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POST
Apply parallel interest-rate bumps to a market-data container.

Authorizations

Authorization
string
header
required

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.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataRequest, Derivitec.Web.Core
bumps
number<double>[] | null

Interest-rate shifts expressed as decimals; 0.0001 represents one basis point.

mkt_data_container
object

Serializable collection of the market data required by a valuation request.

Response

Returns a bumped market-data container for every requested shift.

Returns market-data containers produced by the requested parallel bumps.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetIrParallelBumpMktDataResponse, 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.

bumped_mkt_data
object[] | null

Market-data containers keyed by the applied interest-rate bump.