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POST
Calculate a volatility grid from an equity surface.

Authorizations

Authorization
string
header
required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

The calculation payload. VolSurface, Maturities, and Strikes must be non-empty; the outer strike-list count and order must match the maturities, and StrikeType selects absolute or percentage interpretation.

Requests a volatility grid by evaluating a supplied surface at specified maturity and strike coordinates.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetEquityVolGridRequest, Derivitec.Web.Core
market_data_environment_name
string | null

Name of the market-data environment to use. Supply either this name or provider_id, not both.

Example:

"Example market data"

provider_id
string | null

Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.

vol_surface
object

Equity volatility surface with benchmark coordinates and a spot reference.

maturities
integer<int32>[] | null

Maturities as day offsets locating the requested equity volatility grid values.

strikes
number<double>[][] | null

Strike lists locating the requested values, with one list aligned to each maturity.

strike_type
enum<string>

Strike type locating the requested equity volatility grid values.

Available options:
absolute,
percent_spot,
percent_forward

Response

Returns a grid preserving the requested maturities and strikes with evaluated volatilities, or an unsupported-strike-type or calculation error.

Returns the evaluated volatility grid.

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

vol_grid
object

Equity volatility grid identified by its equity asset.