Retrieve FX forward points.

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

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core",
    "fx_pair": "<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.ApiFxGetForwardsRequest, Derivitec.Web.Core',
    fx_pair: '<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/Fx/GetFxForwards', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Fx/GetFxForwards",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core',
    'fx_pair' => '<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/Fx/GetFxForwards"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core\",\n  \"fx_pair\": \"<string>\",\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/Fx/GetFxForwards")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core\",\n  \"fx_pair\": \"<string>\",\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/Fx/GetFxForwards")

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.ApiFxGetForwardsRequest, Derivitec.Web.Core\",\n  \"fx_pair\": \"<string>\",\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

{
  "$type": "Derivitec.Web.Core.MarketData.ApiFxGetForwardsResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "fx_forwards": [
    {
      "$type": "Derivitec.Web.Core.MarketData.FxForwardPoint, Derivitec.Web.Core",
      "date": "2023-11-07T05:31:56Z",
      "domestic_discount_factor": 123,
      "foreign_discount_factor": 123,
      "forward": 123
    }
  ]
}

Retrieve FX forward points.

Use this operation for a weekly forward series for one pair from the effective market date to approximately ten years. A market date on or after the server’s current date is replaced by the latest available market-data date; weekend dates are moved forward to a weekday. Use the pair Code returned by GetFxPairs. Provider/environment selection controls the requested market data. It is read-only and completes before returning.

POST

api

GetFxForwards

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

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core",
    "fx_pair": "<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.ApiFxGetForwardsRequest, Derivitec.Web.Core',
    fx_pair: '<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/Fx/GetFxForwards', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Fx/GetFxForwards",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core',
    'fx_pair' => '<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/Fx/GetFxForwards"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core\",\n  \"fx_pair\": \"<string>\",\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/Fx/GetFxForwards")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core\",\n  \"fx_pair\": \"<string>\",\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/Fx/GetFxForwards")

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.ApiFxGetForwardsRequest, Derivitec.Web.Core\",\n  \"fx_pair\": \"<string>\",\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

{
  "$type": "Derivitec.Web.Core.MarketData.ApiFxGetForwardsResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "fx_forwards": [
    {
      "$type": "Derivitec.Web.Core.MarketData.FxForwardPoint, Derivitec.Web.Core",
      "date": "2023-11-07T05:31:56Z",
      "domestic_discount_factor": 123,
      "foreign_discount_factor": 123,
      "forward": 123
    }
  ]
}

Authorizations

Authorization

string

header

required

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

Body

A slash-delimited FxPair, date-only MarketDate, and one authorised provider-selector form.

Selects an FX pair and market-data date for a forward curve.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiFxGetForwardsRequest, Derivitec.Web.Core

fx_pair

string | null

FX pair selected by derived requests.

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 ordered forward dates, spot/forward values, and discount information, or unavailable-pair or forward errors.

Returns dated forward points for the selected FX pair.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiFxGetForwardsResponse, 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.

fx_forwards

object[] | null

FX forward points produced for the selected pair and market-data date.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve FX forward points.

Authorizations

Body

Response