> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Fit survival curves to CDX data



## OpenAPI

````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/MarketData/FitSurvivalCurvesToCdxData
openapi: 3.0.1
info:
  title: Derivitec Api 1.0
  version: '1.0'
servers:
  - description: Derivitec Server
    url: https://api.riskportal.activeviam.com
security:
  - oauth2: []
  - apikey: []
paths:
  /api/MarketData/FitSurvivalCurvesToCdxData:
    post:
      tags:
        - MarketData
      summary: Fit survival curves to CDX data
      operationId: FitSurvivalCurvesToCdxData
      requestBody:
        content:
          application/json-patch+json:
            schema:
              $ref: '#/components/schemas/ApiFitSurvivalCurvesToCdxDataRequest'
          application/json:
            schema:
              $ref: '#/components/schemas/ApiFitSurvivalCurvesToCdxDataRequest'
          text/json:
            schema:
              $ref: '#/components/schemas/ApiFitSurvivalCurvesToCdxDataRequest'
          application/*+json:
            schema:
              $ref: '#/components/schemas/ApiFitSurvivalCurvesToCdxDataRequest'
      responses:
        '200':
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiFitSurvivalCurvesToCdxDataResponse'
          description: Success
        '400':
          description: BadRequest
        '401':
          description: Unauthorized
        '403':
          description: Forbidden
      security:
        - oauth2: []
        - apikey: []
components:
  schemas:
    ApiFitSurvivalCurvesToCdxDataRequest:
      example:
        data:
          - date: '2000-01-23T04:56:07.000+00:00'
            identifier:
              code: code
              market_identification_code: market_identification_code
              identifier_type: Derivitec
            running_coupon: 1.4658129805029452
            traded_spread: 0.8008281904610115
            assumed_recovery_rate: 6.027456183070403
          - date: '2000-01-23T04:56:07.000+00:00'
            identifier:
              code: code
              market_identification_code: market_identification_code
              identifier_type: Derivitec
            running_coupon: 1.4658129805029452
            traded_spread: 0.8008281904610115
            assumed_recovery_rate: 6.027456183070403
      properties:
        market_data_environment_name:
          nullable: true
          type: string
        provider_id:
          nullable: true
          type: string
        data:
          items:
            $ref: '#/components/schemas/CreditSpreadData'
          nullable: true
          type: array
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataRequest,
              Derivitec.Web.Core
      required:
        - $type
      type: object
    ApiFitSurvivalCurvesToCdxDataResponse:
      example:
        survival_curves:
          - issuer_id: issuer_id
            maturities:
              - 6
              - 6
            default_type: default_type
            currency: currency
            issuer_identifier:
              code: code
              identifier_type: DerivitecBondIssuerId
            reference_date: '2000-01-23T04:56:07.000+00:00'
            survival_probabilities:
              - 1.284659006116532
              - 1.284659006116532
            extrapolate: true
            debt_type: senior
          - issuer_id: issuer_id
            maturities:
              - 6
              - 6
            default_type: default_type
            currency: currency
            issuer_identifier:
              code: code
              identifier_type: DerivitecBondIssuerId
            reference_date: '2000-01-23T04:56:07.000+00:00'
            survival_probabilities:
              - 1.284659006116532
              - 1.284659006116532
            extrapolate: true
            debt_type: senior
      properties:
        is_success:
          type: boolean
        error_messages:
          items:
            type: string
          nullable: true
          type: array
        survival_curves:
          items:
            $ref: '#/components/schemas/SurvivalCurve'
          nullable: true
          type: array
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiFitSurvivalCurvesToCdxDataResponse,
              Derivitec.Web.Core
      required:
        - $type
      type: object
    CreditSpreadData:
      example:
        date: '2000-01-23T04:56:07.000+00:00'
        identifier:
          code: code
          market_identification_code: market_identification_code
          identifier_type: Derivitec
        running_coupon: 1.4658129805029452
        traded_spread: 0.8008281904610115
        assumed_recovery_rate: 6.027456183070403
      properties:
        provider_id:
          nullable: true
          type: string
        identifier:
          $ref: '#/components/schemas/InstrumentIdentifier'
        traded_spread:
          format: double
          type: number
        date:
          format: date-time
          type: string
        assumed_recovery_rate:
          format: double
          type: number
        running_coupon:
          format: double
          type: number
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.CreditSpreadData, Derivitec.Web.Core
      required:
        - $type
      type: object
    SurvivalCurve:
      example:
        issuer_id: issuer_id
        maturities:
          - 6
          - 6
        default_type: default_type
        currency: currency
        issuer_identifier:
          code: code
          identifier_type: DerivitecBondIssuerId
        reference_date: '2000-01-23T04:56:07.000+00:00'
        survival_probabilities:
          - 1.284659006116532
          - 1.284659006116532
        extrapolate: true
        debt_type: senior
      properties:
        provider_id:
          nullable: true
          type: string
        currency:
          nullable: true
          type: string
        debt_type:
          enum:
            - senior
            - super_senior
            - other
            - subordinated
            - junior_subordinated
            - preference_shares
            - senior_loss_absorbing
          type: string
        default_type:
          nullable: true
          type: string
        extrapolate:
          type: boolean
        issuer_id:
          nullable: true
          type: string
        issuer_identifier:
          $ref: '#/components/schemas/IssuerIdentifier'
        maturities:
          items:
            format: int32
            type: integer
          nullable: true
          type: array
        reference_date:
          format: date-time
          type: string
        survival_probabilities:
          items:
            format: double
            type: number
          nullable: true
          type: array
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.SurvivalCurve, Derivitec.Web.Core
      required:
        - $type
      type: object
    InstrumentIdentifier:
      example:
        code: code
        market_identification_code: market_identification_code
        identifier_type: Derivitec
      properties:
        code:
          nullable: true
          type: string
        identifier_type:
          enum:
            - Derivitec
            - Ric
            - Bloomberg
            - Isin
            - Figi
            - Sedol
            - RedCode
            - RedPairCode
            - BloombergYellow
            - XIgniteCode
            - CBondsId
            - EdiSecId
            - EdiSymbol
            - NotSet
          type: string
        market_identification_code:
          nullable: true
          type: string
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.InstrumentIdentifier,
              Derivitec.Web.Core
      required:
        - $type
      type: object
    IssuerIdentifier:
      example:
        code: code
        identifier_type: DerivitecBondIssuerId
      properties:
        code:
          nullable: true
          type: string
        identifier_type:
          enum:
            - DerivitecBondIssuerId
            - ReutersOrgId
            - ShortName
            - Lei
            - RedCode
            - MarkitTicker
            - ReutersIssuerId
            - CBondsIssuerId
            - PermId
            - BloombergCompanyId
            - NotSet
          type: string
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core
      required:
        - $type
      type: object
  securitySchemes:
    oauth2:
      description: >-
        OAuth2 access-token requested from AWS Cognito and provided as a Auth
        Bearer header
      flows:
        implicit:
          authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize
          scopes: {}
      type: oauth2
    apikey:
      description: API-Key requested via the site and provided as a header
      in: header
      name: x-api-key
      type: apiKey

````