Murex Position

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://docs.murex.com/schemas/murex/position.json",
  "title": "Murex Position",
  "description": "Represents a portfolio position in the Murex MX.3 platform, including market value, P&L, and risk attributes for a specific instrument holding within a portfolio or book.",
  "type": "object",
  "required": ["positionId", "portfolioId", "instrumentId", "quantity", "currency", "asOfDate"],
  "properties": {
    "positionId": {
      "type": "string",
      "description": "Unique position identifier"
    },
    "portfolioId": {
      "type": "string",
      "description": "Portfolio or book identifier where the position is held"
    },
    "portfolioName": {
      "type": "string",
      "description": "Portfolio display name"
    },
    "deskId": {
      "type": "string",
      "description": "Trading desk identifier"
    },
    "deskName": {
      "type": "string",
      "description": "Trading desk display name"
    },
    "instrumentId": {
      "type": "string",
      "description": "MX.3 instrument identifier"
    },
    "instrumentName": {
      "type": "string",
      "description": "Instrument display name"
    },
    "assetClass": {
      "type": "string",
      "enum": ["FX", "IRD", "Equity", "Credit", "Commodity", "FixedIncome"],
      "description": "Asset class classification"
    },
    "instrumentType": {
      "type": "string",
      "description": "Specific instrument type"
    },
    "quantity": {
      "type": "number",
      "description": "Position quantity, notional amount, or number of contracts"
    },
    "marketValue": {
      "type": "number",
      "description": "Current mark-to-market value of the position"
    },
    "averageCost": {
      "type": "number",
      "description": "Average cost basis of the position"
    },
    "unrealizedPnL": {
      "type": "number",
      "description": "Unrealized profit or loss"
    },
    "realizedPnL": {
      "type": "number",
      "description": "Cumulative realized profit or loss"
    },
    "accruedInterest": {
      "type": "number",
      "description": "Accrued interest for fixed income positions"
    },
    "currency": {
      "type": "string",
      "pattern": "^[A-Z]{3}$",
      "description": "Position currency in ISO 4217 format"
    },
    "counterparty": {
      "$ref": "#/$defs/Counterparty"
    },
    "tradeDate": {
      "type": "string",
      "format": "date",
      "description": "Original trade date"
    },
    "valueDate": {
      "type": "string",
      "format": "date",
      "description": "Value or settlement date"
    },
    "maturityDate": {
      "type": "string",
      "format": "date",
      "description": "Maturity or expiry date"
    },
    "asOfDate": {
      "type": "string",
      "format": "date",
      "description": "Position valuation date"
    },
    "entity": {
      "type": "string",
      "description": "Legal entity holding the position"
    },
    "riskMeasures": {
      "$ref": "#/$defs/RiskMeasures"
    }
  },
  "$defs": {
    "Counterparty": {
      "type": "object",
      "description": "Counterparty to the position",
      "properties": {
        "counterpartyId": {
          "type": "string",
          "description": "Counterparty unique identifier"
        },
        "name": {
          "type": "string",
          "description": "Counterparty legal name"
        },
        "lei": {
          "type": "string",
          "pattern": "^[A-Z0-9]{20}$",
          "description": "Legal Entity Identifier"
        }
      }
    },
    "RiskMeasures": {
      "type": "object",
      "description": "Position-level risk sensitivities and measures",
      "properties": {
        "delta": {
          "type": "number",
          "description": "First-order price sensitivity"
        },
        "gamma": {
          "type": "number",
          "description": "Second-order price sensitivity"
        },
        "vega": {
          "type": "number",
          "description": "Sensitivity to implied volatility"
        },
        "theta": {
          "type": "number",
          "description": "Time decay"
        },
        "rho": {
          "type": "number",
          "description": "Sensitivity to interest rate changes"
        },
        "pv01": {
          "type": "number",
          "description": "Price value of a basis point"
        },
        "cs01": {
          "type": "number",
          "description": "Credit spread sensitivity per basis point"
        }
      }
    }
  }
}