Blotter (/org/[orgId]/blotter)
Purpose: all positions across the active party, plus exposure summary and FpML interchange.
Who uses it: traders, risk, ops.
MARS analog: this is the MARS portfolio blotter — positions, NPV, DV01, exposure header. See SWPM / MARS parity.
Source: app/src/features/blotter/.
Exposure header
Top of page. Aggregates across all open swaps in the active party's netting set.
| Cell | Meaning |
|---|---|
| Notional | Σ notional by currency |
| NPV | Σ NPV in CSA reporting ccy |
| Collateral (zone) | Posted vs required, signed CSB direction |
| Scheduler pill | ON / OFF — pings oracle health |
Swap table columns
| Column | Source |
|---|---|
| Family | IRS / OIS / BASIS / XCCY / CDS |
| Direction | Pay / Receive (red / green) for traders; pair-aware leg detail for operator / regulator viewers |
| Notional + ccy | Trade payload; compact form ($10M, €25M) — same shape across blotter, regulator oversight, and operator surfaces |
| Tenor / Maturity | Trade dates |
| Coupon / Spread | Per-leg config |
| NPV | Live from pricing engine — viewer-relative (see below) |
| DV01 | Same sign convention as NPV |
| Trend | Sparkline from CurveSnapshot history, sign-aligned to the viewer's NPV |
| Status | Proposed / Active / Disputed / Matured |
Rows are clickable — opens the row drawer.
Viewer-relative NPV
NPV, DV01, and the trend sparkline are flipped at the row-mapper boundary (app/src/features/blotter/workflow-to-row.ts) so that bilateral counterparties read mirror-image MTM on the same trade — if Goldman shows +$9.5M on the BOOK RISK tile, JPMorgan shows −$9.5M. The pricing engine itself is viewer-agnostic; the flip lives in the UI layer.
See pricing & curves — viewer-relativity for the architectural detail and the symmetry test that locks the invariant.
Valuation-stale banner
When any input curve has aged past the staleness threshold (default 10 min, configurable via app/src/features/operator/hooks/use-curve-staleness.ts::CURVE_STALENESS_MINUTES), a yellow banner appears above the table naming the affected curves (e.g. "USD USD-EFFR"). NPV / DV01 on rows that depend on those curves can drift until the publisher catches up.
In demo profile the demo curve ticker refreshes every seeded projection (including secondary indices like USD-EFFR) every 10s, so the banner should stay hidden unless the oracle service is down.
Row drawer
Shows full trade payload, lifecycle history (events), and per-period cashflows. Actions depend on role + state:
| Action | Visible to | When |
|---|---|---|
| Accept proposal | counterparty | proposal-state, you are the counterparty |
| Reject proposal | counterparty | proposal-state, you are the counterparty |
| Withdraw proposal | proposer | proposal-state, you are the proposer |
| Trigger lifecycle (manual) | operator | demo only (scheduler.manualOverridesEnabled: true) |
| Settle (manual) | operator | demo only |
| Mature (manual) | operator | demo only |
| Export FpML | any | always — downloads FpML XML |
FpML import / export
- Import — top-bar button on the workspace, accepts FpML XML, hydrates as a draft.
- Export — per-row drawer action; emits Daml-Finance-equivalent FpML XML.
See FpML Import / Export.
Filters
(Top of table — TODO if/when we add filter chips.)
Configurable via yaml
| yaml key | UI effect |
|---|---|
observables.*.enabled | Hides products from the family filter |
scheduler.manualOverridesEnabled | Hides Trigger / Settle / Mature buttons |
csa.valuationCcy | Currency for NPV and Collateral cells |