Murex · Capability

Murex MX.3 Risk API — Sensitivities

Murex MX.3 Risk API — Sensitivities. 2 operations. Lead operation: Murex Get risk sensitivities. Self-contained Naftiko capability covering one Murex business surface.

Run with Naftiko MurexSensitivities

What You Can Do

GET
Getsensitivities — Murex Get risk sensitivities
/v1/sensitivities
GET
Getpv01 — Murex Get PV01 sensitivities
/v1/sensitivities/pv01

MCP Tools

murex-get-risk-sensitivities

Murex Get risk sensitivities

read-only idempotent
murex-get-pv01-sensitivities

Murex Get PV01 sensitivities

read-only idempotent

Capability Spec

risk-sensitivities.yaml Raw ↑
naftiko: 1.0.0-alpha2
info:
  label: Murex MX.3 Risk API — Sensitivities
  description: 'Murex MX.3 Risk API — Sensitivities. 2 operations. Lead operation: Murex Get risk sensitivities. Self-contained
    Naftiko capability covering one Murex business surface.'
  tags:
  - Murex
  - Sensitivities
  created: '2026-05-19'
  modified: '2026-05-19'
binds:
- namespace: env
  keys:
    MUREX_API_KEY: MUREX_API_KEY
capability:
  consumes:
  - type: http
    namespace: risk-sensitivities
    baseUri: https://api.murex.com/v1/risk
    description: Murex MX.3 Risk API — Sensitivities business capability. Self-contained, no shared references.
    resources:
    - name: sensitivities
      path: /sensitivities
      operations:
      - name: getsensitivities
        method: GET
        description: Murex Get risk sensitivities
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
        inputParameters:
        - name: assetClass
          in: query
          type: string
          description: Filter by asset class
        - name: greeks
          in: query
          type: string
          description: Comma-separated list of Greeks to compute
        - name: asOfDate
          in: query
          type: string
          description: Calculation date
    - name: sensitivities-pv01
      path: /sensitivities/pv01
      operations:
      - name: getpv01
        method: GET
        description: Murex Get PV01 sensitivities
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
        inputParameters:
        - name: currency
          in: query
          type: string
          description: Filter by currency
        - name: asOfDate
          in: query
          type: string
          description: Calculation date
    authentication:
      type: bearer
      token: '{{env.MUREX_API_KEY}}'
  exposes:
  - type: rest
    namespace: risk-sensitivities-rest
    port: 8080
    description: REST adapter for Murex MX.3 Risk API — Sensitivities. One Spectral-compliant resource per consumed operation,
      prefixed with /v1.
    resources:
    - path: /v1/sensitivities
      name: sensitivities
      description: REST surface for sensitivities.
      operations:
      - method: GET
        name: getsensitivities
        description: Murex Get risk sensitivities
        call: risk-sensitivities.getsensitivities
        with:
          assetClass: rest.assetClass
          greeks: rest.greeks
          asOfDate: rest.asOfDate
        outputParameters:
        - type: object
          mapping: $.
    - path: /v1/sensitivities/pv01
      name: sensitivities-pv01
      description: REST surface for sensitivities-pv01.
      operations:
      - method: GET
        name: getpv01
        description: Murex Get PV01 sensitivities
        call: risk-sensitivities.getpv01
        with:
          currency: rest.currency
          asOfDate: rest.asOfDate
        outputParameters:
        - type: object
          mapping: $.
  - type: mcp
    namespace: risk-sensitivities-mcp
    port: 9090
    transport: http
    description: MCP adapter for Murex MX.3 Risk API — Sensitivities. One tool per consumed operation, routed inline through
      this capability's consumes block.
    tools:
    - name: murex-get-risk-sensitivities
      description: Murex Get risk sensitivities
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: risk-sensitivities.getsensitivities
      with:
        assetClass: tools.assetClass
        greeks: tools.greeks
        asOfDate: tools.asOfDate
      outputParameters:
      - type: object
        mapping: $.
    - name: murex-get-pv01-sensitivities
      description: Murex Get PV01 sensitivities
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: risk-sensitivities.getpv01
      with:
        currency: tools.currency
        asOfDate: tools.asOfDate
      outputParameters:
      - type: object
        mapping: $.