> ## 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 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.



## OpenAPI

````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Equity/GetVolatilityParameters
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/Equity/GetVolatilityParameters:
    post:
      tags:
        - Equity
      summary: Retrieve equity volatility surface parameters.
      description: >-
        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.
      operationId: GetVolatilityParameters
      requestBody:
        description: >-
          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.
        content:
          application/json-patch+json:
            schema:
              $ref: '#/components/schemas/ApiGetEquityVolatilityCubeParametersRequest'
          application/json:
            schema:
              $ref: '#/components/schemas/ApiGetEquityVolatilityCubeParametersRequest'
          text/json:
            schema:
              $ref: '#/components/schemas/ApiGetEquityVolatilityCubeParametersRequest'
          application/*+json:
            schema:
              $ref: '#/components/schemas/ApiGetEquityVolatilityCubeParametersRequest'
      responses:
        '200':
          description: >-
            Returns volatility-surface parameters and option points grouped by
            expiry, or unsupported-identifier, missing-equity, or volatility
            errors.
          content:
            application/json:
              schema:
                $ref: >-
                  #/components/schemas/ApiGetEquityVolatilityCubeParametersResponse
        '400':
          description: BadRequest
        '401':
          description: Unauthorized
        '403':
          description: Forbidden
      security:
        - oauth2: []
        - apikey: []
components:
  schemas:
    ApiGetEquityVolatilityCubeParametersRequest:
      required:
        - $type
      type: object
      additionalProperties: false
      description: Selects an equity and market-data date for strike-based volatility data.
      properties:
        identifier:
          $ref: '#/components/schemas/InstrumentIdentifier'
        market_date:
          type: string
          description: Market date used by the derived request.
          format: date-time
        provider_id:
          type: string
          description: >-
            Opaque identifier of a single market-data provider to use instead of
            either environment-name option.
          nullable: true
        entity_access_type:
          enum:
            - view
            - edit
            - owner
            - blocked
          type: string
          description: >-
            Access classification associated with the selected market-data
            environment.
        market_data_environment_names:
          type: array
          items:
            type: string
          description: >-
            Names of the market-data environments to use. Do not combine this
            list with the single-name or provider-ID alternatives.
          nullable: true
        market_data_environment_name:
          type: string
          description: >-
            Single market-data environment name to use instead of
            `market_data_environment_names` or `provider_id`.
          nullable: true
          example: Example market data
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersRequest,
              Derivitec.Web.Core
    ApiGetEquityVolatilityCubeParametersResponse:
      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
        marked_option_vol_dictionary:
          type: object
          additionalProperties:
            type: array
            items:
              $ref: '#/components/schemas/OptionVolPoint'
            nullable: true
          description: Strike-based option-volatility slices keyed by expiry.
          nullable: true
        vol_cube_parameters:
          type: array
          items:
            $ref: '#/components/schemas/EquityVolSurfaceParameters'
          description: Equity volatility-surface parameter row for each available maturity.
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetEquityVolatilityCubeParametersResponse,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Returns equity option-volatility points grouped by expiry together with
        surface parameter rows.
    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'
    OptionVolPoint:
      required:
        - $type
      type: object
      properties:
        ask_vol:
          type: number
          description: Optional ask implied-volatility observation.
          format: double
          nullable: true
        bid_vol:
          type: number
          description: Optional bid implied-volatility observation.
          format: double
          nullable: true
        close_vol:
          type: number
          description: Optional close implied-volatility observation.
          format: double
          nullable: true
        claim_type:
          type: string
          description: Option claim label carried with the observation.
          nullable: true
        expiry:
          type: string
          description: Expiry date of the option-volatility observation.
          format: date-time
        extra_expiry:
          type: string
          description: >-
            Additional expiry date; rate-option results use it for the swap
            maturity.
          format: date-time
        marked_vol:
          type: number
          description: Marked volatility returned for the point.
          format: double
        maturity:
          type: number
          description: Maturity coordinate carried with the observation.
          format: double
        strike:
          type: number
          description: Strike coordinate used when the point is presented by strike.
          format: double
        delta:
          type: number
          description: Delta coordinate carried with the observation.
          format: double
        call_delta:
          type: number
          description: Call-delta coordinate used when the point is presented by delta.
          format: double
        identifier:
          $ref: '#/components/schemas/InstrumentIdentifier'
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.OptionVolPoint, Derivitec.Web.Core
      additionalProperties: false
      description: >-
        One option-volatility observation expressed by strike or delta
        coordinates.
    EquityVolSurfaceParameters:
      required:
        - $type
      type: object
      properties:
        atm_forward:
          type: number
          description: At-the-money forward carried for the volatility slice.
          format: double
        atmf_vol:
          type: number
          description: At-the-money-forward volatility as a decimal; 0.20 represents 20%.
          format: double
          nullable: true
        call_vol:
          type: number
          description: Call-side volatility as a decimal; 0.20 represents 20%.
          format: double
          nullable: true
        put_vol:
          type: number
          description: Put-side volatility as a decimal; 0.20 represents 20%.
          format: double
          nullable: true
        call_wing:
          type: number
          description: Call-wing parameter carried for the slice.
          format: double
          nullable: true
        expiry:
          type: string
          description: Expiry date of the volatility slice.
          format: date-time
        maturity:
          type: number
          description: Maturity offset from the reference date, in calendar days.
          format: double
        put_wing:
          type: number
          description: Put-wing parameter carried for the slice.
          format: double
          nullable: true
        skew:
          type: number
          description: Skew parameter carried for the volatility slice.
          format: double
          nullable: true
        smile:
          type: number
          description: Smile parameter carried for the volatility slice.
          format: double
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.EquityVolSurfaceParameters,
              Derivitec.Web.Core
      additionalProperties: false
      description: One equity volatility-surface parameter row for an expiry and maturity.
    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.
  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

````