Calculate convenience-yield factors.
Use this operation to evaluate the convenience-yield curve supplied in the request between one start
maturity and one or more end maturities. Maturities are integer day offsets from the curve’s date axis and
returned factors preserve the order of EndMats. Extrapolate controls evaluation beyond the
last curve point. The calculation uses only the supplied curve and does not modify market data.
Authorizations
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.
Derivitec.Web.Core.MarketData.ApiGetConvenienceYieldRequest, Derivitec.Web.Core Commodity convenience-yield curve represented by day-offset maturities and dimensionless factors.
Start maturity as a day offset shared by the requested intervals.
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.
Derivitec.Web.Core.MarketData.ApiGetConvenienceYieldResponse, 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.
One convenience-yield factor for each requested end maturity, in request order.