk identifier
schema:
type: string
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