Risk Limits
API Reference
DraftLast reviewed 2026-06-23Per-book risk limit configuration
List risk limits
Returns limits for a specific book when bookId is supplied, or all limits across every book when omitted.
Create a risk limit
Creates an active per-book risk limit. The metric must be one of dv01, duration, vega, notional, market_value.
Delete a risk limit
Delete a risk limit