Retrieve equity forward points.

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

import requests

url = "https://api.riskportal.activeviam.com/api/Equity/GetEquityForwards"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core",
    "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "market_identification_code": "<string>"
    },
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data",
    "expiration_dates": ["2023-11-07T05:31:56Z"],
    "include_ex_dates": False
}
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.ApiEquityGetForwardsRequest, Derivitec.Web.Core',
    identifier: {
      $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
      code: '<string>',
      market_identification_code: '<string>'
    },
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data',
    expiration_dates: ['2023-11-07T05:31:56Z'],
    include_ex_dates: false
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Equity/GetEquityForwards",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core',
    'identifier' => [
        '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        'code' => '<string>',
        'market_identification_code' => '<string>'
    ],
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data',
    'expiration_dates' => [
        '2023-11-07T05:31:56Z'
    ],
    'include_ex_dates' => false
  ]),
  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/Equity/GetEquityForwards"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\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  \"expiration_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"include_ex_dates\": false\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/Equity/GetEquityForwards")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\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  \"expiration_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"include_ex_dates\": false\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Equity/GetEquityForwards")

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  \"$type\": \"Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\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  \"expiration_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"include_ex_dates\": false\n}"

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

{
  "$type": "Derivitec.Web.Core.MarketData.ApiEquityGetForwardsResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "equity_forwards": [
    {
      "$type": "Derivitec.Web.Core.MarketData.EquityForwardPoint, Derivitec.Web.Core",
      "all_in_rate": 123,
      "borrow_factor": 123,
      "date": "2023-11-07T05:31:56Z",
      "discount_factor": 123,
      "forward": 123,
      "is_ex_date": false,
      "gross_dividend": 123,
      "net_dividend": 123,
      "dividend_currency": "<string>",
      "fx_rate": 123,
      "borrow_rate": 123,
      "discount_rate": 123,
      "adjusted_strike": 123,
      "spot_date": "2023-11-07T05:31:56Z",
      "settlement_date": "2023-11-07T05:31:56Z"
    }
  ]
}

Retrieve equity forward points.

Use this operation for forward, discount-factor, and dividend information for one equity. A non-empty ExpirationDates list selects only those calendar dates; otherwise the action produces a weekly business-day series to approximately ten years. IncludeExDates defaults to false and controls inclusion of dividend ex-dates. A market date on or after the server’s current date uses the latest available market-data date. Selected providers take precedence over caller-organisation and shared data. It is read-only and synchronous.

POST

api

Equity

GetEquityForwards

Retrieve equity forward points.

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

import requests

url = "https://api.riskportal.activeviam.com/api/Equity/GetEquityForwards"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core",
    "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "market_identification_code": "<string>"
    },
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data",
    "expiration_dates": ["2023-11-07T05:31:56Z"],
    "include_ex_dates": False
}
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.ApiEquityGetForwardsRequest, Derivitec.Web.Core',
    identifier: {
      $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
      code: '<string>',
      market_identification_code: '<string>'
    },
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data',
    expiration_dates: ['2023-11-07T05:31:56Z'],
    include_ex_dates: false
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Equity/GetEquityForwards",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core',
    'identifier' => [
        '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        'code' => '<string>',
        'market_identification_code' => '<string>'
    ],
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data',
    'expiration_dates' => [
        '2023-11-07T05:31:56Z'
    ],
    'include_ex_dates' => false
  ]),
  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/Equity/GetEquityForwards"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\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  \"expiration_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"include_ex_dates\": false\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/Equity/GetEquityForwards")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\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  \"expiration_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"include_ex_dates\": false\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Equity/GetEquityForwards")

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  \"$type\": \"Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\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  \"expiration_dates\": [\n    \"2023-11-07T05:31:56Z\"\n  ],\n  \"include_ex_dates\": false\n}"

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

{
  "$type": "Derivitec.Web.Core.MarketData.ApiEquityGetForwardsResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "equity_forwards": [
    {
      "$type": "Derivitec.Web.Core.MarketData.EquityForwardPoint, Derivitec.Web.Core",
      "all_in_rate": 123,
      "borrow_factor": 123,
      "date": "2023-11-07T05:31:56Z",
      "discount_factor": 123,
      "forward": 123,
      "is_ex_date": false,
      "gross_dividend": 123,
      "net_dividend": 123,
      "dividend_currency": "<string>",
      "fx_rate": 123,
      "borrow_rate": 123,
      "discount_rate": 123,
      "adjusted_strike": 123,
      "spot_date": "2023-11-07T05:31:56Z",
      "settlement_date": "2023-11-07T05:31:56Z"
    }
  ]
}

Authorizations

Authorization

string

header

required

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

Body

A supported equity Identifier, date-only MarketDate, optional ISO 8601 ExpirationDates, optional IncludeExDates (default false), and one authorised provider-selector form.

Selects an equity, market-data date, optional expiries, and optional ex-dividend annotations for a forward curve.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiEquityGetForwardsRequest, Derivitec.Web.Core

identifier

object

Instrument code qualified by an identifier namespace and optional market code.

Option 1
Option 2

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"

expiration_dates

string<date-time>[] | null

Requested forward expiries; when absent or empty, weekly business-day dates are generated from the effective market-data date to approximately ten years.

include_ex_dates

boolean

Whether forward points include ex-dividend-date annotations.

Example:

false

Response

Returns ordered equity forward points, or unavailable-equity or forward errors.

Returns forward points for the selected equity and expiries.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiEquityGetForwardsResponse, 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.

equity_forwards

object[] | null

Equity forward points for the expiries resolved from the request.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve equity forward points.

Authorizations

Body

Response