> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # Get Equities ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Bond/GetDateCouponMap openapi: 3.0.1 info: title: Derivitec Api 1.0 version: '1.0' servers: - description: Derivitec Server url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] paths: /api/Bond/GetDateCouponMap: post: tags: - Bond summary: Get Equities operationId: GetDateCouponMap requestBody: content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetDateCouponMapRequest' application/json: schema: $ref: '#/components/schemas/ApiGetDateCouponMapRequest' text/json: schema: $ref: '#/components/schemas/ApiGetDateCouponMapRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetDateCouponMapRequest' responses: '200': content: application/json: schema: $ref: '#/components/schemas/ApiGetDateCouponMapResponse' description: Success '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetDateCouponMapRequest: description: >- If both provider selectors are omitted or empty, the request uses the organization's market-data provider. Access to the selected provider is required. example: end_date: '2000-01-23T04:56:07.000+00:00' mkt_data: credit_event_map: - recovery_rate: 5.944895607614016 issuer_id: issuer_id recovery_rate_by_bond_id: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key reference_date: '2000-01-23T04:56:07.000+00:00' - recovery_rate: 5.944895607614016 issuer_id: issuer_id recovery_rate_by_bond_id: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key reference_date: '2000-01-23T04:56:07.000+00:00' correlation_fx_fx_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key bond_vol_surface_map: - futures_market_id: futures_market_id - futures_market_id: futures_market_id discount_curve_map: - curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' - curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' equity_vol_index_map: - days_to_maturity: 6 eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec eq_asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec min_log_spot: 4.965218492984954 fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id spread_curve: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec spreads: - 9.965781217890562 - 9.965781217890562 maturities: - 5 - 5 spread_type: additive reference_date: '2000-01-23T04:56:07.000+00:00' log_spot_step_size: 7.457744773683766 annualisation_factor: 1.4894159098541704 name: name max_log_spot: 1.1730742509559433 equity: futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - days_to_maturity: 6 eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec eq_asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec min_log_spot: 4.965218492984954 fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id spread_curve: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec spreads: - 9.965781217890562 - 9.965781217890562 maturities: - 5 - 5 spread_type: additive reference_date: '2000-01-23T04:56:07.000+00:00' log_spot_step_size: 7.457744773683766 annualisation_factor: 1.4894159098541704 name: name max_log_spot: 1.1730742509559433 equity: futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true correlation_eq_eq_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key swaption_vol_cube_map: - rate_asset_id: rate_asset_id - rate_asset_id: rate_asset_id credit_index_correlation_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key fx_vol_of_var_curve_map: - fx_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - fx_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec cmdty_vol_surface_map: - commodity_id: name: name exchange: exchange - commodity_id: name: name exchange: exchange ir_futures_vol_cube_map: - rate_asset_id: rate_asset_id futures_market_id: futures_market_id - rate_asset_id: rate_asset_id futures_market_id: futures_market_id equity_asset_map: - futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - issuer_id: issuer_id maturities: - 6 - 6 default_type: default_type currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_date: '2000-01-23T04:56:07.000+00:00' survival_probabilities: - 1.284659006116532 - 1.284659006116532 extrapolate: true debt_type: senior - issuer_id: issuer_id maturities: - 6 - 6 default_type: default_type currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_date: '2000-01-23T04:56:07.000+00:00' survival_probabilities: - 1.284659006116532 - 1.284659006116532 extrapolate: true debt_type: senior equity_vol_index_vol_surface_map: - eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec commodity_map: - futures_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id commodity_id: name: name exchange: exchange fixings_by_futures_code: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 9.018348186070783 settlement_lag: 6 futures_price: 8.762042012749001 convenience_yield_curve: commodity_id: name: name exchange: exchange maturities: - 6 - 6 discount_factors: - 9.369310271410669 - 9.369310271410669 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' settlement_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - futures_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id commodity_id: name: name exchange: exchange fixings_by_futures_code: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 9.018348186070783 settlement_lag: 6 futures_price: 8.762042012749001 convenience_yield_curve: commodity_id: name: name exchange: exchange maturities: - 6 - 6 discount_factors: - 9.369310271410669 - 9.369310271410669 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' settlement_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true equity_vol_surface_map: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec correlation_eq_fx_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key recovery_rate_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key error_message_map: key: error_message_map credit_swaption_vol_cube_map: - credit_id: credit_id - credit_id: credit_id fx_vol_surface_map: - fx_pair: fx_pair is_quoted_fx_vol: true - fx_pair: fx_pair is_quoted_fx_vol: true bond_yield_curve_map: - issuer_id: issuer_id maturities: - 6 - 6 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec discount_factors: - 2.8841621266687802 - 2.8841621266687802 currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_bond_yield_curve: null reference_date: '2000-01-23T04:56:07.000+00:00' extrapolate: true seniority: senior - issuer_id: issuer_id maturities: - 6 - 6 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec discount_factors: - 2.8841621266687802 - 2.8841621266687802 currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_bond_yield_curve: null reference_date: '2000-01-23T04:56:07.000+00:00' extrapolate: true seniority: senior fx_cross_map: - domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true - domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true bond: identifier: identifier start_date: '2000-01-23T04:56:07.000+00:00' properties: market_data_environment_name: description: >- Name of the market-data environment. Supply this name or provider_id, not both. nullable: true type: string provider_id: description: >- Opaque market-data provider identifier. Supply this identifier or market_data_environment_name, not both. nullable: true type: string bond: $ref: '#/components/schemas/IBond' mkt_data: $ref: '#/components/schemas/MktDataContainerExternal' start_date: format: date-time type: string end_date: format: date-time type: string $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetDateCouponMapRequest, Derivitec.Web.Core required: - $type type: object ApiGetDateCouponMapResponse: example: date_coupon_map: - date: date coupon: 0.8008281904610115 - date: date coupon: 0.8008281904610115 properties: is_success: type: boolean error_messages: items: type: string nullable: true type: array date_coupon_map: items: $ref: '#/components/schemas/DateCouponMap' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetDateCouponMapResponse, Derivitec.Web.Core required: - $type type: object IBond: discriminator: mapping: Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core: '#/components/schemas/BondMintlifyShape' Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core: '#/components/schemas/BondByCode' Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core: '#/components/schemas/ConvertibleBond' Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core: '#/components/schemas/ConvertibleBondByCode' Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core: '#/components/schemas/IBondMintlifyShape' Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core: '#/components/schemas/IBondByCodeMintlifyShape' propertyName: $type oneOf: - $ref: '#/components/schemas/BondMintlifyShape' - $ref: '#/components/schemas/BondByCode' - $ref: '#/components/schemas/ConvertibleBond' - $ref: '#/components/schemas/ConvertibleBondByCode' - $ref: '#/components/schemas/IBondMintlifyShape' - $ref: '#/components/schemas/IBondByCodeMintlifyShape' MktDataContainerExternal: example: credit_event_map: - recovery_rate: 5.944895607614016 issuer_id: issuer_id recovery_rate_by_bond_id: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key reference_date: '2000-01-23T04:56:07.000+00:00' - recovery_rate: 5.944895607614016 issuer_id: issuer_id recovery_rate_by_bond_id: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key reference_date: '2000-01-23T04:56:07.000+00:00' correlation_fx_fx_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key bond_vol_surface_map: - futures_market_id: futures_market_id - futures_market_id: futures_market_id discount_curve_map: - curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' - curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' equity_vol_index_map: - days_to_maturity: 6 eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec eq_asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec min_log_spot: 4.965218492984954 fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id spread_curve: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec spreads: - 9.965781217890562 - 9.965781217890562 maturities: - 5 - 5 spread_type: additive reference_date: '2000-01-23T04:56:07.000+00:00' log_spot_step_size: 7.457744773683766 annualisation_factor: 1.4894159098541704 name: name max_log_spot: 1.1730742509559433 equity: futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - days_to_maturity: 6 eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec eq_asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec min_log_spot: 4.965218492984954 fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id spread_curve: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec spreads: - 9.965781217890562 - 9.965781217890562 maturities: - 5 - 5 spread_type: additive reference_date: '2000-01-23T04:56:07.000+00:00' log_spot_step_size: 7.457744773683766 annualisation_factor: 1.4894159098541704 name: name max_log_spot: 1.1730742509559433 equity: futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true correlation_eq_eq_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key swaption_vol_cube_map: - rate_asset_id: rate_asset_id - rate_asset_id: rate_asset_id credit_index_correlation_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key fx_vol_of_var_curve_map: - fx_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - fx_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec cmdty_vol_surface_map: - commodity_id: name: name exchange: exchange - commodity_id: name: name exchange: exchange ir_futures_vol_cube_map: - rate_asset_id: rate_asset_id futures_market_id: futures_market_id - rate_asset_id: rate_asset_id futures_market_id: futures_market_id equity_asset_map: - futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true equity_vol_of_var_curve_map: - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec calendar_map: - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true pricing_date: pricing_date rate_asset_map: - index_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 - index_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 survival_curve_map: - issuer_id: issuer_id maturities: - 6 - 6 default_type: default_type currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_date: '2000-01-23T04:56:07.000+00:00' survival_probabilities: - 1.284659006116532 - 1.284659006116532 extrapolate: true debt_type: senior - issuer_id: issuer_id maturities: - 6 - 6 default_type: default_type currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_date: '2000-01-23T04:56:07.000+00:00' survival_probabilities: - 1.284659006116532 - 1.284659006116532 extrapolate: true debt_type: senior equity_vol_index_vol_surface_map: - eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec - eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec commodity_map: - futures_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id commodity_id: name: name exchange: exchange fixings_by_futures_code: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 9.018348186070783 settlement_lag: 6 futures_price: 8.762042012749001 convenience_yield_curve: commodity_id: name: name exchange: exchange maturities: - 6 - 6 discount_factors: - 9.369310271410669 - 9.369310271410669 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' settlement_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true - futures_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id commodity_id: name: name exchange: exchange fixings_by_futures_code: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 9.018348186070783 settlement_lag: 6 futures_price: 8.762042012749001 convenience_yield_curve: commodity_id: name: name exchange: exchange maturities: - 6 - 6 discount_factors: - 9.369310271410669 - 9.369310271410669 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' settlement_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true equity_vol_surface_map: - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec - asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec correlation_eq_fx_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key recovery_rate_map: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key error_message_map: key: error_message_map credit_swaption_vol_cube_map: - credit_id: credit_id - credit_id: credit_id fx_vol_surface_map: - fx_pair: fx_pair is_quoted_fx_vol: true - fx_pair: fx_pair is_quoted_fx_vol: true bond_yield_curve_map: - issuer_id: issuer_id maturities: - 6 - 6 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec discount_factors: - 2.8841621266687802 - 2.8841621266687802 currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_bond_yield_curve: null reference_date: '2000-01-23T04:56:07.000+00:00' extrapolate: true seniority: senior - issuer_id: issuer_id maturities: - 6 - 6 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec discount_factors: - 2.8841621266687802 - 2.8841621266687802 currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_bond_yield_curve: null reference_date: '2000-01-23T04:56:07.000+00:00' extrapolate: true seniority: senior fx_cross_map: - domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true - domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true properties: equity_asset_map: items: $ref: '#/components/schemas/Equity' nullable: true type: array equity_vol_surface_map: items: $ref: '#/components/schemas/EquityVolSurface' nullable: true type: array equity_vol_of_var_curve_map: items: $ref: '#/components/schemas/EquityVolOfVarCurve' nullable: true type: array fx_vol_of_var_curve_map: items: $ref: '#/components/schemas/FxVolOfVarCurve' nullable: true type: array equity_vol_index_vol_surface_map: items: $ref: '#/components/schemas/EquityVolIndexVolSurface' nullable: true type: array equity_vol_index_map: items: $ref: '#/components/schemas/EquityVolIndex' nullable: true type: array calendar_map: items: $ref: '#/components/schemas/Calendar' nullable: true type: array commodity_map: items: $ref: '#/components/schemas/Commodity' nullable: true type: array discount_curve_map: items: $ref: '#/components/schemas/DiscountCurve' nullable: true type: array correlation_eq_fx_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array correlation_eq_eq_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array correlation_fx_fx_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array survival_curve_map: items: $ref: '#/components/schemas/SurvivalCurve' nullable: true type: array recovery_rate_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array bond_yield_curve_map: items: $ref: '#/components/schemas/BondYieldCurve' nullable: true type: array cmdty_vol_surface_map: items: $ref: '#/components/schemas/CmdtyVolSurface' nullable: true type: array fx_cross_map: items: $ref: '#/components/schemas/FxCross' nullable: true type: array fx_vol_surface_map: items: $ref: '#/components/schemas/FxVolSurface' nullable: true type: array pricing_date: type: string rate_asset_map: items: $ref: '#/components/schemas/RateAsset' nullable: true type: array swaption_vol_cube_map: items: $ref: '#/components/schemas/SwaptionVolCube' nullable: true type: array bond_vol_surface_map: items: $ref: '#/components/schemas/BondVolSurface' nullable: true type: array credit_swaption_vol_cube_map: items: $ref: '#/components/schemas/CreditSwaptionVolCube' nullable: true type: array ir_futures_vol_cube_map: items: $ref: '#/components/schemas/IrFuturesVolCube' nullable: true type: array credit_index_correlation_map: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array credit_event_map: items: $ref: '#/components/schemas/CreditEvent' nullable: true type: array error_message_map: additionalProperties: nullable: true type: string nullable: true type: object $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core required: - $type type: object DateCouponMap: example: date: date coupon: 0.8008281904610115 properties: date: type: string coupon: format: double type: number $type: type: string enum: - Derivitec.Web.Core.Tradables.DateCouponMap, Derivitec.Web.Core required: - $type type: object BondMintlifyShape: example: roll_date: '2000-01-23T04:56:07.000+00:00' bond_capitalisation_provision: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' par_value: 6.027456183070403 bond_day_count_convention: actual_actual_icma next_coupon_index: 5 maturity_date: '2000-01-23T04:56:07.000+00:00' bond_extension_provision: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true bond_coupons: - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 - coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 issuer: issuer bond_put_provision: null settlement_lag: 1 coupon_rate: 5.962133916683182 bond_coupon_type: fixed dated_date: '2000-01-23T04:56:07.000+00:00' calendar: calendar bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec redemption_rate: 2.3021358869347655 bond_call_provision: null bond_coupon_frequency: zero_coupon issuer_id: issuer_id first_coupon_date: '2000-01-23T04:56:07.000+00:00' business_day_convention: actual end_to_end: true penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' debt_type: senior properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: format: double nullable: true type: number issuer: nullable: true type: string issuer_id: nullable: true type: string dated_date: format: date-time type: string first_coupon_date: format: date-time type: string penultimate_coupon_date: format: date-time type: string maturity_date: format: date-time type: string roll_date: format: date-time type: string end_to_end: type: boolean business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string bond_coupon_type: enum: - fixed - variable - not_set type: string bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string settlement_lag: format: int32 type: integer coupon_rate: format: double type: number calendar: nullable: true type: string next_coupon_index: format: int32 nullable: true type: integer bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' bond_coupons: items: $ref: '#/components/schemas/BondCoupon' nullable: true type: array redemption_rate: format: double nullable: true type: number debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core required: - $type type: object BondByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core ConvertibleBond: example: puttable_conversion_condition: dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 8.762042012749001 - 8.762042012749001 asset_currency: asset_currency callable_conversion_condition: is_make_whole: true convert_on_call: true dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 2.3021358869347655 - 2.3021358869347655 num_consecutive_trading_days: 9 triggers: - 3.616076749251911 - 3.616076749251911 num_days_above_trigger: 7 asset_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec conversion_condition: cash_on_conversions: - 1.2315135367772556 - 1.2315135367772556 dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' triggers: - 7.386281948385884 - 7.386281948385884 conversion_ratios: - 4.145608029883936 - 4.145608029883936 dividend_protection_conversion_condition: is_cash_threshold: true threshold: 1.1730742509559433 type: pass_through dilution_conversion_condition: issued_shares: 6 issued_amount: 7.457744773683766 mandatory_conversion_condition: put_ratio: 9.965781217890562 call_ratio: 5.025004791520295 is_exchangeable: true properties: identifier: nullable: true type: string currency: nullable: true type: string expiration_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: format: double nullable: true type: number issuer: nullable: true type: string issuer_id: nullable: true type: string dated_date: format: date-time type: string first_coupon_date: format: date-time type: string penultimate_coupon_date: format: date-time type: string maturity_date: format: date-time type: string roll_date: format: date-time type: string end_to_end: type: boolean business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string bond_coupon_type: enum: - fixed - variable - not_set type: string bond_day_count_convention: enum: - actual_actual_icma - actual365 - actual360 - actual_actual_isda - actual_actual_afb - thirty360 - thirty_e360 - thirty_e360_isda - n_l365 - actual364 - not_set type: string settlement_lag: format: int32 type: integer coupon_rate: format: double type: number calendar: nullable: true type: string next_coupon_index: format: int32 nullable: true type: integer bond_capitalisation_provision: $ref: '#/components/schemas/BondCapitalisationProvision' bond_extension_provision: $ref: '#/components/schemas/BondExtensionProvision' bond_call_provision: $ref: '#/components/schemas/BondCallProvision' bond_put_provision: $ref: '#/components/schemas/BondPutProvision' bond_coupons: items: $ref: '#/components/schemas/BondCoupon' nullable: true type: array redemption_rate: format: double nullable: true type: number debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset_currency: nullable: true type: string conversion_condition: $ref: '#/components/schemas/ConversionCondition' dilution_conversion_condition: $ref: '#/components/schemas/DilutionConversionCondition' callable_conversion_condition: $ref: '#/components/schemas/CallableConversionCondition' puttable_conversion_condition: $ref: '#/components/schemas/PuttableConversionCondition' mandatory_conversion_condition: $ref: '#/components/schemas/MandatoryConversionCondition' dividend_protection_conversion_condition: $ref: '#/components/schemas/DividendProtectionConversionCondition' is_exchangeable: type: boolean $type: type: string enum: - Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core required: - $type type: object ConvertibleBondByCode: required: - $type type: object properties: identifier: nullable: true type: string code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core IBondMintlifyShape: example: identifier: identifier properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core required: - $type type: object IBondByCodeMintlifyShape: properties: identifier: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core required: - $type type: object Equity: example: futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true properties: provider_id: nullable: true type: string reference_date: format: date-time type: string borrow_curve: $ref: '#/components/schemas/BorrowCurve' dividends: $ref: '#/components/schemas/Dividends' fixings: $ref: '#/components/schemas/Fixings' futures_date: format: date-time type: string futures_price: format: double type: number fx_cross_map: additionalProperties: $ref: '#/components/schemas/FxCross' nullable: true type: object holiday_calendar: $ref: '#/components/schemas/Calendar' name: $ref: '#/components/schemas/InstrumentIdentifier' roll_fixing: format: double type: number settlement_lag: format: int32 type: integer yield_curve: $ref: '#/components/schemas/DiscountCurve' $type: type: string enum: - Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core required: - $type type: object EquityVolSurface: example: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array asset_name: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core required: - $type type: object EquityVolOfVarCurve: example: eq_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string spot_ref: format: double nullable: true type: number vols: items: format: double type: number nullable: true type: array eq_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core required: - $type type: object FxVolOfVarCurve: example: fx_vol_of_var_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string spot_ref: format: double nullable: true type: number vols: items: format: double type: number nullable: true type: array fx_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core required: - $type type: object EquityVolIndexVolSurface: example: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core required: - $type type: object EquityVolIndex: example: days_to_maturity: 6 eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec eq_asset_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec equity_vol_surface: asset_name: code: code market_identification_code: market_identification_code identifier_type: Derivitec min_log_spot: 4.965218492984954 fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id spread_curve: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec spreads: - 9.965781217890562 - 9.965781217890562 maturities: - 5 - 5 spread_type: additive reference_date: '2000-01-23T04:56:07.000+00:00' log_spot_step_size: 7.457744773683766 annualisation_factor: 1.4894159098541704 name: name max_log_spot: 1.1730742509559433 equity: futures_date: '2000-01-23T04:56:07.000+00:00' yield_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' borrow_curve: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id roll_fixing: 1.2315135367772556 settlement_lag: 1 futures_price: 7.061401241503109 dividends: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies name: code: code market_identification_code: market_identification_code identifier_type: Derivitec fx_cross_map: key: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true holiday_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true properties: provider_id: nullable: true type: string reference_date: format: date-time type: string annualisation_factor: format: double type: number days_to_maturity: format: int32 type: integer eq_asset_id: $ref: '#/components/schemas/InstrumentIdentifier' equity: $ref: '#/components/schemas/Equity' equity_vol_surface: $ref: '#/components/schemas/EquityVolSurface' eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' fixings: $ref: '#/components/schemas/Fixings' log_spot_step_size: format: double type: number max_log_spot: format: double type: number min_log_spot: format: double type: number name: nullable: true type: string spread_curve: $ref: '#/components/schemas/EquityVolIndexSpreadCurve' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core required: - $type type: object Calendar: discriminator: mapping: Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core: '#/components/schemas/CalendarMintlifyShape' Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core: '#/components/schemas/CalendarIntersection' Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core: '#/components/schemas/CalendarUnion' propertyName: $type oneOf: - $ref: '#/components/schemas/CalendarMintlifyShape' - $ref: '#/components/schemas/CalendarIntersection' - $ref: '#/components/schemas/CalendarUnion' Commodity: example: futures_date: '2000-01-23T04:56:07.000+00:00' fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id commodity_id: name: name exchange: exchange fixings_by_futures_code: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 9.018348186070783 settlement_lag: 6 futures_price: 8.762042012749001 convenience_yield_curve: commodity_id: name: name exchange: exchange maturities: - 6 - 6 discount_factors: - 9.369310271410669 - 9.369310271410669 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' settlement_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true properties: provider_id: nullable: true type: string reference_date: format: date-time type: string commodity_id: $ref: '#/components/schemas/CommodityId' convenience_yield_curve: $ref: '#/components/schemas/ConvenienceYieldCurve' discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings: $ref: '#/components/schemas/Fixings' futures_date: format: date-time type: string futures_price: format: double type: number roll_fixing: format: double type: number settlement_calendar: $ref: '#/components/schemas/Calendar' settlement_lag: format: int32 type: integer fixings_by_futures_code: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core required: - $type type: object DiscountCurve: example: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' properties: provider_id: nullable: true type: string currency: nullable: true type: string curve_name: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean maturities: items: format: int32 type: integer nullable: true type: array value_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core required: - $type type: object StringDoubleKeyValuePair: example: value: 3.5571952270680973 key: key properties: key: nullable: true type: string value: format: double type: number type: object SurvivalCurve: example: issuer_id: issuer_id maturities: - 6 - 6 default_type: default_type currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_date: '2000-01-23T04:56:07.000+00:00' survival_probabilities: - 1.284659006116532 - 1.284659006116532 extrapolate: true debt_type: senior properties: provider_id: nullable: true type: string currency: nullable: true type: string debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string default_type: nullable: true type: string extrapolate: type: boolean issuer_id: nullable: true type: string issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string survival_probabilities: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core required: - $type type: object BondYieldCurve: example: issuer_id: issuer_id maturities: - 6 - 6 bond_identifier: code: code market_identification_code: market_identification_code identifier_type: Derivitec discount_factors: - 2.8841621266687802 - 2.8841621266687802 currency: currency issuer_identifier: code: code identifier_type: DerivitecBondIssuerId reference_bond_yield_curve: null reference_date: '2000-01-23T04:56:07.000+00:00' extrapolate: true seniority: senior properties: provider_id: nullable: true type: string currency: nullable: true type: string seniority: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean issuer_id: nullable: true type: string issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: items: format: int32 type: integer nullable: true type: array reference_bond_yield_curve: $ref: '#/components/schemas/BondYieldCurve' reference_date: format: date-time type: string bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core required: - $type type: object CmdtyVolSurface: example: commodity_id: name: name exchange: exchange properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array commodity_id: $ref: '#/components/schemas/CommodityId' $type: type: string enum: - Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core required: - $type type: object FxCross: example: domestic_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' is_quoted_fx_cross: true fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key roll_fixing: 2.027123023002322 fx_pair: fx_pair spot: 7.386281948385884 foreign_discount_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' high_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key low_fixings_by_source: - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key - value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key settlement: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true properties: provider_id: nullable: true type: string reference_date: format: date-time type: string domestic_discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings_by_source: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array high_fixings_by_source: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array low_fixings_by_source: items: $ref: '#/components/schemas/StringFixingsKeyValuePair' nullable: true type: array fx_pair: nullable: true type: string roll_fixing: format: double type: number settlement: $ref: '#/components/schemas/FxSettlement' spot: format: double type: number foreign_discount_curve: $ref: '#/components/schemas/DiscountCurve' is_quoted_fx_cross: type: boolean $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core required: - $type type: object FxVolSurface: example: fx_pair: fx_pair is_quoted_fx_vol: true properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array fx_pair: nullable: true type: string is_quoted_fx_vol: type: boolean $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core required: - $type type: object RateAsset: example: index_curve: curve_name: curve_name maturities: - 3 - 3 discount_factors: - 9.301444243932576 - 9.301444243932576 currency: currency extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' rate_fixings: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id currency_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true day_count_convention: name: name type: type rate_tenor: tenor_string: tenor_string fixing_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true business_day_convention: actual name: name currency: currency end_to_end: true reference_date: '2000-01-23T04:56:07.000+00:00' fixing_to_value_date_offset: 6 properties: provider_id: nullable: true type: string business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string currency: nullable: true type: string currency_calendar: $ref: '#/components/schemas/Calendar' day_count_convention: $ref: '#/components/schemas/DayCountConventionBase' end_to_end: type: boolean fixing_calendar: $ref: '#/components/schemas/Calendar' fixing_to_value_date_offset: format: int32 type: integer index_curve: $ref: '#/components/schemas/DiscountCurve' name: nullable: true type: string rate_fixings: $ref: '#/components/schemas/Fixings' rate_tenor: $ref: '#/components/schemas/Tenor' reference_date: format: date-time type: string type: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core required: - $type type: object SwaptionVolCube: example: rate_asset_id: rate_asset_id properties: provider_id: nullable: true type: string alphas: items: items: format: double type: number type: array nullable: true type: array benchmark_forward_swap_rates: items: items: format: double type: number type: array nullable: true type: array benchmark_option_maturities: items: format: int32 type: integer nullable: true type: array benchmark_swap_tenors: items: format: int32 type: integer nullable: true type: array betas: items: items: format: double type: number type: array nullable: true type: array nus: items: items: format: double type: number type: array nullable: true type: array reference_date: format: date-time type: string rhos: items: items: format: double type: number type: array nullable: true type: array shifts: items: items: format: double type: number type: array nullable: true type: array fitted_vol_type: enum: - black - bachelier type: string rate_asset_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core required: - $type type: object BondVolSurface: example: futures_market_id: futures_market_id properties: provider_id: nullable: true type: string benchmark_fwd_factors: items: format: double type: number nullable: true type: array benchmark_maturities: items: format: int32 type: integer nullable: true type: array call_wings: items: format: double type: number nullable: true type: array put_wings: items: format: double type: number nullable: true type: array reference_date: format: date-time type: string skews: items: format: double type: number nullable: true type: array smiles: items: format: double type: number nullable: true type: array spot_ref: format: double type: number vols: items: format: double type: number nullable: true type: array futures_market_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core required: - $type type: object CreditSwaptionVolCube: example: credit_id: credit_id properties: provider_id: nullable: true type: string alphas: items: items: format: double type: number type: array nullable: true type: array benchmark_forward_swap_rates: items: items: format: double type: number type: array nullable: true type: array benchmark_option_maturities: items: format: int32 type: integer nullable: true type: array benchmark_swap_tenors: items: format: int32 type: integer nullable: true type: array betas: items: items: format: double type: number type: array nullable: true type: array nus: items: items: format: double type: number type: array nullable: true type: array reference_date: format: date-time type: string rhos: items: items: format: double type: number type: array nullable: true type: array shifts: items: items: format: double type: number type: array nullable: true type: array fitted_vol_type: enum: - black - bachelier type: string credit_id: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core required: - $type type: object IrFuturesVolCube: example: rate_asset_id: rate_asset_id futures_market_id: futures_market_id properties: provider_id: nullable: true type: string alphas: items: items: format: double type: number type: array nullable: true type: array benchmark_forward_swap_rates: items: items: format: double type: number type: array nullable: true type: array benchmark_option_maturities: items: format: int32 type: integer nullable: true type: array benchmark_swap_tenors: items: format: int32 type: integer nullable: true type: array betas: items: items: format: double type: number type: array nullable: true type: array nus: items: items: format: double type: number type: array nullable: true type: array reference_date: format: date-time type: string rhos: items: items: format: double type: number type: array nullable: true type: array shifts: items: items: format: double type: number type: array nullable: true type: array fitted_vol_type: enum: - black - bachelier type: string futures_market_id: nullable: true type: string rate_asset_id: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core required: - $type type: object CreditEvent: example: recovery_rate: 5.944895607614016 issuer_id: issuer_id recovery_rate_by_bond_id: - value: 3.5571952270680973 key: key - value: 3.5571952270680973 key: key reference_date: '2000-01-23T04:56:07.000+00:00' properties: provider_id: nullable: true type: string issuer_id: nullable: true type: string recovery_rate: format: double type: number recovery_rate_by_bond_id: items: $ref: '#/components/schemas/StringDoubleKeyValuePair' nullable: true type: array reference_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core required: - $type type: object InstrumentIdentifier: example: code: code market_identification_code: market_identification_code identifier_type: Derivitec properties: code: nullable: true type: string identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - NotSet type: string market_identification_code: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core required: - $type type: object BondCapitalisationProvision: example: capitalisation_rates: - 2.027123023002322 - 2.027123023002322 capitalisation_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' properties: capitalisation_dates: items: format: date-time type: string nullable: true type: array capitalisation_rates: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core required: - $type type: object BondExtensionProvision: example: extended_maturity_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' extended_redemption_values: - 4.965218492984954 - 4.965218492984954 extension_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' issuer_extension: - true - true properties: extension_dates: items: format: date-time type: string nullable: true type: array extended_maturity_dates: items: format: date-time type: string nullable: true type: array extended_redemption_values: items: format: double type: number nullable: true type: array issuer_extension: items: type: boolean nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core required: - $type type: object BondCallProvision: required: - $type type: object properties: dates: items: format: date-time type: string nullable: true type: array redemption_values: items: format: double type: number nullable: true type: array exercise_style: enum: - european - american - bermudan - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondPutProvision: required: - $type type: object properties: dates: items: format: date-time type: string nullable: true type: array redemption_values: items: format: double type: number nullable: true type: array exercise_style: enum: - european - american - bermudan - not_set type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core BondCoupon: example: coup_type: fixed coupon_leg_start_date: '2000-01-23T04:56:07.000+00:00' coupon_index_id: coupon_index_id coupon_cap: 5.637376656633329 index_multiplier: 1.4658129805029452 coupon_leg_first_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_leg_penultimate_coupon_date: '2000-01-23T04:56:07.000+00:00' coupon_floor: 5.962133916683182 fixed_coupon_rate: 0.8008281904610115 coupon_leg_end_date: '2000-01-23T04:56:07.000+00:00' coup_frequency: zero_coupon index_fixing_lag: 6 properties: coupon_leg_start_date: format: date-time type: string coupon_leg_end_date: format: date-time type: string coupon_leg_first_coupon_date: format: date-time type: string coupon_leg_penultimate_coupon_date: format: date-time type: string coup_type: enum: - fixed - variable - not_set type: string coup_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string fixed_coupon_rate: format: double type: number coupon_index_id: nullable: true type: string index_fixing_lag: format: int32 type: integer index_multiplier: format: double type: number coupon_floor: format: double type: number coupon_cap: format: double type: number $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core required: - $type type: object ConversionCondition: example: cash_on_conversions: - 1.2315135367772556 - 1.2315135367772556 dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' triggers: - 7.386281948385884 - 7.386281948385884 conversion_ratios: - 4.145608029883936 - 4.145608029883936 properties: dates: items: format: date-time type: string nullable: true type: array conversion_ratios: items: format: double type: number nullable: true type: array triggers: items: format: double type: number nullable: true type: array cash_on_conversions: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core required: - $type type: object DilutionConversionCondition: example: issued_shares: 6 issued_amount: 7.457744773683766 properties: issued_shares: format: int32 type: integer issued_amount: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core required: - $type type: object CallableConversionCondition: example: is_make_whole: true convert_on_call: true dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 2.3021358869347655 - 2.3021358869347655 num_consecutive_trading_days: 9 triggers: - 3.616076749251911 - 3.616076749251911 num_days_above_trigger: 7 properties: is_make_whole: type: boolean convert_on_call: type: boolean dates: items: format: date-time type: string nullable: true type: array notionals: items: format: double type: number nullable: true type: array num_days_above_trigger: format: int32 type: integer num_consecutive_trading_days: format: int32 type: integer triggers: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core required: - $type type: object PuttableConversionCondition: example: dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' notionals: - 8.762042012749001 - 8.762042012749001 properties: dates: items: format: date-time type: string nullable: true type: array notionals: items: format: double type: number nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core required: - $type type: object MandatoryConversionCondition: example: put_ratio: 9.965781217890562 call_ratio: 5.025004791520295 properties: call_ratio: format: double type: number put_ratio: format: double type: number $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core required: - $type type: object DividendProtectionConversionCondition: example: is_cash_threshold: true threshold: 1.1730742509559433 type: pass_through properties: threshold: format: double type: number type: enum: - pass_through - conversion_ratio_adjustment type: string is_cash_threshold: type: boolean $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, Derivitec.Web.Core required: - $type type: object BorrowCurve: example: asset_name: asset_name maturities: - 6 - 6 discount_factors: - 0.8008281904610115 - 0.8008281904610115 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' properties: provider_id: nullable: true type: string asset_name: nullable: true type: string discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean maturities: items: format: int32 type: integer nullable: true type: array value_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core required: - $type type: object Dividends: example: declared_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' pay_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' all_in_rates: - 1.4658129805029452 - 1.4658129805029452 ex_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' div_types: - Regular - Regular confirmed_flags: - true - true cash_divs: - 5.962133916683182 - 5.962133916683182 div_yields: - 5.637376656633329 - 5.637376656633329 reference_date: '2000-01-23T04:56:07.000+00:00' record_dates: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' currencies: - currencies - currencies properties: all_in_rates: items: format: double type: number nullable: true type: array cash_divs: items: format: double type: number nullable: true type: array confirmed_flags: items: type: boolean nullable: true type: array currencies: items: type: string nullable: true type: array declared_dates: items: format: date-time type: string nullable: true type: array div_types: items: enum: - Regular - Extraordinary - Scrip type: string nullable: true type: array div_yields: items: format: double type: number nullable: true type: array ex_dates: items: format: date-time type: string nullable: true type: array pay_dates: items: format: date-time type: string nullable: true type: array record_dates: items: format: date-time type: string nullable: true type: array reference_date: format: date-time type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core required: - $type type: object Fixings: example: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id properties: asset_id: nullable: true type: string dates: items: type: string nullable: true type: array values: items: format: double type: number nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core required: - $type type: object EquityVolIndexSpreadCurve: example: eq_vol_index_id: code: code market_identification_code: market_identification_code identifier_type: Derivitec spreads: - 9.965781217890562 - 9.965781217890562 maturities: - 5 - 5 spread_type: additive reference_date: '2000-01-23T04:56:07.000+00:00' properties: eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' maturities: items: format: int32 type: integer nullable: true type: array reference_date: format: date-time type: string spreads: items: format: double type: number nullable: true type: array spread_type: enum: - additive - multiplicative - not_set type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core required: - $type type: object CalendarMintlifyShape: example: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true properties: holidays: items: format: date-time type: string nullable: true type: array include_weekends: type: boolean name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core required: - $type type: object CalendarIntersection: properties: holidays: items: format: date-time type: string nullable: true type: array include_weekends: type: boolean name: nullable: true type: string calendars: items: $ref: '#/components/schemas/Calendar' nullable: true type: array $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core required: - $type type: object CalendarUnion: properties: holidays: items: format: date-time type: string nullable: true type: array include_weekends: type: boolean name: nullable: true type: string calendars: items: $ref: '#/components/schemas/Calendar' nullable: true type: array $type: type: string enum: - Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core required: - $type type: object CommodityId: example: name: name exchange: exchange properties: name: nullable: true type: string exchange: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core required: - $type type: object ConvenienceYieldCurve: example: commodity_id: name: name exchange: exchange maturities: - 6 - 6 discount_factors: - 9.369310271410669 - 9.369310271410669 extrapolate: true value_date: '2000-01-23T04:56:07.000+00:00' properties: provider_id: nullable: true type: string commodity_id: $ref: '#/components/schemas/CommodityId' discount_factors: items: format: double type: number nullable: true type: array extrapolate: type: boolean maturities: items: format: int32 type: integer nullable: true type: array value_date: format: date-time type: string $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core required: - $type type: object StringFixingsKeyValuePair: example: value: values: - 2.3021358869347655 - 2.3021358869347655 dates: - dates - dates asset_id: asset_id key: key properties: key: nullable: true type: string value: $ref: '#/components/schemas/Fixings' type: object IssuerIdentifier: example: code: code identifier_type: DerivitecBondIssuerId properties: code: nullable: true type: string identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core required: - $type type: object FxSettlement: example: foreign_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true settlement_lag: 4 domestic_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true usd_calendar: holidays: - '2000-01-23T04:56:07.000+00:00' - '2000-01-23T04:56:07.000+00:00' name: name include_weekends: true is_special_lat_am_cross: true properties: domestic_calendar: $ref: '#/components/schemas/Calendar' foreign_calendar: $ref: '#/components/schemas/Calendar' is_special_lat_am_cross: type: boolean settlement_lag: format: int32 type: integer usd_calendar: $ref: '#/components/schemas/Calendar' $type: type: string enum: - Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core required: - $type type: object DayCountConventionBase: discriminator: mapping: Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core: '#/components/schemas/DayCountConventionBaseMintlifyShape' Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core: '#/components/schemas/Actual360' Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core: '#/components/schemas/Actual365' Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core: '#/components/schemas/ActualActual' Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core: '#/components/schemas/ActualActualAFB' Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core: '#/components/schemas/NL365' Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core: '#/components/schemas/Thirty360' Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core: '#/components/schemas/ThirtyE360' Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core: '#/components/schemas/ThirtyE360Isda' Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core: '#/components/schemas/ThirtyU360' propertyName: $type oneOf: - $ref: '#/components/schemas/DayCountConventionBaseMintlifyShape' - $ref: '#/components/schemas/Actual360' - $ref: '#/components/schemas/Actual365' - $ref: '#/components/schemas/ActualActual' - $ref: '#/components/schemas/ActualActualAFB' - $ref: '#/components/schemas/NL365' - $ref: '#/components/schemas/Thirty360' - $ref: '#/components/schemas/ThirtyE360' - $ref: '#/components/schemas/ThirtyE360Isda' - $ref: '#/components/schemas/ThirtyU360' Tenor: example: tenor_string: tenor_string properties: tenor_string: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core required: - $type type: object DayCountConventionBaseMintlifyShape: example: name: name properties: name: nullable: true type: string $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core required: - $type type: object Actual360: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core Actual365: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core ActualActual: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core ActualActualAFB: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core NL365: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core Thirty360: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core ThirtyE360: required: - $type type: object properties: name: nullable: true type: string $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core ThirtyE360Isda: properties: name: nullable: true type: string last_coupon: type: boolean $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core required: - $type type: object ThirtyU360: properties: name: nullable: true type: string end_of_month: type: boolean $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core required: - $type type: object securitySchemes: oauth2: description: >- OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header flows: implicit: authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize scopes: {} type: oauth2 apikey: description: API-Key requested via the site and provided as a header in: header name: x-api-key type: apiKey ````