curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core",
"bumps": [
123
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core",
"bumps": [123]
}
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.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core',
bumps: [123]
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData', 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/MarketData/GetIrParallelBumpMktData",
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.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core',
'bumps' => [
123
]
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core\",\n \"bumps\": [\n 123\n ]\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/MarketData/GetIrParallelBumpMktData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core\",\n \"bumps\": [\n 123\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core\",\n \"bumps\": [\n 123\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"bumped_mkt_data": [
{
"key": 123,
"value": {
"$type": "Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core",
"equity_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
}
],
"equity_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
}
],
"equity_vol_of_var_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolOfVarCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"vols": [
123
],
"spot_ref": 123,
"eq_vol_of_var_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"fx_vol_of_var_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolOfVarCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"vols": [
123
],
"spot_ref": 123,
"fx_vol_of_var_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"equity_vol_index_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"equity_vol_index_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndex, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"annualisation_factor": 123,
"days_to_maturity": 123,
"eq_asset_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"equity": {
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
},
"equity_vol_surface": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
},
"equity_vol_index_vol_surface": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
},
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"log_spot_step_size": 123,
"max_log_spot": 123,
"include_convexity_adjustment": false,
"min_log_spot": 123,
"name": "<string>",
"spread_curve": {
"$type": "Derivitec.Web.Core.MarketData.EquityVolIndexSpreadCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"eq_vol_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spreads": [
123
],
"spread_type": "additive"
}
}
],
"calendar_map": [
{
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
}
],
"commodity_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Commodity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"convenience_yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.ConvenienceYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
},
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"roll_fixing": 123,
"settlement_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"settlement_lag": 123,
"fixings_by_futures_code": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
]
}
],
"discount_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
}
],
"correlation_eq_fx_map": [
{
"key": "<string>",
"value": 123
}
],
"correlation_eq_eq_map": [
{
"key": "<string>",
"value": 123
}
],
"correlation_fx_fx_map": [
{
"key": "<string>",
"value": 123
}
],
"survival_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"debt_type": "senior",
"default_type": "<string>",
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"survival_probabilities": [
123
]
}
],
"recovery_rate_map": [
{
"key": "<string>",
"value": 123
}
],
"bond_yield_curve_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_bond_yield_curve": "<unknown>",
"reference_date": "2023-11-07T05:31:56Z",
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
],
"cmdty_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
}
],
"fx_cross_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxCross, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"domestic_discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"high_fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"low_fixings_by_source": [
{
"key": "<string>",
"value": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
}
}
],
"fx_pair": "<string>",
"roll_fixing": 123,
"settlement": {
"$type": "Derivitec.Web.Core.StaticData.FxSettlement, Derivitec.Web.Core",
"domestic_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"foreign_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"is_special_lat_am_cross": true,
"settlement_lag": 123,
"usd_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
}
},
"spot": 123,
"foreign_discount_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"is_quoted_fx_cross": false
}
],
"fx_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.FxVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"fx_pair": "<string>",
"is_quoted_fx_vol": false
}
],
"pricing_date": "<string>",
"rate_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.RateAsset, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"business_day_convention": "actual",
"currency": "<string>",
"currency_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"day_count_convention": {
"$type": "Derivitec.Web.Core.StaticData.DayCountConventionBase, Derivitec.Web.Core",
"name": "<string>"
},
"end_to_end": true,
"fixing_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"fixing_to_value_date_offset": 123,
"index_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"name": "<string>",
"rate_fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"rate_tenor": {
"$type": "Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core",
"tenor_string": "<string>"
},
"reference_date": "2023-11-07T05:31:56Z",
"type": "<string>"
}
],
"swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"rate_asset_id": "<string>"
}
],
"bond_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"futures_market_id": "<string>"
}
],
"credit_swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"credit_id": "<string>"
}
],
"ir_futures_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"futures_market_id": "<string>",
"rate_asset_id": "<string>"
}
],
"credit_index_correlation_map": [
{
"key": "<string>",
"value": 123
}
],
"credit_event_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"issuer_id": "<string>",
"recovery_rate": 123,
"recovery_rate_by_bond_id": [
{
"key": "<string>",
"value": 123
}
],
"reference_date": "2023-11-07T05:31:56Z"
}
],
"fixings_map": {},
"error_message_map": {}
}
}
]
}Apply parallel interest-rate bumps to a market-data container.
Use this operation to derive independent bumped market-data containers for scenario analysis. Each requested bump is applied in parallel across the supplied interest-rate data and returned as a separate result. The source container and persisted market data are not modified.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core",
"bumps": [
123
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core",
"bumps": [123]
}
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.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core',
bumps: [123]
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData', 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/MarketData/GetIrParallelBumpMktData",
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.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core',
'bumps' => [
123
]
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core\",\n \"bumps\": [\n 123\n ]\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/MarketData/GetIrParallelBumpMktData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core\",\n \"bumps\": [\n 123\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetIrParallelBumpMktData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core\",\n \"bumps\": [\n 123\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"bumped_mkt_data": [
{
"key": 123,
"value": {
"$type": "Derivitec.Web.Core.MarketData.MktDataContainerExternal, Derivitec.Web.Core",
"equity_asset_map": [
{
"$type": "Derivitec.Web.Core.MarketData.Equity, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"reference_date": "2023-11-07T05:31:56Z",
"borrow_curve": {
"$type": "Derivitec.Web.Core.MarketData.BorrowCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"dividends": {
"$type": "Derivitec.Web.Core.MarketData.Dividends, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"all_in_rates": [
123
],
"asset_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
],
"cash_divs": [
123
],
"confirmed_flags": [
true
],
"currencies": [
"<string>"
],
"declared_dates": [
"2023-11-07T05:31:56Z"
],
"div_types": [
"Regular"
],
"div_yields": [
123
],
"ex_dates": [
"2023-11-07T05:31:56Z"
],
"pay_dates": [
"2023-11-07T05:31:56Z"
],
"record_dates": [
"2023-11-07T05:31:56Z"
],
"withholding_tax_rates": [
123
],
"reference_date": "2023-11-07T05:31:56Z"
},
"fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"futures_date": "2023-11-07T05:31:56Z",
"futures_price": 123,
"fx_cross_map": {},
"holiday_calendar": {
"$type": "Derivitec.Web.Core.StaticData.Calendar, Derivitec.Web.Core",
"holidays": [
"2023-11-07T05:31:56Z"
],
"include_weekends": true,
"name": "<string>"
},
"name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"roll_fixing": 123,
"settlement_lag": 123,
"yield_curve": {
"$type": "Derivitec.Web.Core.MarketData.DiscountCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"divisor": 123,
"constituents": [
"<string>"
],
"currencies": {},
"shares": {},
"weights": {},
"spots": {},
"is_index": false,
"index_premium": 123
}
],
"equity_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"asset_name": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"spot_ref": 123
}
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"curve_name": "<string>",
"discount_factors": [
123
],
"extrapolate": true,
"maturities": [
123
],
"value_date": "2023-11-07T05:31:56Z"
},
"name": "<string>",
"rate_fixings": {
"$type": "Derivitec.Web.Core.MarketData.Fixings, Derivitec.Web.Core",
"asset_id": "<string>",
"dates": [
"<string>"
],
"values": [
123
]
},
"rate_tenor": {
"$type": "Derivitec.Web.Core.StaticData.Tenor, Derivitec.Web.Core",
"tenor_string": "<string>"
},
"reference_date": "2023-11-07T05:31:56Z",
"type": "<string>"
}
],
"swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.SwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"rate_asset_id": "<string>"
}
],
"bond_vol_surface_map": [
{
"$type": "Derivitec.Web.Core.MarketData.BondVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"futures_market_id": "<string>"
}
],
"credit_swaption_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSwaptionVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"credit_id": "<string>"
}
],
"ir_futures_vol_cube_map": [
{
"$type": "Derivitec.Web.Core.MarketData.IrFuturesVolCube, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"alphas": [
[
123
]
],
"benchmark_forward_swap_rates": [
[
123
]
],
"benchmark_option_maturities": [
123
],
"benchmark_swap_tenors": [
123
],
"betas": [
[
123
]
],
"nus": [
[
123
]
],
"reference_date": "2023-11-07T05:31:56Z",
"rhos": [
[
123
]
],
"shifts": [
[
123
]
],
"fitted_vol_type": "black",
"futures_market_id": "<string>",
"rate_asset_id": "<string>"
}
],
"credit_index_correlation_map": [
{
"key": "<string>",
"value": 123
}
],
"credit_event_map": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditEvent, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"issuer_id": "<string>",
"recovery_rate": 123,
"recovery_rate_by_bond_id": [
{
"key": "<string>",
"value": 123
}
],
"reference_date": "2023-11-07T05:31:56Z"
}
],
"fixings_map": {},
"error_message_map": {}
}
}
]
}Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
The scenario payload. Bumps must be a non-empty list of decimal rate shifts, where 0.0001 represents one basis point, and MktDataContainer supplies the market data to transform.
Requests interest-rate market data after applying parallel bumps to a supplied market-data container.
Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core Interest-rate shifts expressed as decimals; 0.0001 represents one basis point.
Serializable collection of the market data required by a valuation request.
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Response
Returns a bumped market-data container for every requested shift.
Returns market-data containers produced by the requested parallel bumps.
Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataResponse, 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.
Market-data containers keyed by the applied interest-rate bump.
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