Calculate discount factors for curve maturity offsets.
Use this operation when a supplied discount curve must be evaluated between one start maturity and one or more end maturities. The calculation uses the curve embedded in the request and does not retrieve or modify persisted market data. Returned factors preserve the order of the requested end maturities.
Authorizations
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.
Derivitec.Web.Core.MarketData.ApiGetDiscountFactorsRequest, Derivitec.Web.Core Named currency discount curve represented by day-offset maturities and dimensionless discount 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 discount factor for each requested end maturity.
Returns discount factors evaluated for the requested intervals.
Derivitec.Web.Core.MarketData.ApiGetDiscountFactorsResponse, 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 discount factor for each requested end maturity, in request order.