Retrieve equity volatility surface parameters.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/Equity/GetVolatilityParameters \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core",
  "identifier": {
    "$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"
}
'

import requests

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

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core",
    "identifier": {
        "$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"
}
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.ApiGetEquityVolatilityCubeParametersRequest, 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'
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Equity/GetVolatilityParameters",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, 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'
  ]),
  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/GetVolatilityParameters"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$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}")

	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/GetVolatilityParameters")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$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}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Equity/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  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$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}"

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

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

Retrieve equity volatility surface parameters.

Use this operation to display fitted surface parameters and marked option points for one equity and market date. The identifier must use a supported equity namespace: Derivitec, Bloomberg, Ric, Isin, Figi, Sedol, or EdiSymbol. Provider/environment selection determines the requested market-data scope, with supporting reference data available to the caller. Returned volatility values use decimal-rate conventions. It is read-only and synchronous.

POST

api

Equity

GetVolatilityParameters

Retrieve equity volatility surface parameters.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/Equity/GetVolatilityParameters \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core",
  "identifier": {
    "$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"
}
'

import requests

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

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core",
    "identifier": {
        "$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"
}
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.ApiGetEquityVolatilityCubeParametersRequest, 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'
  })
};

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

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Equity/GetVolatilityParameters",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, 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'
  ]),
  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/GetVolatilityParameters"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$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}")

	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/GetVolatilityParameters")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$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}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Equity/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  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, Derivitec.Web.Core\",\n  \"identifier\": {\n    \"$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}"

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

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "marked_option_vol_dictionary": {},
  "vol_cube_parameters": [
    {
      "$type": "Derivitec.Web.Core.MarketData.EquityVolSurfaceParameters, Derivitec.Web.Core",
      "atm_forward": 123,
      "atmf_vol": 123,
      "call_vol": 123,
      "put_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 supported, non-empty equity Identifier, date-only MarketDate, and one authorised provider-selector form; IdentifierId is derived from Identifier rather than a client selector.

Selects an equity and market-data date for strike-based volatility data.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest, 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"

Response

Returns volatility-surface parameters and option points grouped by expiry, or unsupported-identifier, missing-equity, or volatility errors.

Returns equity option-volatility points grouped by expiry together with surface parameter rows.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersResponse, 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

Strike-based option-volatility slices keyed by expiry.

Show child attributes

vol_cube_parameters

object[] | null

Equity volatility-surface parameter row for each available maturity.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve equity volatility surface parameters.

Authorizations

Body

Response