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POST
Calculate discount factors for curve maturity offsets.

Authorizations

Authorization
string
header
required

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

Body

The calculation payload. Curve and the EndMats collection are required; StartMat and each end maturity are integer day offsets on the curve's maturity axis.

Requests discount factors from a supplied curve across maturity intervals.

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

Named currency discount curve represented by day-offset maturities and dimensionless discount 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 discount factor for each requested end maturity.

Returns discount factors evaluated for the requested intervals.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetDiscountFactorsResponse, 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 discount factor for each requested end maturity, in request order.