Build bond yield curves from prices.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.BondDataExternal, 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,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"currency": "<string>",
"traded_price": 123,
"date": "2023-11-07T05:31:56Z",
"is_percentage_of_par": true,
"is_currency_per_bond_unit": true
}
],
"pricing_model_manager": {
"$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core"
},
"use_best_effort": true,
"individual_curve_per_bond_flag": true
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.BondDataExternal, 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,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"currency": "<string>",
"traded_price": 123,
"date": "2023-11-07T05:31:56Z",
"is_percentage_of_par": True,
"is_currency_per_bond_unit": True
}
],
"pricing_model_manager": { "$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core" },
"use_best_effort": True,
"individual_curve_per_bond_flag": True
}
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.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
data: [
{
$type: 'Derivitec.Web.Core.MarketData.BondDataExternal, 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,
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
currency: '<string>',
traded_price: 123,
date: '2023-11-07T05:31:56Z',
is_percentage_of_par: true,
is_currency_per_bond_unit: true
}
],
pricing_model_manager: {$type: 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'},
use_best_effort: true,
individual_curve_per_bond_flag: true
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData', 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/FitBondYieldCurvesToBondData",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'data' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.BondDataExternal, 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,
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'currency' => '<string>',
'traded_price' => 123,
'date' => '2023-11-07T05:31:56Z',
'is_percentage_of_par' => true,
'is_currency_per_bond_unit' => true
]
],
'pricing_model_manager' => [
'$type' => 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'
],
'use_best_effort' => true,
'individual_curve_per_bond_flag' => true
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"currency\": \"<string>\",\n \"traded_price\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"is_percentage_of_par\": true,\n \"is_currency_per_bond_unit\": true\n }\n ],\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"use_best_effort\": true,\n \"individual_curve_per_bond_flag\": true\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"currency\": \"<string>\",\n \"traded_price\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"is_percentage_of_par\": true,\n \"is_currency_per_bond_unit\": true\n }\n ],\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"use_best_effort\": true,\n \"individual_curve_per_bond_flag\": true\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"currency\": \"<string>\",\n \"traded_price\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"is_percentage_of_par\": true,\n \"is_currency_per_bond_unit\": true\n }\n ],\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"use_best_effort\": true,\n \"individual_curve_per_bond_flag\": true\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"bond_yield_curves": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$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": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
]
}Build bond yield curves from prices.
Use this operation to fit issuer yield curves to non-empty dated bond-price observations using available
bond reference data and the requested market-data overrides. Prices use each bond’s configured quotation
convention and currency. By default, bonds are grouped by issuer, currency, and debt type;
IndividualCurvePerBondFlag creates one curve per bond. UseBestEffort defaults to false and
permits supported bonds to proceed when other identifiers are unknown. Per-date fit errors can accompany
curves returned for successful groups, and the operation waits for all requested fits before responding.
POST
/
api
/
MarketData
/
FitBondYieldCurvesToBondData
Build bond yield curves from prices.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"currency": "<string>",
"traded_price": 123,
"date": "2023-11-07T05:31:56Z",
"is_percentage_of_par": true,
"is_currency_per_bond_unit": true
}
],
"pricing_model_manager": {
"$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core"
},
"use_best_effort": true,
"individual_curve_per_bond_flag": true
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": False,
"bond_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"currency": "<string>",
"traded_price": 123,
"date": "2023-11-07T05:31:56Z",
"is_percentage_of_par": True,
"is_currency_per_bond_unit": True
}
],
"pricing_model_manager": { "$type": "Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core" },
"use_best_effort": True,
"individual_curve_per_bond_flag": True
}
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.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
data: [
{
$type: 'Derivitec.Web.Core.MarketData.BondDataExternal, 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,
bond_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
currency: '<string>',
traded_price: 123,
date: '2023-11-07T05:31:56Z',
is_percentage_of_par: true,
is_currency_per_bond_unit: true
}
],
pricing_model_manager: {$type: 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'},
use_best_effort: true,
individual_curve_per_bond_flag: true
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData', 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/FitBondYieldCurvesToBondData",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'data' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.BondDataExternal, 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,
'bond_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'currency' => '<string>',
'traded_price' => 123,
'date' => '2023-11-07T05:31:56Z',
'is_percentage_of_par' => true,
'is_currency_per_bond_unit' => true
]
],
'pricing_model_manager' => [
'$type' => 'Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core'
],
'use_best_effort' => true,
'individual_curve_per_bond_flag' => true
]),
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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"currency\": \"<string>\",\n \"traded_price\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"is_percentage_of_par\": true,\n \"is_currency_per_bond_unit\": true\n }\n ],\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"use_best_effort\": true,\n \"individual_curve_per_bond_flag\": true\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"currency\": \"<string>\",\n \"traded_price\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"is_percentage_of_par\": true,\n \"is_currency_per_bond_unit\": true\n }\n ],\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"use_best_effort\": true,\n \"individual_curve_per_bond_flag\": true\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/FitBondYieldCurvesToBondData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.BondDataExternal, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"bond_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"currency\": \"<string>\",\n \"traded_price\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"is_percentage_of_par\": true,\n \"is_currency_per_bond_unit\": true\n }\n ],\n \"pricing_model_manager\": {\n \"$type\": \"Derivitec.Web.Core.Tradables.IPricingModelManager, Derivitec.Web.Core\"\n },\n \"use_best_effort\": true,\n \"individual_curve_per_bond_flag\": true\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"bond_yield_curves": [
{
"$type": "Derivitec.Web.Core.MarketData.BondYieldCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"seniority": "senior",
"discount_factors": [
123
],
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$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>"
}
}
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
The fitting payload. Data must be non-empty and supplies bond identifiers, date-only market dates, currencies, prices, quotation flags, and fitting modes. Provider/environment scope selects the primary market data, MarketDataOverride supplies optional scenario inputs, and PricingModelManager optionally overrides organisation model settings.
Requests issuer bond-yield curves fitted to supplied bond-price inputs.
Available options:
Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
Example:
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Bond-price inputs used to fit the issuer curves.
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Optional market-data substitutions supplied with pricing, risk, or report calculations.
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Pricing-model configuration role accepted by calculation requests.
- Option 1
- Option 2
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Requests independent handling of input records when one cannot be processed; defaults to false.
Whether each bond receives a separate fitted curve; defaults to false.
Response
Returns fitted bond yield curves and errors for invalid provider scope, unsupported bonds or overrides, missing prerequisite market data, or failed issuer/date fits.
Returns issuer bond-yield curves fitted from the supplied bond prices.
Available options:
Derivitec.Web.Core.MarketData.ApiFitBondYieldCurvesToBondDataResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
Example:
true
Messages explaining operation-level failures. The collection is empty by default.
Fitted bond yield curves.
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