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POST
Calculate convenience-yield factors.

Authorizations

Authorization
string
header
required

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

Body

The calculation payload. Curve is required with a commodity name/exchange, value date, aligned day Maturities and dimensionless DiscountFactors; EndMats must be non-empty and StartMat is a day offset.

Requests convenience factors from a supplied curve across maturity intervals.

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

Commodity convenience-yield curve represented by day-offset maturities and dimensionless factors.

start_mat
integer<int32>

Start maturity as a day offset shared by the requested intervals.

end_mats
integer<int32>[] | null

End maturities as day offsets for the requested factors, in result order.

Response

Returns one calculated convenience-yield factor for each requested end maturity.

Returns convenience factors evaluated for the requested intervals.

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

factors
number<double>[] | null

One convenience-yield factor for each requested end maturity, in request order.