Murex · Capability

Murex MX.3 Risk API — VaR

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

Run with Naftiko MurexVaR

What You Can Do

GET
Getvar — Murex Get VaR calculations
/v1/var
GET
Getvarhistory — Murex Get VaR history
/v1/var/history

MCP Tools

murex-get-var-calculations

Murex Get VaR calculations

read-only idempotent
murex-get-var-history

Murex Get VaR history

read-only idempotent

Capability Spec

risk-var.yaml Raw ↑
naftiko: 1.0.0-alpha2
info:
  label: Murex MX.3 Risk API — VaR
  description: 'Murex MX.3 Risk API — VaR. 2 operations. Lead operation: Murex Get VaR calculations. Self-contained Naftiko
    capability covering one Murex business surface.'
  tags:
  - Murex
  - VaR
  created: '2026-05-19'
  modified: '2026-05-19'
binds:
- namespace: env
  keys:
    MUREX_API_KEY: MUREX_API_KEY
capability:
  consumes:
  - type: http
    namespace: risk-var
    baseUri: https://api.murex.com/v1/risk
    description: Murex MX.3 Risk API — VaR business capability. Self-contained, no shared references.
    resources:
    - name: var
      path: /var
      operations:
      - name: getvar
        method: GET
        description: Murex Get VaR calculations
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
        inputParameters:
        - name: method
          in: query
          type: string
          description: VaR calculation methodology
        - name: confidenceLevel
          in: query
          type: number
          description: Confidence level as a percentage
        - name: holdingPeriod
          in: query
          type: integer
          description: Holding period in days
        - name: asOfDate
          in: query
          type: string
          description: Calculation date
    - name: var-history
      path: /var/history
      operations:
      - name: getvarhistory
        method: GET
        description: Murex Get VaR history
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
        inputParameters:
        - name: fromDate
          in: query
          type: string
          description: Start date for history
          required: true
        - name: toDate
          in: query
          type: string
          description: End date for history
          required: true
        - name: method
          in: query
          type: string
          description: VaR calculation methodology
    authentication:
      type: bearer
      token: '{{env.MUREX_API_KEY}}'
  exposes:
  - type: rest
    namespace: risk-var-rest
    port: 8080
    description: REST adapter for Murex MX.3 Risk API — VaR. One Spectral-compliant resource per consumed operation, prefixed
      with /v1.
    resources:
    - path: /v1/var
      name: var
      description: REST surface for var.
      operations:
      - method: GET
        name: getvar
        description: Murex Get VaR calculations
        call: risk-var.getvar
        with:
          method: rest.method
          confidenceLevel: rest.confidenceLevel
          holdingPeriod: rest.holdingPeriod
          asOfDate: rest.asOfDate
        outputParameters:
        - type: object
          mapping: $.
    - path: /v1/var/history
      name: var-history
      description: REST surface for var-history.
      operations:
      - method: GET
        name: getvarhistory
        description: Murex Get VaR history
        call: risk-var.getvarhistory
        with:
          fromDate: rest.fromDate
          toDate: rest.toDate
          method: rest.method
        outputParameters:
        - type: object
          mapping: $.
  - type: mcp
    namespace: risk-var-mcp
    port: 9090
    transport: http
    description: MCP adapter for Murex MX.3 Risk API — VaR. One tool per consumed operation, routed inline through this capability's
      consumes block.
    tools:
    - name: murex-get-var-calculations
      description: Murex Get VaR calculations
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: risk-var.getvar
      with:
        method: tools.method
        confidenceLevel: tools.confidenceLevel
        holdingPeriod: tools.holdingPeriod
        asOfDate: tools.asOfDate
      outputParameters:
      - type: object
        mapping: $.
    - name: murex-get-var-history
      description: Murex Get VaR history
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: risk-var.getvarhistory
      with:
        fromDate: tools.fromDate
        toDate: tools.toDate
        method: tools.method
      outputParameters:
      - type: object
        mapping: $.