> ## 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. # Retrieve dated coupons for a bond definition. > Use this operation when a complete public bond contract and its accompanying market-data container are already available and dated coupon values are needed between two dates. Provider selection defaults to the caller's organisation. `StartDate` and `EndDate` are interpreted as calendar dates. This read-only operation completes before returning and can report contract or market-data validation errors with available entries. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Bond/GetDateCouponMap openapi: 3.0.4 info: title: Derivitec Api 1.0 version: '1.0' servers: - url: https://api.riskportal.activeviam.com security: - oauth2: [] - apikey: [] tags: - name: AdminUser - name: AtotiReport - name: AtotiSession - name: BloombergOAuth - name: Bond - name: BondYieldCurvePage - name: BookAccess - name: Books - name: Commodity - name: Counterparties - name: Currencies - name: Equity - name: EquityDividend - name: EquityPage - name: FeatureFlag - name: Fx - name: FxPage - name: GroupAccess - name: Home - name: LegacyPosition - name: MarketData - name: MarketDataProvider - name: MarketDataProviderAccess - name: Meta - name: Notification - name: Organisation - name: PnLReport - name: PortfolioAccess - name: Portfolios - name: Position - name: PositionFilter - name: PricingEnvironment - name: PricingEnvironmentAccess - name: RateAsset - name: RateAssetPage - name: Report - name: ReportDefinition - name: ReportHistoryLauncherQuery - name: ReportLauncher - name: ReportQuery - name: ReportQueryViewUser - name: ReportRestriction - name: ReportView - name: RiskReport - name: Tradable - name: TradeBooking - name: User - name: VarReport - name: VarReportQuery - name: YieldCurvePage paths: /api/Bond/GetDateCouponMap: post: tags: - Bond summary: Retrieve dated coupons for a bond definition. description: >- Use this operation when a complete public bond contract and its accompanying market-data container are already available and dated coupon values are needed between two dates. Provider selection defaults to the caller's organisation. `StartDate` and `EndDate` are interpreted as calendar dates. This read-only operation completes before returning and can report contract or market-data validation errors with available entries. operationId: GetDateCouponMap requestBody: description: >- The polymorphic public `Bond` contract, supplied `MktData` container, calendar-date `StartDate`/`EndDate`, and at most one provider selector; concrete `Bond` JSON shapes are not enumerated here. 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': description: >- Returns date/coupon pairs with any contract or market-data validation errors. content: application/json: schema: $ref: '#/components/schemas/ApiGetDateCouponMapResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetDateCouponMapRequest: required: - $type type: object properties: market_data_environment_name: type: string description: >- Name of the market-data environment to use. Supply either this name or `provider_id`, not both. nullable: true example: Example market data provider_id: type: string description: >- Opaque identifier of the market-data provider to use. Supply either this identifier or `market_data_environment_name`, not both. nullable: true bond: $ref: '#/components/schemas/IBond' mkt_data: $ref: '#/components/schemas/MktDataContainerExternal' start_date: type: string description: >- Lower date bound of the requested coupon map; inclusivity is not defined here. format: date-time end_date: type: string description: >- Upper date bound of the requested coupon map; inclusivity is not defined here. format: date-time $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetDateCouponMapRequest, Derivitec.Web.Core additionalProperties: false description: >- Bond, market data, and date interval used to request dated coupon values. ApiGetDateCouponMapResponse: required: - $type type: object properties: is_success: type: boolean description: >- Whether the operation completed successfully. The default is `true`; error outcomes set it to `false`. example: true error_messages: type: array items: type: string description: >- Messages explaining operation-level failures. The collection is empty by default. nullable: true date_coupon_map: type: array items: $ref: '#/components/schemas/DateCouponMap' description: Date-and-coupon entries returned for the bond. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ApiGetDateCouponMapResponse, Derivitec.Web.Core additionalProperties: false description: Dated coupon values returned for the requested bond and interval. IBond: description: Polymorphic contract role for bonds that can produce cash flows. discriminator: propertyName: $type 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' 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: required: - $type type: object properties: equity_asset_map: type: array items: $ref: '#/components/schemas/Equity' description: Equity assets included in the container. nullable: true equity_vol_surface_map: type: array items: $ref: '#/components/schemas/EquityVolSurface' description: Equity volatility surfaces included in the container. nullable: true equity_vol_of_var_curve_map: type: array items: $ref: '#/components/schemas/EquityVolOfVarCurve' description: Equity volatility-of-variance curves included in the container. nullable: true fx_vol_of_var_curve_map: type: array items: $ref: '#/components/schemas/FxVolOfVarCurve' description: FX volatility-of-variance curves included in the container. nullable: true equity_vol_index_vol_surface_map: type: array items: $ref: '#/components/schemas/EquityVolIndexVolSurface' description: Equity volatility-index surfaces included in the container. nullable: true equity_vol_index_map: type: array items: $ref: '#/components/schemas/EquityVolIndex' description: Equity volatility-index records included in the container. nullable: true calendar_map: type: array items: $ref: '#/components/schemas/Calendar' description: Holiday calendars included in the container. nullable: true commodity_map: type: array items: $ref: '#/components/schemas/Commodity' description: Commodity assets included in the container. nullable: true discount_curve_map: type: array items: $ref: '#/components/schemas/DiscountCurve' description: Discount curves included in the container. nullable: true correlation_eq_fx_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Equity-to-FX correlation entries included in the container. nullable: true correlation_eq_eq_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Equity-to-equity correlation entries included in the container. nullable: true correlation_fx_fx_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: FX-to-FX correlation entries included in the container. nullable: true survival_curve_map: type: array items: $ref: '#/components/schemas/SurvivalCurve' description: Survival curves included in the container. nullable: true recovery_rate_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Recovery-rate entries included in the container. nullable: true bond_yield_curve_map: type: array items: $ref: '#/components/schemas/BondYieldCurve' description: Bond yield curves included in the container. nullable: true cmdty_vol_surface_map: type: array items: $ref: '#/components/schemas/CmdtyVolSurface' description: Commodity volatility surfaces included in the container. nullable: true fx_cross_map: type: array items: $ref: '#/components/schemas/FxCross' description: FX-cross records included in the container. nullable: true fx_vol_surface_map: type: array items: $ref: '#/components/schemas/FxVolSurface' description: FX volatility surfaces included in the container. nullable: true pricing_date: type: string description: Pricing date for which the container was assembled. rate_asset_map: type: array items: $ref: '#/components/schemas/RateAsset' description: Interest-rate assets included in the container. nullable: true swaption_vol_cube_map: type: array items: $ref: '#/components/schemas/SwaptionVolCube' description: Swaption volatility cubes included in the container. nullable: true bond_vol_surface_map: type: array items: $ref: '#/components/schemas/BondVolSurface' description: Bond volatility surfaces included in the container. nullable: true credit_swaption_vol_cube_map: type: array items: $ref: '#/components/schemas/CreditSwaptionVolCube' description: Credit swaption volatility cubes included in the container. nullable: true ir_futures_vol_cube_map: type: array items: $ref: '#/components/schemas/IrFuturesVolCube' description: Interest-rate futures volatility cubes included in the container. nullable: true credit_index_correlation_map: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: Credit-index correlation entries included in the container. nullable: true credit_event_map: type: array items: $ref: '#/components/schemas/CreditEvent' description: Credit-event records included in the container. nullable: true fixings_map: type: object additionalProperties: $ref: '#/components/schemas/Fixings' description: Fixing series keyed by their market-data series code. error_message_map: type: object additionalProperties: type: string description: Diagnostic messages keyed by their market-data label. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core additionalProperties: false description: >- Serializable collection of the market data required by a valuation request. DateCouponMap: required: - $type type: object properties: date: type: string description: Calendar date to which the coupon amount applies. coupon: type: number description: >- Coupon amount assigned to the date; amount scale is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.Tradables.DateCouponMap, Derivitec.Web.Core additionalProperties: false description: One dated coupon amount in a coupon schedule. BondMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: type: number description: >- Optional face value of the bond; currency and amount scale are not defined here. format: double nullable: true issuer: type: string description: Display name of the bond issuer. nullable: true issuer_id: type: string description: >- Issuer reference supplied with the bond; its identifier namespace is not defined here. nullable: true dated_date: type: string description: Date from which the bond begins accruing interest. format: date-time first_coupon_date: type: string description: Date of the bond's first coupon payment. format: date-time penultimate_coupon_date: type: string description: Date of the bond's penultimate coupon payment. format: date-time maturity_date: type: string description: Contractual maturity date of the bond. format: date-time roll_date: type: string description: Reference date used to roll the bond's coupon schedule. format: date-time end_to_end: type: boolean description: Whether end-to-end schedule generation is selected for the bond. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Rule applied when a scheduled bond date is not a business day. bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency convention for the bond's coupon payments. bond_coupon_type: enum: - fixed - variable - not_set type: string description: >- Classification of the bond coupon as fixed, variable, or unspecified. 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 description: Day-count convention used by the bond's coupon calculation. settlement_lag: type: integer description: >- Settlement lag applied to the bond; unit and calendar treatment are not defined here. format: int32 coupon_rate: type: number description: >- Coupon rate supplied for the bond; scale is not defined by this contract. format: double calendar: type: string description: Calendar name used with the bond's business-day convention. nullable: true next_coupon_index: type: integer description: >- Optional position of the next coupon in the supplied coupon sequence; index origin is not defined here. format: int32 nullable: true 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' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Explicit coupon schedule entries supplied for the bond. nullable: true redemption_rate: type: number description: >- Optional rate applied when the bond is redeemed; scale is not defined here. format: double nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Seniority classification of the bond debt. is_trs: type: boolean description: >- Whether the bond terms are being used in a total-return-swap context. traded_price: type: number description: >- Last reset price when the bond is used in a total-return swap; quotation convention is not defined here. format: double funding_currency: type: string description: >- Funding currency when the bond represents the asset leg of a total-return swap; code standard is not defined here. nullable: true trs_expiration_date: type: string description: Display expiry date for the total-return-swap context. format: date-time $type: type: string enum: - Derivitec.Web.Core.Tradables.Bond, Derivitec.Web.Core additionalProperties: false description: >- Fully specified bond terms, including coupon schedule, settlement conventions, optional provisions, and optional total-return-swap context. BondByCode: required: - $type type: object additionalProperties: false description: >- Bond contract selected by an instrument code rather than fully specified bond terms. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.Tradables.BondByCode, Derivitec.Web.Core ConvertibleBond: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true currency: type: string description: Contract currency; code standard is not defined here. nullable: true expiration_date: type: string description: >- Expiry date supplied as part of the contract terms; timezone semantics are not defined here. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' par_value: type: number description: >- Optional face value of the bond; currency and amount scale are not defined here. format: double nullable: true issuer: type: string description: Display name of the bond issuer. nullable: true issuer_id: type: string description: >- Issuer reference supplied with the bond; its identifier namespace is not defined here. nullable: true dated_date: type: string description: Date from which the bond begins accruing interest. format: date-time first_coupon_date: type: string description: Date of the bond's first coupon payment. format: date-time penultimate_coupon_date: type: string description: Date of the bond's penultimate coupon payment. format: date-time maturity_date: type: string description: Contractual maturity date of the bond. format: date-time roll_date: type: string description: Reference date used to roll the bond's coupon schedule. format: date-time end_to_end: type: boolean description: Whether end-to-end schedule generation is selected for the bond. business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: Rule applied when a scheduled bond date is not a business day. bond_coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency convention for the bond's coupon payments. bond_coupon_type: enum: - fixed - variable - not_set type: string description: >- Classification of the bond coupon as fixed, variable, or unspecified. 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 description: Day-count convention used by the bond's coupon calculation. settlement_lag: type: integer description: >- Settlement lag applied to the bond; unit and calendar treatment are not defined here. format: int32 coupon_rate: type: number description: >- Coupon rate supplied for the bond; scale is not defined by this contract. format: double calendar: type: string description: Calendar name used with the bond's business-day convention. nullable: true next_coupon_index: type: integer description: >- Optional position of the next coupon in the supplied coupon sequence; index origin is not defined here. format: int32 nullable: true 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' tranche_definition: $ref: '#/components/schemas/TrancheDefinition' bond_coupons: type: array items: $ref: '#/components/schemas/BondCoupon' description: Explicit coupon schedule entries supplied for the bond. nullable: true redemption_rate: type: number description: >- Optional rate applied when the bond is redeemed; scale is not defined here. format: double nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Seniority classification of the bond debt. is_trs: type: boolean description: >- Whether the bond terms are being used in a total-return-swap context. traded_price: type: number description: >- Last reset price when the bond is used in a total-return swap; quotation convention is not defined here. format: double funding_currency: type: string description: >- Funding currency when the bond represents the asset leg of a total-return swap; code standard is not defined here. nullable: true trs_expiration_date: type: string description: Display expiry date for the total-return-swap context. format: date-time asset_identifier: $ref: '#/components/schemas/InstrumentIdentifier' asset_currency: type: string description: >- Currency of the asset received on conversion; code standard is not defined here. nullable: true 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 description: >- Whether conversion delivers an asset issued by an entity other than the bond issuer. $type: type: string enum: - Derivitec.Web.Core.Tradables.ConvertibleBond, Derivitec.Web.Core additionalProperties: false description: >- Bond terms extended with conversion, dilution, call, put, mandatory-conversion, dividend-protection, and exchangeability conditions. ConvertibleBondByCode: required: - $type type: object additionalProperties: false description: The ConvertibleBondByCode. properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true code: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.Tradables.ConvertibleBondByCode, Derivitec.Web.Core IBondMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IBond, Derivitec.Web.Core additionalProperties: false description: Polymorphic contract role for bonds that can produce cash flows. IBondByCodeMintlifyShape: required: - $type type: object properties: identifier: type: string description: >- Contract identifier supplied by the caller or derived from contract terms when omitted; namespace and derivation format are not public here. nullable: true $type: type: string enum: - Derivitec.Web.Core.Tradables.IBondByCode, Derivitec.Web.Core additionalProperties: false description: Polymorphic bond role whose bond instrument is obtained from its code. Equity: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time borrow_curve: $ref: '#/components/schemas/BorrowCurve' dividends: $ref: '#/components/schemas/Dividends' fixings: $ref: '#/components/schemas/Fixings' futures_date: type: string description: Date of the futures quote carried for the equity. format: date-time futures_price: type: number description: Futures quote carried for the equity. format: double fx_cross_map: type: object additionalProperties: $ref: '#/components/schemas/FxCross' description: >- FX-pair market data made available for constituent currency conversion. nullable: true holiday_calendar: $ref: '#/components/schemas/Calendar' name: $ref: '#/components/schemas/InstrumentIdentifier' roll_fixing: type: number description: Fixing value carried for roll treatment. format: double settlement_lag: type: integer description: Settlement-lag count for the equity. format: int32 yield_curve: $ref: '#/components/schemas/DiscountCurve' divisor: type: number description: Divisor carried for index or basket aggregation. Defaults to 1. format: double constituents: type: array items: type: string description: >- Constituent codes carried when the equity represents an index or basket. nullable: true currencies: type: object additionalProperties: type: string nullable: true description: Constituent-currency mapping carried for an index or basket. nullable: true shares: type: object additionalProperties: type: number format: double description: Constituent share amounts keyed by constituent code. nullable: true weights: type: object additionalProperties: type: number format: double description: Constituent weights keyed by constituent code. nullable: true spots: type: object additionalProperties: type: number format: double description: Constituent spot observations keyed by constituent code. nullable: true is_index: type: boolean description: Whether this equity record represents an index. example: false index_premium: type: number description: >- Premium adjustment carried when the equity represents an index. Defaults to 0. format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core additionalProperties: false description: >- Equity or equity-index market data with curves, fixings, settlement details, and optional constituent data. EquityVolSurface: description: >- Equity volatility surface with benchmark coordinates and a spot reference. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceMintlifyShape' Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSpline' Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core: '#/components/schemas/EquityVolSurfaceSvi' oneOf: - $ref: '#/components/schemas/EquityVolSurfaceMintlifyShape' - $ref: '#/components/schemas/EquityVolSurfaceSpline' - $ref: '#/components/schemas/EquityVolSurfaceSvi' EquityVolOfVarCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false maturities: type: array items: type: integer format: int32 description: >- Strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility values. nullable: true reference_date: type: string description: Reference date of the volatility curve. format: date-time vols: type: array items: type: number format: double description: >- Volatility values as decimals; 0.20 means 20%. Values correspond by position to maturities. nullable: true spot_ref: type: number description: Optional spot reference carried by the volatility curve. format: double nullable: true eq_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core additionalProperties: false description: >- Volatility-of-variance curve for an identified equity volatility-of-variance index. FxVolOfVarCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false maturities: type: array items: type: integer format: int32 description: >- Strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to the volatility values. nullable: true reference_date: type: string description: Reference date of the volatility curve. format: date-time vols: type: array items: type: number format: double description: >- Volatility values as decimals; 0.20 means 20%. Values correspond by position to maturities. nullable: true spot_ref: type: number description: Optional spot reference carried by the volatility curve. format: double nullable: true fx_vol_of_var_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core additionalProperties: false description: >- Volatility-of-variance curve for an identified FX volatility-of-variance index. EquityVolIndexVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core additionalProperties: false description: Volatility surface for an identified equity volatility index. EquityVolIndex: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time annualisation_factor: type: number description: Annualisation factor carried for the volatility index. format: double days_to_maturity: type: integer description: Maturity of the underlying variance-swap period, expressed in days. format: int32 eq_asset_id: $ref: '#/components/schemas/InstrumentIdentifier' equity: $ref: '#/components/schemas/Equity' equity_vol_surface: $ref: '#/components/schemas/EquityVolSurface' equity_vol_index_vol_surface: $ref: '#/components/schemas/EquityVolIndexVolSurface' eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' fixings: $ref: '#/components/schemas/Fixings' log_spot_step_size: type: number description: Step size of the log-spot grid carried for the volatility index. format: double max_log_spot: type: number description: Upper log-spot bound carried for the volatility index. format: double include_convexity_adjustment: type: boolean description: >- Whether volatility-of-volatility convexity adjustment is included in forwards. example: false min_log_spot: type: number description: Lower log-spot bound carried for the volatility index. format: double name: type: string description: Display name of the equity volatility index. nullable: true spread_curve: $ref: '#/components/schemas/EquityVolIndexSpreadCurve' $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility-index market data with underlying equity, surfaces, fixings, and spread inputs. Calendar: description: Named business-day calendar with holiday dates and weekend treatment. discriminator: propertyName: $type 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' oneOf: - $ref: '#/components/schemas/CalendarMintlifyShape' - $ref: '#/components/schemas/CalendarIntersection' - $ref: '#/components/schemas/CalendarUnion' Commodity: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time 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: type: string description: Futures date for this observation. format: date-time futures_price: type: number description: Futures price carried with FuturesDate. format: double roll_fixing: type: number description: Fixing used at the commodity roll. format: double settlement_calendar: $ref: '#/components/schemas/Calendar' settlement_lag: type: integer description: Settlement lag encoded by the model. format: int32 fixings_by_futures_code: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Commodity fixings grouped by futures code. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core additionalProperties: false description: >- Commodity market state containing futures inputs, curves, fixings, and settlement terms. DiscountCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false currency: type: string description: Currency represented by the discount curve. nullable: true curve_name: type: string description: Name distinguishing the curve within its currency. nullable: true discount_factors: type: array items: type: number format: double description: Dimensionless discount factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true value_date: type: string description: Curve value date. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core additionalProperties: false description: >- Named currency discount curve represented by day-offset maturities and dimensionless discount factors. StringDoubleKeyValuePair: type: object properties: key: type: string nullable: true value: type: number format: double additionalProperties: false SurvivalCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false currency: type: string description: Currency code of the survival curve. nullable: true debt_type: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Debt seniority or type represented by the curve. default_type: type: string description: Default-type label represented by the curve. nullable: true extrapolate: type: boolean description: >- Whether values beyond the last supplied maturity may be extrapolated. Defaults to true. example: true issuer_id: type: string description: >- Service-resolved issuer identifier. On upload, the issuer is resolved from IssuerIdentifier and this field is not used as input. nullable: true issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: type: array items: type: integer format: int32 description: >- Non-empty, positive, strictly increasing maturity offsets from ReferenceDate, in calendar days, corresponding by position to SurvivalProbabilities. nullable: true reference_date: type: string description: Reference date of the survival curve. format: date-time survival_probabilities: type: array items: type: number format: double description: >- Positive, dimensionless survival-probability values corresponding by position to Maturities. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core additionalProperties: false description: Dated survival-probability curve for an issuer and debt type. BondYieldCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false currency: type: string description: Currency dimension of the issuer curve. nullable: true seniority: enum: - senior - super_senior - other - subordinated - junior_subordinated - preference_shares - senior_loss_absorbing type: string description: Contract or debt seniority classification. discount_factors: type: array items: type: number format: double description: Dimensionless curve factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. issuer_id: type: string description: Issuer selector. nullable: true issuer_identifier: $ref: '#/components/schemas/IssuerIdentifier' maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true reference_bond_yield_curve: $ref: '#/components/schemas/BondYieldCurve' reference_date: type: string description: Date to which the data applies. format: date-time bond_identifier: $ref: '#/components/schemas/InstrumentIdentifier' $type: type: string enum: - Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core additionalProperties: false description: >- Issuer bond curve represented by day-offset maturities and dimensionless discount factors, with optional reference-curve linkage. CmdtyVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true commodity_id: $ref: '#/components/schemas/CommodityId' $type: type: string enum: - Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core additionalProperties: false description: Commodity volatility surface identified by its commodity. FxCross: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false reference_date: type: string description: Date to which the data applies. format: date-time domestic_discount_curve: $ref: '#/components/schemas/DiscountCurve' fixings_by_source: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Source labels paired with fixing series for the FX pair. nullable: true high_fixings_by_source: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Source labels paired with high-observation fixing series. nullable: true low_fixings_by_source: type: array items: $ref: '#/components/schemas/StringFixingsKeyValuePair' description: Source labels paired with low-observation fixing series. nullable: true fx_pair: type: string description: Currency-pair code represented by this market data. nullable: true roll_fixing: type: number description: Fixing value carried for roll treatment. format: double settlement: $ref: '#/components/schemas/FxSettlement' spot: type: number description: Spot observation carried for the FX pair. format: double foreign_discount_curve: $ref: '#/components/schemas/DiscountCurve' is_quoted_fx_cross: type: boolean description: Whether the pair is marked as the quoted FX-cross orientation. example: false $type: type: string enum: - Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core additionalProperties: false description: >- FX-pair market data with spot, discount curves, settlement details, and fixing series. FxVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true fx_pair: type: string description: Currency-pair code represented by the volatility surface. nullable: true is_quoted_fx_vol: type: boolean description: Whether this surface is marked as quoted FX volatility. example: false $type: type: string enum: - Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core additionalProperties: false description: >- FX volatility surface identified by its currency pair and quotation flag. RateAsset: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false business_day_convention: enum: - actual - following - modified_following - preceding - modified_preceding type: string description: >- Business-day adjustment convention represented by the rate asset; upload ignores the supplied value and uses the resolved service definition. currency: type: string description: >- Currency code represented by the rate asset; upload ignores the supplied value and uses the resolved service definition. nullable: true currency_calendar: $ref: '#/components/schemas/Calendar' day_count_convention: $ref: '#/components/schemas/DayCountConventionBase' end_to_end: type: boolean description: >- Whether the represented rate asset uses end-to-end adjustment; rate-asset upload ignores the supplied value and currently stores false. fixing_calendar: $ref: '#/components/schemas/Calendar' fixing_to_value_date_offset: type: integer description: >- Offset from the fixing date to the value date represented by the rate asset; upload ignores the supplied value and uses the resolved service definition. format: int32 index_curve: $ref: '#/components/schemas/DiscountCurve' name: type: string description: >- Rate-asset identifier, or a recognised Bloomberg rate-asset code on upload. nullable: true rate_fixings: $ref: '#/components/schemas/Fixings' rate_tenor: $ref: '#/components/schemas/Tenor' reference_date: type: string description: Reference date of the rate-asset market data. format: date-time type: type: string description: >- Rate-asset type label represented by the response; upload ignores the supplied value and uses the resolved service definition. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core additionalProperties: false description: >- Interest-rate index market data with an index curve and service-defined conventions. On upload, Name resolves an existing definition and only ReferenceDate and IndexCurve are taken from the remaining payload. Supplied UploadedBy, DerivitecModifiedBy, and UploadedDateTime values are ignored: the server records the authenticated user in UploadedBy and DerivitecModifiedBy and the current UTC time in UploadedDateTime. SwaptionVolCube: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false alphas: type: array items: type: array items: type: number format: double description: Alpha parameter rows carried by the volatility cube. nullable: true benchmark_forward_swap_rates: type: array items: type: array items: type: number format: double description: Benchmark forward-swap-rate rows carried by the cube. nullable: true benchmark_option_maturities: type: array items: type: integer format: int32 description: >- Benchmark option-maturity coordinates carried by the cube, in calendar days. nullable: true benchmark_swap_tenors: type: array items: type: integer format: int32 description: >- Benchmark swap-tenor coordinates carried by the cube, in calendar days. nullable: true betas: type: array items: type: array items: type: number format: double description: Beta parameter rows carried by the volatility cube. nullable: true nus: type: array items: type: array items: type: number format: double description: Nu parameter rows carried by the volatility cube. nullable: true reference_date: type: string description: Reference date of the volatility cube. format: date-time rhos: type: array items: type: array items: type: number format: double description: Rho parameter rows carried by the volatility cube. nullable: true shifts: type: array items: type: array items: type: number format: double description: Shift parameter rows carried by the volatility cube. nullable: true fitted_vol_type: enum: - black - bachelier type: string description: Volatility quotation type used for the fitted cube. rate_asset_id: type: string description: Rate-asset identifier represented by the cube. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core additionalProperties: false description: Swaption volatility cube for an identified rate asset. BondVolSurface: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false benchmark_fwd_factors: type: array items: type: number format: double description: >- Positive benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Non-empty, non-negative, strictly increasing benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true reference_date: type: string description: Reference date of the volatility surface. format: date-time skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true spot_ref: type: number description: Positive spot reference carried by the volatility surface. format: double vols: type: array items: type: number format: double description: >- Volatility observations expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true futures_market_id: type: string description: Futures market represented by the bond volatility surface. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core additionalProperties: false description: Bond volatility surface identified by its futures market. CreditSwaptionVolCube: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false alphas: type: array items: type: array items: type: number format: double description: Alpha parameter rows carried by the volatility cube. nullable: true benchmark_forward_swap_rates: type: array items: type: array items: type: number format: double description: Benchmark forward-swap-rate rows carried by the cube. nullable: true benchmark_option_maturities: type: array items: type: integer format: int32 description: >- Benchmark option-maturity coordinates carried by the cube, in calendar days. nullable: true benchmark_swap_tenors: type: array items: type: integer format: int32 description: >- Benchmark swap-tenor coordinates carried by the cube, in calendar days. nullable: true betas: type: array items: type: array items: type: number format: double description: Beta parameter rows carried by the volatility cube. nullable: true nus: type: array items: type: array items: type: number format: double description: Nu parameter rows carried by the volatility cube. nullable: true reference_date: type: string description: Reference date of the volatility cube. format: date-time rhos: type: array items: type: array items: type: number format: double description: Rho parameter rows carried by the volatility cube. nullable: true shifts: type: array items: type: array items: type: number format: double description: Shift parameter rows carried by the volatility cube. nullable: true fitted_vol_type: enum: - black - bachelier type: string description: Volatility quotation type used for the fitted cube. credit_id: type: string description: Credit index represented by the volatility cube. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core additionalProperties: false description: Credit-swaption volatility cube identified by its credit index. IrFuturesVolCube: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false alphas: type: array items: type: array items: type: number format: double description: Alpha parameter rows carried by the volatility cube. nullable: true benchmark_forward_swap_rates: type: array items: type: array items: type: number format: double description: Benchmark forward-swap-rate rows carried by the cube. nullable: true benchmark_option_maturities: type: array items: type: integer format: int32 description: >- Benchmark option-maturity coordinates carried by the cube, in calendar days. nullable: true benchmark_swap_tenors: type: array items: type: integer format: int32 description: >- Benchmark swap-tenor coordinates carried by the cube, in calendar days. nullable: true betas: type: array items: type: array items: type: number format: double description: Beta parameter rows carried by the volatility cube. nullable: true nus: type: array items: type: array items: type: number format: double description: Nu parameter rows carried by the volatility cube. nullable: true reference_date: type: string description: Reference date of the volatility cube. format: date-time rhos: type: array items: type: array items: type: number format: double description: Rho parameter rows carried by the volatility cube. nullable: true shifts: type: array items: type: array items: type: number format: double description: Shift parameter rows carried by the volatility cube. nullable: true fitted_vol_type: enum: - black - bachelier type: string description: Volatility quotation type used for the fitted cube. futures_market_id: type: string description: Code of the futures market represented by the cube. nullable: true rate_asset_id: type: string description: Rate-asset identifier represented by the cube. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core additionalProperties: false description: >- Interest-rate futures volatility cube identified by futures market and rate asset. CreditEvent: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false issuer_id: type: string description: Issuer selector. nullable: true recovery_rate: type: number description: Issuer-level recovery rate. format: double recovery_rate_by_bond_id: type: array items: $ref: '#/components/schemas/StringDoubleKeyValuePair' description: >- Bond-specific recovery rates carried alongside the issuer-level rate. nullable: true reference_date: type: string description: Date to which the data applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core additionalProperties: false description: Issuer credit-event data with general and bond-specific recovery rates. Fixings: required: - $type type: object properties: asset_id: type: string description: Series code to which the fixing observations belong. nullable: true dates: type: array items: type: string description: Observation dates in the fixing series. nullable: true values: type: array items: type: number format: double description: Observed values in the fixing series. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core additionalProperties: false description: Dated observations for one market-data series. InstrumentIdentifier: description: >- Instrument code qualified by an identifier namespace and optional market code. discriminator: propertyName: $type mapping: Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core: '#/components/schemas/InstrumentIdentifierMintlifyShape' Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core: '#/components/schemas/InstrumentInfo' oneOf: - $ref: '#/components/schemas/InstrumentIdentifierMintlifyShape' - $ref: '#/components/schemas/InstrumentInfo' BondCapitalisationProvision: required: - $type type: object properties: capitalisation_dates: type: array items: type: string format: date-time description: Dates included in the bond capitalisation schedule. nullable: true capitalisation_rates: type: array items: type: number format: double description: >- Rates included in the bond capitalisation schedule; scale and compounding convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCapitalisationProvision, Derivitec.Web.Core additionalProperties: false description: Dates and rates that define a bond capitalisation schedule. BondExtensionProvision: required: - $type type: object properties: extension_dates: type: array items: type: string format: date-time description: Dates on which a bond extension can be exercised. nullable: true extended_maturity_dates: type: array items: type: string format: date-time description: Possible maturity dates after extension. nullable: true extended_redemption_values: type: array items: type: number format: double description: >- Redemption values for extended terms; units and quotation convention are not defined here. nullable: true issuer_extension: type: array items: type: boolean description: >- Flags indicating whether the issuer holds each extension right; list correspondence is not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondExtensionProvision, Derivitec.Web.Core additionalProperties: false description: >- Exercise dates, extended maturities, redemption values, and right-holder flags for extending a bond. BondCallProvision: required: - $type type: object additionalProperties: false description: Issuer call schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.BondCallProvision, Derivitec.Web.Core BondPutProvision: required: - $type type: object additionalProperties: false description: Holder put schedule and redemption terms for a bond. properties: dates: type: array items: type: string format: date-time description: Dates in the option exercise schedule. nullable: true redemption_values: type: array items: type: number format: double description: >- Redemption values in the option schedule; units and quotation convention are not defined here. nullable: true exercise_style: enum: - european - american - bermudan - not_set type: string description: Exercise style applied to the option schedule. $type: type: string enum: - Derivitec.Web.Core.StaticData.BondPutProvision, Derivitec.Web.Core TrancheDefinition: required: - $type type: object properties: tranche_id: type: string description: >- Identifier assigned to the tranche; identifier namespace is not defined here. nullable: true attachment: type: number description: Tranche attachment point; scale and units are not defined here. format: double detachment: type: number description: Tranche detachment point; scale and units are not defined here. format: double senior_principal_factor: type: number description: Principal factor assigned to the senior tranche component. format: double tranche_principal_factor: type: number description: Principal factor assigned to the tranche as a whole. format: double junior_principal_factor: type: number description: Principal factor assigned to the junior tranche component. format: double amortisation_start_date: type: string description: Date from which tranche amortisation terms apply. format: date-time amortisation_type: enum: - pro_rata - sequential type: string description: Rule used to allocate tranche amortisation. cleanup_call_threshold: type: number description: >- Threshold at which the tranche cleanup call may apply; scale and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.TrancheDefinition, Derivitec.Web.Core additionalProperties: false description: >- Attachment, detachment, amortisation, and principal-factor terms for a tranche. BondCoupon: required: - $type type: object properties: coupon_leg_start_date: type: string description: Start date of the coupon leg. format: date-time coupon_leg_end_date: type: string description: End date of the coupon leg. format: date-time coupon_leg_first_coupon_date: type: string description: First coupon date specified for the leg. format: date-time coupon_leg_penultimate_coupon_date: type: string description: Penultimate coupon date specified for the leg. format: date-time coupon_type: enum: - fixed - variable - not_set type: string description: Whether the coupon is fixed, variable, or not selected. coupon_frequency: enum: - zero_coupon - annual - semi_annual - quarterly - monthly - at_maturity - every182_days - not_set type: string description: Frequency at which the coupon leg pays. fixed_coupon_rate: type: number description: >- Fixed rate applied to the coupon leg; rate scale is not defined here. format: double coupon_index_id: type: string description: >- Identifier of the index used by a variable coupon; identifier namespace is not defined here. nullable: true index_fixing_lag: type: integer description: >- Lag applied when fixing the coupon index; its unit is not defined here. format: int32 index_multiplier: type: number description: Multiplier applied to the coupon index; scale is not defined here. format: double coupon_floor: type: number description: Minimum coupon rate for the leg; rate scale is not defined here. format: double coupon_cap: type: number description: Maximum coupon rate for the leg; rate scale is not defined here. format: double $type: type: string enum: - Derivitec.Web.Core.StaticData.BondCoupon, Derivitec.Web.Core additionalProperties: false description: Terms for one fixed or index-linked bond coupon leg. ConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the conversion schedule. nullable: true conversion_ratios: type: array items: type: number format: double description: Conversion ratios in the schedule. nullable: true triggers: type: array items: type: number format: double description: >- Trigger values in the conversion schedule; scale and quotation convention are not defined here. nullable: true cash_on_conversions: type: array items: type: number format: double description: >- Cash values applied to scheduled conversions; currency and units are not defined here. nullable: true cap_on_conversions: type: array items: type: number format: double description: >- Cap values applied to scheduled conversions; units are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.ConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Scheduled dates, ratios, triggers, cash terms, and caps for convertible-bond conversion. DilutionConversionCondition: required: - $type type: object properties: issued_shares: type: integer description: Number of shares represented by the dilution terms. format: int32 issued_amount: type: number description: >- Issued amount used by the dilution terms; currency and units are not defined here. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DilutionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Issued amount and share count used to describe convertible-bond dilution terms. CallableConversionCondition: required: - $type type: object properties: is_make_whole: type: boolean description: Whether the call condition includes make-whole treatment. convert_on_call: type: boolean description: Whether exercising the call also converts the bond. dates: type: array items: type: string format: date-time description: Dates in the convertible-bond call schedule. nullable: true notionals: type: array items: type: number format: double description: >- Call notional values in the schedule; units and currency are not defined here. nullable: true num_days_above_trigger: type: integer description: >- Number of days within the soft-call window that must be above the trigger. format: int32 num_consecutive_trading_days: type: integer description: Consecutive-trading-day window used by the soft-call condition. format: int32 triggers: type: array items: type: number format: double description: >- Trigger values in the soft-call schedule; scale and quotation convention are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CallableConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Call schedule and soft-call conditions governing conversion of a convertible bond. PuttableConversionCondition: required: - $type type: object properties: dates: type: array items: type: string format: date-time description: Dates in the convertible-bond put schedule. nullable: true notionals: type: array items: type: number format: double description: >- Put notional values in the schedule; units and currency are not defined here. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.PuttableConversionCondition, Derivitec.Web.Core additionalProperties: false description: Put dates and notional values in convertible-bond conversion terms. MandatoryConversionCondition: required: - $type type: object properties: call_ratio: type: number description: Conversion ratio applied by the call-side mandatory terms. format: double put_ratio: type: number description: Conversion ratio applied by the put-side mandatory terms. format: double $type: type: string enum: - >- Derivitec.Web.Core.StaticData.MandatoryConversionCondition, Derivitec.Web.Core additionalProperties: false description: Call and put ratios used by mandatory convertible-bond terms. DividendProtectionConversionCondition: required: - $type type: object properties: threshold: type: number description: >- Dividend-protection threshold; units and scale depend on the accompanying cash-threshold flag and are not defined here. format: double type: enum: - pass_through - conversion_ratio_adjustment type: string description: Method used to apply dividend protection. is_cash_threshold: type: boolean description: Whether the protection threshold is expressed as a cash value. $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DividendProtectionConversionCondition, Derivitec.Web.Core additionalProperties: false description: >- Threshold and adjustment method for convertible-bond dividend protection. BorrowCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: type: string description: Asset name. nullable: true discount_factors: type: array items: type: number format: double description: Dimensionless curve factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true value_date: type: string description: Curve value date. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core additionalProperties: false description: >- Asset borrow curve represented by day-offset maturities and dimensionless discount factors. Dividends: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false all_in_rates: type: array items: type: number format: double description: All-in rates aligned by index with ExDates. nullable: true asset_ids: type: array items: $ref: '#/components/schemas/InstrumentIdentifier' description: >- Asset identifiers aligned by index with ExDates; reconstruction supplies empty identifiers only when this collection is empty. nullable: true cash_divs: type: array items: type: number format: double description: Cash-dividend inputs aligned by index with ExDates. nullable: true confirmed_flags: type: array items: type: boolean description: Confirmation flags aligned by index with ExDates. nullable: true currencies: type: array items: type: string description: Currencies aligned by index with ExDates. nullable: true declared_dates: type: array items: type: string format: date-time description: Declaration dates aligned by index with ExDates. nullable: true div_types: type: array items: enum: - Regular - Extraordinary - Scrip type: string description: Classifies a dividend as regular, extraordinary, or scrip. description: Dividend classifications aligned by index with ExDates. nullable: true div_yields: type: array items: type: number format: double description: Dividend-yield inputs aligned by index with ExDates. nullable: true ex_dates: type: array items: type: string format: date-time description: >- Ex-dividend dates; their indexes define the rows reconstructed from the parallel collections. nullable: true pay_dates: type: array items: type: string format: date-time description: Payment dates aligned by index with ExDates. nullable: true record_dates: type: array items: type: string format: date-time description: Record dates aligned by index with ExDates. nullable: true withholding_tax_rates: type: array items: type: number format: double description: >- Withholding-tax rates aligned by index with ExDates; reconstruction supplies zero rates only when this collection is empty. nullable: true reference_date: type: string description: Date to which this projected-dividend set applies. format: date-time $type: type: string enum: - Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core additionalProperties: false description: >- Columnar projected-dividend data whose per-dividend collections are consumed at matching indexes. EquityVolSurfaceMintlifyShape: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double $type: type: string enum: - Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface with benchmark coordinates and a spot reference. EquityVolSurfaceSpline: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double var_grid: type: array items: type: array items: type: number format: double description: The volatility grid (one vector per maturity) nullable: true strike_grid: type: array items: type: array items: type: number format: double description: The strike grid (one vector per maturity) nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSpline, Derivitec.Web.Core additionalProperties: false description: The equity vol surface. EquityVolSurfaceSvi: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false asset_name: $ref: '#/components/schemas/InstrumentIdentifier' benchmark_fwd_factors: type: array items: type: number format: double description: >- Benchmark forward-factor values, one corresponding by position to each benchmark maturity. nullable: true benchmark_maturities: type: array items: type: integer format: int32 description: >- Distinct benchmark maturity offsets from ReferenceDate, in calendar days. nullable: true reference_date: type: string description: Reference date of the equity volatility surface. format: date-time spot_ref: type: number description: Spot reference carried by the equity volatility surface. format: double call_wings: type: array items: type: number format: double description: >- Non-negative call-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true put_wings: type: array items: type: number format: double description: >- Non-negative put-wing parameter values, one corresponding by position to each benchmark maturity. nullable: true skews: type: array items: type: number format: double description: >- Skew parameter values, one corresponding by position to each benchmark maturity. nullable: true smiles: type: array items: type: number format: double description: >- Smile parameter values, one corresponding by position to each benchmark maturity. nullable: true vols: type: array items: type: number format: double description: >- Volatility values expressed as decimals, where 0.20 means 20%, with one value corresponding by position to each benchmark maturity. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolSurfaceSvi, Derivitec.Web.Core additionalProperties: false description: >- Equity volatility surface carrying wing, skew, smile, and volatility parameter sequences. EquityVolIndexSpreadCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false eq_vol_index_id: $ref: '#/components/schemas/InstrumentIdentifier' maturities: type: array items: type: integer format: int32 description: Maturity coordinates for the spread curve, expressed in days. nullable: true reference_date: type: string description: Reference date of the spread curve. format: date-time spreads: type: array items: type: number format: double description: Spread values carried by the curve. nullable: true spread_type: enum: - additive - multiplicative - not_set type: string description: >- Whether the spread values are additive, multiplicative, or not selected. Defaults to additive. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core additionalProperties: false description: >- Dated additive or multiplicative spread curve for an equity volatility index. CalendarMintlifyShape: required: - $type type: object properties: holidays: type: array items: type: string format: date-time description: Dates treated as holidays by the calendar. nullable: true include_weekends: type: boolean description: >- Whether weekend dates are included in the calendar's non-business-day set. name: type: string description: Name of the business-day calendar. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core additionalProperties: false description: Named business-day calendar with holiday dates and weekend treatment. CalendarIntersection: required: - $type type: object properties: holidays: type: array items: type: string format: date-time description: Dates treated as holidays by the calendar. nullable: true include_weekends: type: boolean description: >- Whether weekend dates are included in the calendar's non-business-day set. name: type: string description: Name of the business-day calendar. nullable: true calendars: type: array items: $ref: '#/components/schemas/Calendar' description: Gets or sets the list of underlying calendars in the intersection. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.CalendarIntersection, Derivitec.Web.Core additionalProperties: false description: The calendar intersection. CalendarUnion: required: - $type type: object properties: holidays: type: array items: type: string format: date-time description: Dates treated as holidays by the calendar. nullable: true include_weekends: type: boolean description: >- Whether weekend dates are included in the calendar's non-business-day set. name: type: string description: Name of the business-day calendar. nullable: true calendars: type: array items: $ref: '#/components/schemas/Calendar' description: Gets or sets the list of underlying calendars in the union. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.CalendarUnion, Derivitec.Web.Core additionalProperties: false description: The calendar union. CommodityId: required: - $type type: object properties: name: type: string description: Display name. nullable: true exchange: type: string description: Exchange component of the commodity key. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core additionalProperties: false description: Commodity business key formed from name and exchange. ConvenienceYieldCurve: required: - $type type: object properties: provider_id: type: string description: >- Market-data provider code recorded as the source of the contribution. Defaults to Derivitec. nullable: true derivitec_created: type: string description: Timestamp at which the market-data record was created. derivitec_modified: type: string description: Optional timestamp of the record's latest modification. nullable: true uploaded_date_time: type: string description: >- Optional timestamp at which the contribution was uploaded. UploadRateAssets ignores the supplied value on each rate asset and stores the current UTC time. nullable: true derivitec_modified_by: type: string description: >- Principal recorded as the latest modifier. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true uploaded_by: type: string description: >- Principal recorded as the uploader. UploadRateAssets ignores the supplied value on each rate asset and stores the authenticated user identifier. nullable: true rolled: type: boolean description: Whether the contribution has been rolled. example: false commodity_id: $ref: '#/components/schemas/CommodityId' discount_factors: type: array items: type: number format: double description: Dimensionless convenience factors paired by index with Maturities. nullable: true extrapolate: type: boolean description: >- Whether the curve may be evaluated beyond its supplied maturities; initialized to true. maturities: type: array items: type: integer format: int32 description: >- Maturities expressed as day offsets and paired by index with DiscountFactors. nullable: true value_date: type: string description: Curve value date. format: date-time $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core additionalProperties: false description: >- Commodity convenience-yield curve represented by day-offset maturities and dimensionless factors. StringFixingsKeyValuePair: type: object properties: key: type: string nullable: true value: $ref: '#/components/schemas/Fixings' additionalProperties: false IssuerIdentifier: required: - $type type: object properties: code: type: string description: Issuer code interpreted in the selected issuer namespace. nullable: true identifier_type: enum: - DerivitecBondIssuerId - ReutersOrgId - ShortName - Lei - RedCode - MarkitTicker - ReutersIssuerId - CBondsIssuerId - PermId - BloombergCompanyId - NotSet type: string description: Namespace that determines how the issuer code is interpreted. $type: type: string enum: - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core additionalProperties: false description: Issuer code qualified by an issuer-identifier namespace. FxSettlement: required: - $type type: object properties: domestic_calendar: $ref: '#/components/schemas/Calendar' foreign_calendar: $ref: '#/components/schemas/Calendar' is_special_lat_am_cross: type: boolean description: >- Whether the settlement marks the foreign currency as a special Latin American currency. settlement_lag: type: integer description: >- Settlement lag for the currency pair; unit and adjustment rule are not defined here. format: int32 usd_calendar: $ref: '#/components/schemas/Calendar' $type: type: string enum: - Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core additionalProperties: false description: >- Calendar and lag terms used to determine settlement for a foreign-exchange pair. DayCountConventionBase: description: Named day-count convention reference. discriminator: propertyName: $type 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.Actual364, Derivitec.Web.Core: '#/components/schemas/Actual364' 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.Bus252, Derivitec.Web.Core: '#/components/schemas/Bus252' 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' oneOf: - $ref: '#/components/schemas/DayCountConventionBaseMintlifyShape' - $ref: '#/components/schemas/Actual360' - $ref: '#/components/schemas/Actual364' - $ref: '#/components/schemas/Actual365' - $ref: '#/components/schemas/ActualActual' - $ref: '#/components/schemas/ActualActualAFB' - $ref: '#/components/schemas/Bus252' - $ref: '#/components/schemas/NL365' - $ref: '#/components/schemas/Thirty360' - $ref: '#/components/schemas/ThirtyE360' - $ref: '#/components/schemas/ThirtyE360Isda' - $ref: '#/components/schemas/ThirtyU360' Tenor: required: - $type type: object properties: tenor_string: type: string description: Tenor text; accepted syntax is not constrained by this contract. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core additionalProperties: false description: Textual tenor used by a static-data term. InstrumentIdentifierMintlifyShape: required: - $type type: object properties: code: type: string description: Instrument code interpreted in the selected identifier namespace. nullable: true identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - Cusip - NotSet type: string description: Namespace that determines how the instrument code is interpreted. market_identification_code: type: string description: >- Optional market identification code that further qualifies the instrument code. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core additionalProperties: false description: >- Instrument code qualified by an identifier namespace and optional market code. InstrumentInfo: required: - $type type: object properties: code: type: string description: Instrument code interpreted in the selected identifier namespace. nullable: true identifier_type: enum: - Derivitec - Ric - Bloomberg - Isin - Figi - Sedol - RedCode - RedPairCode - BloombergYellow - XIgniteCode - CBondsId - EdiSecId - EdiSymbol - Cusip - NotSet type: string description: Namespace that determines how the instrument code is interpreted. market_identification_code: type: string description: >- Optional market identification code that further qualifies the instrument code. nullable: true name: type: string description: Human-readable name of the identified instrument. nullable: true $type: type: string enum: - Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core additionalProperties: false description: Instrument identifier with a human-readable instrument name. DayCountConventionBaseMintlifyShape: required: - $type type: object properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core additionalProperties: false description: Named day-count convention reference. Actual360: required: - $type type: object additionalProperties: false description: The Actual/360 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual360, Derivitec.Web.Core Actual364: required: - $type type: object additionalProperties: false description: >- Day-count convention using actual calendar days divided by 364 days per year. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual364, Derivitec.Web.Core Actual365: required: - $type type: object additionalProperties: false description: The Actual/365 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Actual365, Derivitec.Web.Core ActualActual: required: - $type type: object additionalProperties: false description: The Actual/Actual day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActual, Derivitec.Web.Core ActualActualAFB: required: - $type type: object additionalProperties: false description: The Actual/Actual AFB day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.ActualActualAFB, Derivitec.Web.Core Bus252: required: - $type type: object additionalProperties: false description: Business-day day-count convention using 252 business days per year. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Bus252, Derivitec.Web.Core NL365: required: - $type type: object additionalProperties: false description: The NL/365 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.NL365, Derivitec.Web.Core Thirty360: required: - $type type: object additionalProperties: false description: The 30/360 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.Thirty360, Derivitec.Web.Core ThirtyE360: required: - $type type: object additionalProperties: false description: The 30E/360 day count convention. properties: name: type: string description: Name of the day-count convention. nullable: true $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360, Derivitec.Web.Core ThirtyE360Isda: required: - $type type: object properties: name: type: string description: Name of the day-count convention. nullable: true last_coupon: type: boolean description: Gets or sets a value indicating whether last coupon is true. $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyE360Isda, Derivitec.Web.Core additionalProperties: false description: The 30E/360 ISDA day count convention DTO. ThirtyU360: required: - $type type: object properties: name: type: string description: Name of the day-count convention. nullable: true end_of_month: type: boolean description: Gets or sets a value indicating whether end of month is true. $type: type: string enum: - Derivitec.Web.Core.StaticData.ThirtyU360, Derivitec.Web.Core additionalProperties: false description: The 30/360 US day count convention. securitySchemes: oauth2: type: 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: {} apikey: type: apiKey description: API-Key requested via the site and provided as a header name: x-api-key in: header ````