Retrieve FX volatility surface parameters.
Use this operation to display fitted surface parameters and marked option points for one pair and market
date. DisplayMode accepts Strike or Delta and defaults to Strike. Use the
slash-delimited pair Code returned by GetFxPairs. Provider/environment selection controls the
requested surface. Returned volatility values use decimal-rate conventions. It is read-only and synchronous.
Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
A non-empty slash-delimited FxPair, date-only MarketDate, DisplayMode (Strike = 0/default or Delta = 1), and one authorised provider-selector form; FxPairId is derived rather than client-selected.
Selects an FX pair, market-data date, and strike-or-delta presentation for volatility data.
Derivitec.Web.Core.MarketData.ApiGetFxVolatilityCubeParametersRequest, Derivitec.Web.Core FX pair selected by derived requests.
Market date used by the derived request.
Opaque identifier of a single market-data provider to use instead of either environment-name option.
Access classification associated with the selected market-data environment.
view, edit, owner, blocked Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.
Single market-data environment name to use instead of market_data_environment_names or provider_id.
"Example market data"
Requested option-point presentation; the default is strike.
strike, delta Response
Returns surface parameters and option points grouped by expiry, or unavailable pair, model, or surface errors.
Returns FX option-volatility points grouped by expiry together with surface parameter rows.
Derivitec.Web.Core.MarketData.ApiGetFxVolatilityCubeParametersResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Option-volatility slices keyed by expiry and expressed in the requested strike-or-delta presentation.
FX volatility-surface parameter row for each available maturity.