ALM Analytics

1. POST /originator/analytics/alm      → trigger ALM analysis job
2. GET  /originator/analytics/alm/:id  → retrieve the completed report

curl -X POST https://api.9squid.com/v1/api/originator/analytics/alm \
  -H "Authorization: Bearer <your_token>" \
  -H "Content-Type: application/json" \
  -d '{ "deal_id": "clx1a2b3c4d5e6f7g8h9" }'

{
  "success": true,
  "data": {
    "job_id": "clxalm001",
    "deal_id": "clx1a2b3c4d5e6f7g8h9",
    "status": "PROCESSING"
  }
}

curl https://api.9squid.com/v1/api/originator/analytics/alm/clxalm001 \
  -H "Authorization: Bearer <your_token>"

{
  "success": true,
  "data": {
    "job_id": "clxalm001",
    "deal_id": "clx1a2b3c4d5e6f7g8h9",
    "status": "COMPLETED",
    "report": {
      "duration_metrics": {
        "macaulay_duration": 4.2,
        "modified_duration": 3.9,
        "dollar_duration": 1850000
      },
      "convexity": 18.3,
      "nii_sensitivity": {
        "shock_up_100bps": -125000,
        "shock_up_200bps": -260000,
        "shock_down_100bps": 118000
      },
      "eve_analysis": {
        "base": 4200000,
        "shock_up_200bps": 3850000,
        "shock_down_200bps": 4510000
      },
      "gap_analysis": { },
      "var_metrics": {
        "var_95": 210000,
        "var_99": 340000
      },
      "stress_tests": [
        { "scenario": "rate_shock_300bps", "impact": -480000 },
        { "scenario": "credit_stress", "impact": -310000 }
      ]
    }
  }
}