{
    "id": "crossasset_portfolio-08",
    "category": "crossasset_portfolio",
    "category_name": "跨資產投資組合",
    "title": "跨資產及匯率聯合壓力情境",
    "question": "跨資產及匯率聯合壓力情境",
    "chart": "waterfall",
    "metric": "跨資產及匯率聯合壓力情境",
    "secondary": "情境損益條形圖＋組成瀑布",
    "x": "觀察期／樣本",
    "y": "示例數值",
    "panels": [
        "跨資產及匯率聯合壓力情境",
        "情境損益條形圖＋組成瀑布",
        "資料明細"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD",
        "USER_MASTER"
    ],
    "calculation": "現貨長倉 V_s=Σq_i×P_i×(1+shock_price_i)×FX_i×(1+shock_fx_i)+cash_s-liabilities_s；損益=V_s-V_0。",
    "caveat": "情境不是預測；債券 DV01、期權完整重估、槓桿維持保證金與融資成本若缺資料則不自動推算。",
    "inputs": "USER: 持倉、負債、情境及帳戶規則\nEOD/FX: 起始估值",
    "extra_inputs": "依左側必要欄位與限制核實",
    "data_class": "必需用戶或券商資料",
    "complexity": "原生＋主檔／用戶資料",
    "rank": 8,
    "stage": "P2",
    "collection": "product",
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/user-api",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "requires_user_input": true,
    "requires_extra_plan": false,
    "cadence": "示例資料",
    "sample_labels": [
        "2019",
        "2020",
        "2021",
        "2022",
        "2023",
        "2024"
    ],
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}