> ## 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 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. ## OpenAPI ````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Fx/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/Fx/GetVolatilityParameters: post: tags: - Fx summary: Retrieve FX volatility surface parameters. description: >- 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. operationId: GetVolatilityParameters requestBody: description: >- 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. content: application/json-patch+json: schema: $ref: '#/components/schemas/ApiGetFxVolatilityCubeParametersRequest' application/json: schema: $ref: '#/components/schemas/ApiGetFxVolatilityCubeParametersRequest' text/json: schema: $ref: '#/components/schemas/ApiGetFxVolatilityCubeParametersRequest' application/*+json: schema: $ref: '#/components/schemas/ApiGetFxVolatilityCubeParametersRequest' responses: '200': description: >- Returns surface parameters and option points grouped by expiry, or unavailable pair, model, or surface errors. content: application/json: schema: $ref: '#/components/schemas/ApiGetFxVolatilityCubeParametersResponse' '400': description: BadRequest '401': description: Unauthorized '403': description: Forbidden security: - oauth2: [] - apikey: [] components: schemas: ApiGetFxVolatilityCubeParametersRequest: required: - $type type: object properties: fx_pair: type: string description: FX pair selected by derived requests. nullable: true 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 display_mode: enum: - strike - delta type: string description: Requested option-point presentation; the default is strike. $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiGetFxVolatilityCubeParametersRequest, Derivitec.Web.Core additionalProperties: false description: >- Selects an FX pair, market-data date, and strike-or-delta presentation for volatility data. ApiGetFxVolatilityCubeParametersResponse: 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: >- Option-volatility slices keyed by expiry and expressed in the requested strike-or-delta presentation. nullable: true vol_cube_parameters: type: array items: $ref: '#/components/schemas/FxVolSurfaceParameters' description: FX volatility-surface parameter row for each available maturity. nullable: true $type: type: string enum: - >- Derivitec.Web.Core.MarketData.ApiGetFxVolatilityCubeParametersResponse, Derivitec.Web.Core additionalProperties: false description: >- Returns FX option-volatility points grouped by expiry together with surface parameter rows. 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. FxVolSurfaceParameters: 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 put_vol: type: number description: Put-side volatility as a decimal; 0.20 represents 20%. format: double call_vol: type: number description: Call-side volatility as a decimal; 0.20 represents 20%. format: double call_wing: type: number description: Call-wing parameter carried for the slice. format: double 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 skew: type: number description: Skew parameter carried for the volatility slice. format: double smile: type: number description: Smile parameter carried for the volatility slice. format: double $type: type: string enum: - >- Derivitec.Web.Core.MarketData.FxVolSurfaceParameters, Derivitec.Web.Core additionalProperties: false description: One FX volatility-surface parameter row for an expiry and maturity. 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' 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 ````