Retrieve commodity volatility surface parameters.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core",
  "market_date": "2023-11-07T05:31:56Z",
  "provider_id": "<string>",
  "market_data_environment_names": [
    "<string>"
  ],
  "market_data_environment_name": "Example market data"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core",
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core',
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data'
  })
};

fetch('https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core',
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "marked_option_vol_dictionary": {},
  "vol_cube_parameters": [
    {
      "$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurfaceParameters, Derivitec.Web.Core",
      "atm_forward": 123,
      "atmf_vol": 123,
      "put_vol": 123,
      "call_vol": 123,
      "call_wing": 123,
      "expiry": "2023-11-07T05:31:56Z",
      "maturity": 123,
      "put_wing": 123,
      "skew": 123,
      "smile": 123
    }
  ]
}

Retrieve commodity volatility surface parameters.

Use this operation to display the fitted volatility term structure and marked option points for one commodity and market date. DisplayMode accepts Strike or Delta and defaults to Strike. The selected provider/environment controls the requested surface, and supporting commodity data must be available. Volatility values use decimal-rate conventions. The operation is read-only and synchronous.

POST

api

Commodity

GetVolatilityParameters

Retrieve commodity volatility surface parameters.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core",
  "market_date": "2023-11-07T05:31:56Z",
  "provider_id": "<string>",
  "market_data_environment_names": [
    "<string>"
  ],
  "market_data_environment_name": "Example market data"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core",
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core',
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data'
  })
};

fetch('https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core',
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Commodity/GetVolatilityParameters")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "marked_option_vol_dictionary": {},
  "vol_cube_parameters": [
    {
      "$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurfaceParameters, Derivitec.Web.Core",
      "atm_forward": 123,
      "atmf_vol": 123,
      "put_vol": 123,
      "call_vol": 123,
      "call_wing": 123,
      "expiry": "2023-11-07T05:31:56Z",
      "maturity": 123,
      "put_wing": 123,
      "skew": 123,
      "smile": 123
    }
  ]
}

Authorizations

Authorization

string

header

required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

A non-empty commodity name/exchange Identifier, date-only MarketDate, DisplayMode (Strike = 0/default or Delta = 1), and one authorised provider-selector form.

Selects a commodity, market-data date, and strike-or-delta presentation for volatility data.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersRequest, Derivitec.Web.Core

identifier

object

Commodity business key formed from name and exchange.

Show child attributes

market_date

string<date-time>

Market date used by the derived request.

provider_id

string | null

Opaque identifier of a single market-data provider to use instead of either environment-name option.

entity_access_type

enum<string>

Access classification associated with the selected market-data environment.

Available options:

view,

edit,

owner,

blocked

market_data_environment_names

string[] | null

Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.

market_data_environment_name

string | null

Single market-data environment name to use instead of market_data_environment_names or provider_id.

Example:

"Example market data"

display_mode

enum<string>

Chooses whether option points are presented by strike or delta; the default is strike.

Available options:

strike,

delta

Response

Returns volatility-cube parameters and option points grouped by expiry, or unavailable commodity, model, or surface errors.

Returns commodity volatility points grouped by expiry together with surface parameter rows.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetCommodityVolatilityCubeParametersResponse, Derivitec.Web.Core

is_success

boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages

string[] | null

Messages explaining operation-level failures. The collection is empty by default.

marked_option_vol_dictionary

object | null

Option-volatility slices keyed by expiry and expressed in the requested strike-or-delta presentation.

Show child attributes

vol_cube_parameters

object[] | null

Commodity volatility-surface parameter row for each available maturity.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve commodity volatility surface parameters.

Authorizations

Body

Response