Estimate survival curves from CDX spreads.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"traded_spread": 123,
"date": "2023-11-07T05:31:56Z",
"assumed_recovery_rate": 123,
"running_coupon": 123
}
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": False,
"identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"traded_spread": 123,
"date": "2023-11-07T05:31:56Z",
"assumed_recovery_rate": 123,
"running_coupon": 123
}
]
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
data: [
{
$type: 'Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core',
provider_id: '<string>',
derivitec_created: '<string>',
derivitec_modified: '<string>',
uploaded_date_time: '<string>',
derivitec_modified_by: '<string>',
uploaded_by: '<string>',
rolled: false,
identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
traded_spread: 123,
date: '2023-11-07T05:31:56Z',
assumed_recovery_rate: 123,
running_coupon: 123
}
]
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'data' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core',
'provider_id' => '<string>',
'derivitec_created' => '<string>',
'derivitec_modified' => '<string>',
'uploaded_date_time' => '<string>',
'derivitec_modified_by' => '<string>',
'uploaded_by' => '<string>',
'rolled' => false,
'identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'traded_spread' => 123,
'date' => '2023-11-07T05:31:56Z',
'assumed_recovery_rate' => 123,
'running_coupon' => 123
]
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"traded_spread\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"assumed_recovery_rate\": 123,\n \"running_coupon\": 123\n }\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"traded_spread\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"assumed_recovery_rate\": 123,\n \"running_coupon\": 123\n }\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"traded_spread\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"assumed_recovery_rate\": 123,\n \"running_coupon\": 123\n }\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"survival_curves": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"debt_type": "senior",
"default_type": "<string>",
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"survival_probabilities": [
123
]
}
]
}Estimate survival curves from CDX spreads.
Use this operation to derive credit-index survival curves from a non-empty set of CDX quotes for one
date-only market date. Every identifier must be a distinct Bloomberg CDX code whose series and tenor are
recognised. TradedSpread is quoted in basis points. Valid index groups can return curves even when
another group cannot be fitted; errors identify rejected codes or fits. The fitted curves are returned and
are not uploaded by this operation.
POST
/
api
/
MarketData
/
FitSurvivalCurvesToCdxData
Estimate survival curves from CDX spreads.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"traded_spread": 123,
"date": "2023-11-07T05:31:56Z",
"assumed_recovery_rate": 123,
"running_coupon": 123
}
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"data": [
{
"$type": "Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": False,
"identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"traded_spread": 123,
"date": "2023-11-07T05:31:56Z",
"assumed_recovery_rate": 123,
"running_coupon": 123
}
]
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json-patch+json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
body: JSON.stringify({
$type: 'Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
data: [
{
$type: 'Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core',
provider_id: '<string>',
derivitec_created: '<string>',
derivitec_modified: '<string>',
uploaded_date_time: '<string>',
derivitec_modified_by: '<string>',
uploaded_by: '<string>',
rolled: false,
identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
traded_spread: 123,
date: '2023-11-07T05:31:56Z',
assumed_recovery_rate: 123,
running_coupon: 123
}
]
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'$type' => 'Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'data' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core',
'provider_id' => '<string>',
'derivitec_created' => '<string>',
'derivitec_modified' => '<string>',
'uploaded_date_time' => '<string>',
'derivitec_modified_by' => '<string>',
'uploaded_by' => '<string>',
'rolled' => false,
'identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'traded_spread' => 123,
'date' => '2023-11-07T05:31:56Z',
'assumed_recovery_rate' => 123,
'running_coupon' => 123
]
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json-patch+json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"traded_spread\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"assumed_recovery_rate\": 123,\n \"running_coupon\": 123\n }\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"traded_spread\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"assumed_recovery_rate\": 123,\n \"running_coupon\": 123\n }\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/FitSurvivalCurvesToCdxData")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"data\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"derivitec_created\": \"<string>\",\n \"derivitec_modified\": \"<string>\",\n \"uploaded_date_time\": \"<string>\",\n \"derivitec_modified_by\": \"<string>\",\n \"uploaded_by\": \"<string>\",\n \"rolled\": false,\n \"identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"traded_spread\": 123,\n \"date\": \"2023-11-07T05:31:56Z\",\n \"assumed_recovery_rate\": 123,\n \"running_coupon\": 123\n }\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"survival_curves": [
{
"$type": "Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"currency": "<string>",
"debt_type": "senior",
"default_type": "<string>",
"extrapolate": true,
"issuer_id": "<string>",
"issuer_identifier": {
"$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "DerivitecBondIssuerId"
},
"maturities": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"survival_probabilities": [
123
]
}
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
The fitting payload. Data must be non-empty and contain distinct Bloomberg CDX identifiers, one shared market date, and traded spreads in basis points; the provider or environment fields select the provider scope stamped on returned curves. AssumedRecoveryRate and RunningCoupon do not override the recognised index terms in this operation.
Requests survival curves fitted to supplied CDX observations.
Available options:
Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
Example:
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
CDX observations with distinct recognised Bloomberg CDX codes and one shared date-only market date.
Show child attributes
Show child attributes
Response
Returns the fitted survival curves and errors for mixed dates, duplicate, non-Bloomberg or unknown CDX codes, unsupported coupon terms, or failed fits.
Returns survival curves fitted from the supplied CDX observations.
Available options:
Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
Example:
true
Messages explaining operation-level failures. The collection is empty by default.
Fitted survival curves.
Show child attributes
Show child attributes
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