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UnifiedPortfolioOutput.md

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UnifiedPortfolioOutput

The output of the portfolio margin calculator.

Properties

Name Type Description Notes
maintain_margin_total str Total maintenance margin, including only the portfolio margin calculation results for positions in the risk unit, excluding borrowed margin. If borrowing exists, conventional borrowing margin requirements will still apply. [optional]
initial_margin_total str Total initial margin, calculated as the maximum of the following three combinations: position, position + positive delta orders, position + negative delta orders. [optional]
calculate_time int Calculate time [optional]
risk_unit list[MockRiskUnit] Risk unit [optional]

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