Example
{
"CollateralValue": 10.0,
"InitialCollateralValue": 10.0,
"InstrumentMarginRequirements": [
{
"ExtraWeek": 13200.0,
"Initial": 13200.0,
"IntraWeek": 13200.0,
"MarginType": "Absolute"
}
],
"InterestRateInstrumentMarginRequirement": {
"ExtraWeek": 13200.0,
"Initial": 13200.0,
"IntraWeek": 13200.0,
"MarginType": "Absolute"
},
"MaintenanceCollateralValue": 10.0,
"MarginTierRequirement": {
"Entries": [
{
"ExtraWeekMarginRate": 0.015,
"InitialMarginRate": 0.015,
"IntraWeekMarginRate": 0.015,
"TierLowerBound": 0.0
},
{
"ExtraWeekMarginRate": 0.065,
"InitialMarginRate": 0.055,
"IntraWeekMarginRate": 0.045,
"TierLowerBound": 1000000.0
},
{
"ExtraWeekMarginRate": 0.025,
"InitialMarginRate": 0.025,
"IntraWeekMarginRate": 0.025,
"TierLowerBound": 25000000.0
},
{
"ExtraWeekMarginRate": 0.003,
"InitialMarginRate": 0.003,
"IntraWeekMarginRate": 0.003,
"TierLowerBound": 50000000.0
},
{
"ExtraWeekMarginRate": 0.035,
"InitialMarginRate": 0.035,
"IntraWeekMarginRate": 0.035,
"TierLowerBound": 100000000.0
},
{
"ExtraWeekMarginRate": 0.045,
"InitialMarginRate": 0.045,
"IntraWeekMarginRate": 0.045,
"TierLowerBound": 150000000.0
},
{
"ExtraWeekMarginRate": 0.05,
"InitialMarginRate": 0.05,
"IntraWeekMarginRate": 0.05,
"TierLowerBound": 250000000.0
}
],
"TierCurrency": "USD"
},
"PortfolioBasedMargin": {
"ExtremeStressFactor": 15.6,
"Initial": 185.5,
"IntraWeek": 8.7,
"LiquidityThresholdAmount": 569987.0,
"LiquidityThresholdCurrency": "USD",
"VolatilityAddOn": 1000.68,
"VolatilityStress": 100.0
},
"Rating": 10.0
}