Build an FX volatility time series for selected pairs and dates.
Use this operation to sample provider-scoped FX volatility surfaces on each business day in an inclusive
date range. The handler evaluates the requested strike and maturity for each distinct FX pair and returns
the available observations ordered by date. The default provider is Derivitec when no provider is supplied.
Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
The query payload. Supply FX pair codes, inclusive StartDate and EndDate values, a strike and strike type, and Maturity in days; ProviderId optionally selects the market-data provider.
Queries a dated FX-volatility series at one maturity and strike coordinate.
Derivitec.Web.Core.MarketData.ApiGetFxVolTimeSeriesRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
FX pairs that narrow the FX volatility time series operation.
Inclusive lower date-only boundary for the requested observations.
Inclusive upper date-only boundary for the requested observations.
Strike locating the requested FX volatility time series values.
Maturity in days locating the requested FX volatility time-series values.
Strike type locating the requested FX volatility time series values.
absolute, logarithmic, normalized, logarithmic_spot Response
Returns volatility observations grouped by FX pair, together with any retrieval or evaluation errors.
Returns the dated FX-volatility observations matching the requested coordinate.
Derivitec.Web.Core.MarketData.ApiGetFxVolTimeSeriesResponse, 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.
Dated FX-volatility observations returned by the query.