Trioptima · Schema

Trioptima Compression Cycle

Schema for a triReduce portfolio compression cycle

CME GroupDerivativesFinancial ServicesOSTTRAPortfolio CompressionPost-Trade ServicesReconciliationRisk Management

Properties

Name	Type	Description
id	string	Unique cycle identifier
type	string	Compression cycle type
assetClass	string	Derivatives asset class
currency	string	Primary currency (ISO 4217)
status	string	Current cycle lifecycle status
submissionDeadline	string	Deadline for trade and risk data submission
optimizationDate	string	Date when the compression optimization algorithm runs
settlementDate	string	Date when terminations and new replacement trades are processed
participantCount	integer	Number of firms participating in this cycle
description	string	Human-readable description of the compression cycle

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://github.com/api-evangelist/trioptima/blob/main/json-schema/trioptima-compression-cycle-schema.json",
  "title": "Trioptima Compression Cycle",
  "description": "Schema for a triReduce portfolio compression cycle",
  "type": "object",
  "properties": {
    "id": {
      "type": "string",
      "description": "Unique cycle identifier",
      "examples": ["CYC-2024-IRS-001"]
    },
    "type": {
      "type": "string",
      "description": "Compression cycle type",
      "enum": ["cleared", "bilateral"]
    },
    "assetClass": {
      "type": "string",
      "description": "Derivatives asset class",
      "enum": ["IRS", "OIS", "CDS", "FX"]
    },
    "currency": {
      "type": "string",
      "description": "Primary currency (ISO 4217)",
      "examples": ["USD", "EUR", "GBP", "JPY"]
    },
    "status": {
      "type": "string",
      "description": "Current cycle lifecycle status",
      "enum": ["open", "submission", "optimization", "completed", "cancelled"]
    },
    "submissionDeadline": {
      "type": "string",
      "format": "date-time",
      "description": "Deadline for trade and risk data submission"
    },
    "optimizationDate": {
      "type": "string",
      "format": "date",
      "description": "Date when the compression optimization algorithm runs"
    },
    "settlementDate": {
      "type": "string",
      "format": "date",
      "description": "Date when terminations and new replacement trades are processed"
    },
    "participantCount": {
      "type": "integer",
      "description": "Number of firms participating in this cycle",
      "minimum": 2
    },
    "description": {
      "type": "string",
      "description": "Human-readable description of the compression cycle"
    }
  },
  "required": ["id", "type", "assetClass", "currency", "status"]
}